WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 12, 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  :   417,081:    73,598     56,045     69,448    237,539    232,901    380,585    358,394:    36,496     58,687
Old  :   255,817:    50,317     68,313     13,893    168,092    144,841    232,302    227,047:    23,515     28,770
Other:   161,264:    63,536     27,987     15,300     69,447     88,060    148,283    131,347:    12,981     29,917
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -7,043:   -10,463     -1,186        126      3,462     -6,610     -6,875     -7,670:      -168        627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       13.4       16.7       57.0       55.8       91.2       85.9:       8.8       14.1
Old  :     100.0:      19.7       26.7        5.4       65.7       56.6       90.8       88.8:       9.2       11.2
Other:     100.0:      39.4       17.4        9.5       43.1       54.6       92.0       81.4:       8.0       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       317:       102         89         92         67         96        233        226:
Old  :       288:        90         95         29         47         77        156        183:
Other:       219:        67         52         44         46         81        134        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  :                 26.4       21.6       39.3       31.5       26.4       15.5       37.7       22.1
Old  :                 42.1       24.7       55.4       37.9       42.1       24.1       55.4       35.6
Other:                 29.4       25.5       43.9       34.4       28.7       20.5       38.7       28.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 12, 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  : 1,383,139:   356,663     64,337    197,413    679,443    864,226  1,233,519  1,125,976:   149,620    257,163
Old  :   966,953:   229,442     94,120     99,270    527,558    596,187    856,270    789,577:   110,683    177,376
Other:   416,186:   195,096     38,092     30,268    151,885    268,039    377,249    336,399:    38,937     79,787
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     8,685:     9,784     -2,997      8,593     -7,321     -1,502     11,056      4,094:    -2,371      4,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        4.7       14.3       49.1       62.5       89.2       81.4:      10.8       18.6
Old  :     100.0:      23.7        9.7       10.3       54.6       61.7       88.6       81.7:      11.4       18.3
Other:     100.0:      46.9        9.2        7.3       36.5       64.4       90.6       80.8:       9.4       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       732:       201        105        155        222        338        498        547:
Old  :       710:       178        117        116        209        323        451        509:
Other:       540:       111         77         39        107        298        237        400:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.5       17.6       26.7       23.9       16.4       16.1       24.7       21.3
Old  :                 20.8       16.6       30.6       23.4       20.8       14.8       30.6       20.5
Other:                 25.9       27.3       38.5       33.4       25.2       24.8       37.3       30.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 12, 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  :    13,931:     4,592        334        264      5,742     11,682     10,598     12,280:     3,333      1,651
Old  :    10,648:     3,843        467        121      4,026      8,633      7,990      9,221:     2,658      1,427
Other:     3,283:       884          2          8      1,716      3,049      2,608      3,059:       675        224
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :       341:      -186       -204         69        386        399        269        264:        72         77
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0        2.4        1.9       41.2       83.9       76.1       88.1:      23.9       11.9
Old  :     100.0:      36.1        4.4        1.1       37.8       81.1       75.0       86.6:      25.0       13.4
Other:     100.0:      26.9        0.1        0.2       52.3       92.9       79.4       93.2:      20.6        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        24          3          4         11         14         37         21:
Old  :        45:        19          7          3          9         14         31         21:
Other:        21:         8          2          2          6          7         14         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       56.6       42.1       74.7       29.7       53.1       41.1       69.1
Old  :                 31.2       55.6       46.1       75.0       31.2       54.0       46.1       72.0
Other:                 54.2       80.3       70.9       93.0       54.2       80.3       70.3       91.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 12, 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  :   425,133:    99,936     45,028     79,963    192,375    218,091    372,274    343,082:    52,859     82,051
Old  :   354,748:    78,269     62,114     47,887    183,753    175,881    309,909    285,882:    44,839     68,866
Other:    70,385:    48,160      9,407      5,583      8,622     42,210     62,365     57,200:     8,020     13,185
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     6,899:     7,860      1,339     12,445    -10,698     -3,156      9,607     10,628:    -2,708     -3,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       10.6       18.8       45.3       51.3       87.6       80.7:      12.4       19.3
Old  :     100.0:      22.1       17.5       13.5       51.8       49.6       87.4       80.6:      12.6       19.4
Other:     100.0:      68.4       13.4        7.9       12.2       60.0       88.6       81.3:      11.4       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:       126         75        131         93        132        306        299:
Old  :       394:       130         78        118         89        126        288        285:
Other:       190:        48         45         16         19         83         78        134:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.4       19.5       27.6       28.8       17.8       17.0       25.8       23.8
Old  :                 22.1       20.0       32.0       28.1       22.1       18.0       30.6       24.8
Other:                 33.3       38.8       57.3       52.6       33.2       38.4       55.8       47.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, December 12, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,620:    13,477      5,623      1,484        420        486     15,381      7,593:     4,239     12,027
Old  :    16,318:    10,447      5,453      1,466        420        468     12,333      7,387:     3,985      8,931
Other:     3,302:     3,034        174         14          0         18      3,048        206:       254      3,096
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :     2,681:     1,773         56        194          0         21      1,967        271:       714      2,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.7       28.7        7.6        2.1        2.5       78.4       38.7:      21.6       61.3
Old  :     100.0:      64.0       33.4        9.0        2.6        2.9       75.6       45.3:      24.4       54.7
Other:     100.0:      91.9        5.3        0.4        0.0        0.5       92.3        6.2:       7.7       93.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        18         15         11          1          1         22         24:
Old  :        35:        19         14         11          1          1         22         24:
Other:        10:         8          1          2          0          1          8          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  :                 42.8       15.6       58.8       23.9       42.4       15.6       55.7       23.8
Old  :                 39.2       18.7       56.0       28.6       38.7       18.7       52.5       28.5
Other:                 79.6        6.2       92.3        6.2       79.2        5.8       91.9        5.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 12, 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  :   278,005:    78,329     12,996     41,894    126,734    205,505    246,957    260,395:    31,048     17,610
Old  :   252,998:    75,871     14,756     26,146    121,413    195,600    223,430    236,502:    29,568     16,496
Other:    25,007:    13,865      9,647      4,341      5,321      9,905     23,527     23,893:     1,480      1,114
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -5,034:        38         63     -2,095       -688     -2,704     -2,745     -4,736:    -2,289       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        4.7       15.1       45.6       73.9       88.8       93.7:      11.2        6.3
Old  :     100.0:      30.0        5.8       10.3       48.0       77.3       88.3       93.5:      11.7        6.5
Other:     100.0:      55.4       38.6       17.4       21.3       39.6       94.1       95.5:       5.9        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        77         20         50         56         51        166        113:
Old  :       194:        81         25         45         56         51        163        110:
Other:        60:        17         13         11         19         13         41         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.2       43.2       28.1       54.3       18.2       41.9       25.8       48.3
Old  :                 19.9       45.2       28.6       56.4       19.9       44.0       27.3       50.7
Other:                 40.9       59.8       66.3       78.3       35.6       54.0       59.8       68.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 12, 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  :   834,901:   147,850    190,332     17,697    496,728    455,783    662,275    663,812:   172,626    171,089
Old  :   834,901:   147,850    190,332     17,697    496,728    455,783    662,275    663,812:   172,626    171,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -13,023:     4,267     -2,072     -9,123     -6,171     -8,989    -11,027    -20,184:    -1,996      7,161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       22.8        2.1       59.5       54.6       79.3       79.5:      20.7       20.5
Old  :     100.0:      17.7       22.8        2.1       59.5       54.6       79.3       79.5:      20.7       20.5
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  :       181:        40         42         22         69         72        124        121:
Old  :       181:        40         42         22         69         72        124        121:
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  :                 23.1       29.2       32.4       38.6       21.3       25.0       28.5       32.8
Old  :                 23.1       29.2       32.4       38.6       21.3       25.0       28.5       32.8
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, December 12, 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  :   209,626:    38,024     19,833     27,277    109,606    141,341    174,907    188,451:    34,719     21,175
Old  :   194,863:    38,905     18,549     19,831    103,575    136,879    162,311    175,259:    32,552     19,604
Other:    14,763:     4,364      6,529      2,201      6,031      4,462     12,596     13,192:     2,167      1,571
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -1,579:      -547     -2,168       -854        173      1,250     -1,228     -1,772:      -351        193
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        9.5       13.0       52.3       67.4       83.4       89.9:      16.6       10.1
Old  :     100.0:      20.0        9.5       10.2       53.2       70.2       83.3       89.9:      16.7       10.1
