WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   457,491:    82,090     62,636     86,580    249,312    245,338    417,982    394,554:    39,509     62,937
Old  :   313,472:    67,167     67,122     39,731    176,482    171,838    283,380    278,691:    30,092     34,781
Other:   144,019:    45,322     25,913     16,450     72,830     73,500    134,602    115,863:     9,417     28,156
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     1,252:      -168        753      4,087     -4,876     -5,336       -957       -496:     2,209      1,748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       13.7       18.9       54.5       53.6       91.4       86.2:       8.6       13.8
Old  :     100.0:      21.4       21.4       12.7       56.3       54.8       90.4       88.9:       9.6       11.1
Other:     100.0:      31.5       18.0       11.4       50.6       51.0       93.5       80.4:       6.5       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:       117         86        111         67        103        262        247:
Old  :       326:       115         90         85         50         86        222        219:
Other:       202:        49         57         39         39         82        110        159:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       21.7       35.5       30.9       23.5       15.0       34.5       22.0
Old  :                 33.6       25.0       44.8       36.0       33.6       24.9       44.7       35.1
Other:                 33.6       22.1       49.7       31.2       30.3       17.8       42.0       24.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,408,139:   324,080     93,112    223,296    678,491    797,783  1,225,867  1,114,191:   182,272    293,948
Old  : 1,066,942:   245,032    123,121    120,546    549,138    598,276    914,716    841,943:   152,226    224,999
Other:   341,197:   146,199     37,142     35,599    129,353    199,507    311,151    272,248:    30,046     68,949
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :    33,198:     7,688     -4,282     -4,450      7,904     33,220     11,142     24,488:    22,056      8,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0        6.6       15.9       48.2       56.7       87.1       79.1:      12.9       20.9
Old  :     100.0:      23.0       11.5       11.3       51.5       56.1       85.7       78.9:      14.3       21.1
Other:     100.0:      42.8       10.9       10.4       37.9       58.5       91.2       79.8:       8.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       756:       223        119        179        235        320        548        552:
Old  :       738:       206        129        153        221        307        512        523:
Other:       491:        96         77         40         86        269        196        375:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       15.1       25.2       21.7       15.5       13.6       23.7       18.4
Old  :                 18.4       13.6       26.9       21.0       18.4       12.3       26.5       17.7
Other:                 27.4       25.3       39.0       31.7       27.4       22.7       38.8       28.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    14,835:     5,825        117        346      5,391     12,591     11,562     13,054:     3,273      1,781
Old  :    13,862:     5,708        222        230      5,015     11,742     10,953     12,194:     2,909      1,668
Other:       973:       222          0         11        376        849        609        860:       364        113
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       -43:      -248        -18        165         93        222         10        369:       -53       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        0.8        2.3       36.3       84.9       77.9       88.0:      22.1       12.0
Old  :     100.0:      41.2        1.6        1.7       36.2       84.7       79.0       88.0:      21.0       12.0
Other:     100.0:      22.8        0.0        1.1       38.6       87.3       62.6       88.4:      37.4       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        25          3          7         16         17         43         25:
Old  :        51:        24          4          7         13         17         40         25:
Other:        16:         6          0          2          6          6         12          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       54.2       43.0       75.9       27.7       47.5       40.0       65.4
Old  :                 30.0       54.3       44.8       75.9       29.7       47.6       42.8       67.3
Other:                 46.7       82.6       59.3       88.4       37.5       78.1       49.0       78.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   385,229:    77,892     43,993     59,858    195,919    203,626    333,669    307,477:    51,560     77,752
Old  :   335,907:    66,324     58,550     35,603    190,082    173,168    292,009    267,321:    43,898     68,586
Other:    49,322:    33,680      7,555      2,143      5,837     30,458     41,660     40,156:     7,662      9,166
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     9,427:     9,652     -1,490      1,439     -5,059     10,023      6,032      9,972:     3,395       -545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       11.4       15.5       50.9       52.9       86.6       79.8:      13.4       20.2
Old  :     100.0:      19.7       17.4       10.6       56.6       51.6       86.9       79.6:      13.1       20.4
Other:     100.0:      68.3       15.3        4.3       11.8       61.8       84.5       81.4:      15.5       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       118        105        109         82        130        275        285:
Old  :       390:       120        105         92         79        125        260        268:
Other:       170:        36         36         11         18         84         60        126:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       19.4       31.4       27.7       19.4       16.3       27.6       22.6
Old  :                 22.9       19.2       36.0       27.1       22.9       17.2       33.1       23.1
Other:                 44.4       40.6       61.9       53.9       44.4       40.3       59.5       52.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,561:    10,849      4,080      1,571          0        273     12,420      5,924:     3,141      9,637
Old  :    13,355:     9,003      3,987      1,417          0        257     10,420      5,661:     2,935      7,694
Other:     2,206:     1,997        244          3          0         16      2,000        263:       206      1,943
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     1,870:     2,251      1,019       -408          0         76      1,843        687:        27      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.7       26.2       10.1        0.0        1.8       79.8       38.1:      20.2       61.9
Old  :     100.0:      67.4       29.9       10.6        0.0        1.9       78.0       42.4:      22.0       57.6
Other:     100.0:      90.5       11.1        0.1        0.0        0.7       90.7       11.9:       9.3       88.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        17         12         10          0          1         20         20:
Old  :        30:        16         13         10          0          1         20         20:
Other:        10:         7          2          1          0          1          7          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       17.3       60.6       24.3       45.7       16.1       57.2       22.8
Old  :                 44.1       19.5       58.9       27.6       43.7       18.7       55.2       26.4
Other:                 79.3       11.9       90.7       11.9       79.3       11.8       90.5       11.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   267,084:    73,478     12,638     37,792    119,807    195,724    231,077    246,154:    36,007     20,930
Old  :   242,244:    69,438     11,607     25,125    112,830    186,054    207,393    222,786:    34,851     19,458
Other:    24,840:    12,748      9,739      3,959      6,977      9,670     23,684     23,368:     1,156      1,472
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     5,670:     8,192     -3,176      2,485     -6,945      6,320      3,732      5,629:     1,938         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        4.7       14.1       44.9       73.3       86.5       92.2:      13.5        7.8
Old  :     100.0:      28.7        4.8       10.4       46.6       76.8       85.6       92.0:      14.4        8.0
Other:     100.0:      51.3       39.2       15.9       28.1       38.9       95.3       94.1:       4.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        76         18         35         56         50        149         97:
Old  :       172:        75         21         31         56         50        146         94:
Other:        46:        13         11          6         14         11         31         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       42.8       28.4       55.2       18.2       40.5       24.7       49.5
Old  :                 20.5       45.1       28.2       56.6       19.4       42.9       26.2       51.9
Other:                 41.6       51.6       67.4       72.6       36.1       43.8       60.7       61.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   772,984:   123,119    199,841     11,579    481,151    404,398    615,849    615,818:   157,135    157,166
Old  :   772,984:   123,119    199,841     11,579    481,151    404,398    615,849    615,818:   157,135    157,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     9,818:     5,713     22,652        170     -4,624      6,222      1,259     29,044:     8,559    -19,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       25.9        1.5       62.2       52.3       79.7       79.7:      20.3       20.3
Old  :     100.0:      15.9       25.9        1.5       62.2       52.3       79.7       79.7:      20.3       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        38         38         19         69         72        114        122:
Old  :       173:        38         38         19         69         72        114        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.5       33.6       39.7       21.2       22.9       28.7       31.6
Old  :                 23.8       27.5       33.6       39.7       21.2       22.9       28.7       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   218,276:    50,693     19,019     33,849     96,404    147,388    180,946    200,256:    37,330     18,020
Old  :   206,113:    52,145     16,078     27,859     90,327    145,211    170,331    189,148:    35,782     16,965
Other:    12,163:     2,048      6,441      2,490      6,077      2,177     10,615     11,108:     1,548      1,055
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     9,094:     3,887     -3,810      1,063      3,715     13,201      8,665     10,454:       429     -1,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        8.7       15.5       44.2       67.5       82.9       91.7:      17.1        8.3
Old  :     100.0:      25.3        7.8       13.5       43.8       70.5       82.6       91.8:      17.4        8.2
Other:     100.0:      16.8       53.0       20.5       50.0       17.9       87.3       91.3:      12.7        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        62         31         45         56         48        150        106:
Old  :       170:        68         30         43         56         45        150        100:
Other:        53:        11         17          9         17         13         35         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       44.1       32.8       54.3       23.9       42.1       31.5       51.3
Old  :                 24.9       46.7       33.5       56.5       24.4       45.8       32.3       54.6
Other:                 31.1       47.9       51.9       65.7       31.0       47.9       50.4       58.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,452:     2,934      1,159      1,417      7,133     10,844     11,484     13,420:     2,968      1,032
Old  :    13,744:     2,843      1,208      1,327      6,773     10,282     10,943     12,817:     2,801        927
Other:       708:       158         18         23        360        562        541        603:       167        105
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :        30:       366       -417       -352       -282      1,216       -268        447:       298       -417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.0        9.8       49.4       75.0       79.5       92.9:      20.5        7.1
Old  :     100.0:      20.7        8.8        9.7       49.3       74.8       79.6       93.3:      20.4        6.7
Other:     100.0:      22.3        2.5        3.2       50.8       79.4       76.4       85.2:      23.6       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        19          7          9         23         18         46         30:
Old  :        57:        18          7          6         22         18         41         30:
Other:        20:         7          2          3          5          8         13         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       52.0       40.5       67.8       22.1       46.0       35.6       59.1
Old  :                 23.9       53.3       40.4       68.7       22.5       47.5       36.1       60.4
Other:                 50.1       58.5       70.5       81.8       38.3       53.4       48.9       60.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   661,030:   128,737    146,464      3,368    391,034    390,535    523,139    540,367:   137,891    120,663
Old  :   661,030:   128,737    146,464      3,368    391,034    390,535    523,139    540,367:   137,891    120,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -10,353:    -8,596    -12,869        248      3,854     -1,243     -4,494    -13,864:    -5,859      3,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       22.2        0.5       59.2       59.1       79.1       81.7:      20.9       18.3
Old  :     100.0:      19.5       22.2        0.5       59.2       59.1       79.1       81.7:      20.9       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        37         30          6         63         68        102        102:
Old  :       160:        37         30          6         63         68        102        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       20.5       35.5       33.5       24.2       20.1       34.2       32.1
Old  :                 24.3       20.5       35.5       33.5       24.2       20.1       34.2       32.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,387,678:   705,981    355,285     96,220  1,262,871  1,554,635  2,065,072  2,006,140:   322,606    381,538
Old  : 2,387,678:   705,981    355,285     96,220  1,262,871  1,554,635  2,065,072  2,006,140:   322,606    381,538
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -25,886:   -34,156     -9,344     24,104    -20,840     -8,345    -30,892      6,415:     5,006    -32,301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.6       14.9        4.0       52.9       65.1       86.5       84.0:      13.5       16.0
Old  :     100.0:      29.6       14.9        4.0       52.9       65.1       86.5       84.0:      13.5       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        57         78         43        122        124        204        220:
Old  :       301:        57         78         43        122        124        204        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       28.8       34.7       37.1       19.6       27.6       29.8       34.7
Old  :                 23.4       28.8       34.7       37.1       19.6       27.6       29.8       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,386,411:   166,169    211,083     19,717    924,604    873,689  1,110,490  1,104,489:   275,921    281,922
Old  : 1,386,411:   166,169    211,083     19,717    924,604    873,689  1,110,490  1,104,489:   275,921    281,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -21,243:   -46,004      4,307      2,333      2,483    -23,784    -41,188    -17,144:    19,945     -4,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       15.2        1.4       66.7       63.0       80.1       79.7:      19.9       20.3
Old  :     100.0:      12.0       15.2        1.4       66.7       63.0       80.1       79.7:      19.9       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        39         37         20         73         80        119        130:
Old  :       188:        39         37         20         73         80        119        130:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       31.1       42.3       39.4       27.9       30.2       35.7       35.9
Old  :                 30.5       31.1       42.3       39.4       27.9       30.2       35.7       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   384,191:    64,115     70,767     92,884    204,342    188,676    361,341    352,327:    22,850     31,864
Old  :   384,191:    64,115     70,767     92,884    204,342    188,676    361,341    352,327:    22,850     31,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :   -88,272:     8,373     -4,148    -28,881    -63,534    -50,913    -84,042    -83,942:    -4,230     -4,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.4       24.2       53.2       49.1       94.1       91.7:       5.9        8.3
Old  :     100.0:      16.7       18.4       24.2       53.2       49.1       94.1       91.7:       5.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        30         33         35         43         54         87        109:
Old  :       126:        30         33         35         43         54         87        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       18.8       43.4       31.5       23.6       10.5       30.0       18.1
Old  :                 26.7       18.8       43.4       31.5       23.6       10.5       30.0       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    52,364:    18,033      4,370      4,075      6,141     32,447     28,249     40,892:    24,115     11,472
Old  :    52,364:    18,033      4,370      4,075      6,141     32,447     28,249     40,892:    24,115     11,472
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :     2,831:     2,663        825        816     -3,667       -112       -188      1,529:     3,019      1,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        8.3        7.8       11.7       62.0       53.9       78.1:      46.1       21.9
Old  :     100.0:      34.4        8.3        7.8       11.7       62.0       53.9       78.1:      46.1       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        30         13          7         10         18         43         35:
Old  :        65:        30         13          7         10         18         43         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       33.7       26.9       50.1       12.1       33.1       20.7       44.4
Old  :                 17.4       33.7       26.9       50.1       12.1       33.1       20.7       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    63,187:    17,579     11,943         25     19,088     42,155     36,692     54,123:    26,495      9,064
Old  :    63,187:    17,579     11,943         25     19,088     42,155     36,692     54,123:    26,495      9,064
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       410:      -501       -224          2     -1,256       -499     -1,755       -721:     2,165      1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       18.9        0.0       30.2       66.7       58.1       85.7:      41.9       14.3
Old  :     100.0:      27.8       18.9        0.0       30.2       66.7       58.1       85.7:      41.9       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        24         16          2         18         15         43         32:
Old  :        70:        24         16          2         18         15         43         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       46.1       30.6       66.8       17.7       46.1       30.5       66.8
Old  :                 17.7       46.1       30.6       66.8       17.7       46.1       30.5       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   131,339:    42,224     22,895        521     77,690     57,325    120,435     80,741:    10,904     50,598
Old  :   131,339:    42,224     22,895        521     77,690     57,325    120,435     80,741:    10,904     50,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :      -124:       934     -1,127        -52     -1,371        -49       -489     -1,228:       365      1,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       17.4        0.4       59.2       43.6       91.7       61.5:       8.3       38.5
Old  :     100.0:      32.1       17.4        0.4       59.2       43.6       91.7       61.5:       8.3       38.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        34         30          2         16         33         51         64:
Old  :       108:        34         30          2         16         33         51         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       23.5       68.1       31.4       58.4       23.5       68.1       31.4
Old  :                 58.4       23.5       68.1       31.4       58.4       23.5       68.1       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, November 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    43,248:     1,838     15,377        658     40,615     27,041     43,111     43,076:       137        172
Old  :    43,248:     1,838     15,377        658     40,615     27,041     43,111     43,076:       137        172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 31, 2006                     :
     :       122:       -36        410        150        111       -371        225        189:      -103        -67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       35.6        1.5       93.9       62.5       99.7       99.6:       0.3        0.4
Old  :     100.0:       4.2       35.6        1.5       93.9       62.5       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         7         12          4         14          9         23         23:
Old  :        38:         7         12          4         14          9         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.6       82.4       94.0       95.0       82.6       81.8       93.7       94.1
Old  :                 82.6       82.4       94.0       95.0       82.6       81.8       93.7       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 13, 2006