Other:     100.0:      29.6       44.2       14.9       40.9       30.2       85.3       89.4:      14.7       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        58         31         53         51         46        145        113:
Old  :       171:        66         29         49         49         44        141        109:
Other:        57:        11         17         11         22         15         42         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.6       42.2       39.3       54.9       30.2       40.6       36.9       52.4
Old  :                 32.5       44.7       40.8       57.5       31.6       43.6       38.8       55.6
Other:                 33.6       42.4       50.9       58.1       32.3       39.3       49.3       50.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 12, 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  :    14,322:     3,438      1,146        927      7,281     11,314     11,646     13,387:     2,676        935
Old  :    13,046:     3,254      1,147        885      6,514     10,175     10,653     12,207:     2,393        839
Other:     1,276:       201         16         25        767      1,139        993      1,180:       283         96
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :       -29:        -2       -129        117         -7        -50        108        -62:      -137         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        8.0        6.5       50.8       79.0       81.3       93.5:      18.7        6.5
Old  :     100.0:      24.9        8.8        6.8       49.9       78.0       81.7       93.6:      18.3        6.4
Other:     100.0:      15.8        1.3        2.0       60.1       89.3       77.8       92.5:      22.2        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        23          6          8         22         20         48         31:
Old  :        62:        22          6          7         20         20         45         30:
Other:        23:         7          1          3          7         11         14         15:
     :----------------------------------------------------------------------------------------------------
     :             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       54.3       38.6       69.7       23.5       50.1       37.2       65.3
Old  :                 25.3       54.6       40.6       69.5       25.3       54.0       39.3       68.9
Other:                 57.8       69.4       72.4       86.6       26.0       34.2       32.0       45.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 12, 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  :   701,641:   145,444    189,509      8,245    408,991    394,567    562,680    592,321:   138,961    109,320
Old  :   701,641:   145,444    189,509      8,245    408,991    394,567    562,680    592,321:   138,961    109,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -53,197:     9,389      8,483    -18,312    -10,944     -6,308    -19,867    -16,137:   -33,330    -37,060
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       27.0        1.2       58.3       56.2       80.2       84.4:      19.8       15.6
Old  :     100.0:      20.7       27.0        1.2       58.3       56.2       80.2       84.4:      19.8       15.6
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  :       176:        41         38         12         65         71        111        116:
Old  :       176:        41         38         12         65         71        111        116:
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  :                 27.0       19.0       36.9       32.0       26.3       18.6       35.3       30.0
Old  :                 27.0       19.0       36.9       32.0       26.3       18.6       35.3       30.0
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, December 12, 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  : 2,248,701:   647,584    292,937     81,619  1,171,343  1,474,218  1,900,546  1,848,774:   348,155    399,927
Old  : 2,248,701:   647,584    292,937     81,619  1,171,343  1,474,218  1,900,546  1,848,774:   348,155    399,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -21,168:    15,962    -23,739    -23,791     -7,219     48,362    -15,048        832:    -6,120    -22,000
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.0        3.6       52.1       65.6       84.5       82.2:      15.5       17.8
Old  :     100.0:      28.8       13.0        3.6       52.1       65.6       84.5       82.2:      15.5       17.8
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  :       298:        70         63         34        115        124        201        205:
Old  :       298:        70         63         34        115        124        201        205:
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  :                 22.7       24.8       35.5       35.8       17.3       23.7       27.1       32.0
Old  :                 22.7       24.8       35.5       35.8       17.3       23.7       27.1       32.0
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, December 12, 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  : 1,437,726:   211,450    291,217     40,387    898,566    842,790  1,150,403  1,174,394:   287,323    263,332
Old  : 1,437,726:   211,450    291,217     40,387    898,566    842,790  1,150,403  1,174,394:   287,323    263,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :   -79,386:   -55,268     29,530    -25,299     18,858    -77,699    -61,709    -73,468:   -17,677     -5,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       20.3        2.8       62.5       58.6       80.0       81.7:      20.0       18.3
Old  :     100.0:      14.7       20.3        2.8       62.5       58.6       80.0       81.7:      20.0       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  :       186:        41         33         22         83         80        134        125:
Old  :       186:        41         33         22         83         80        134        125:
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  :                 23.5       30.1       34.9       41.5       19.3       29.3       27.2       36.8
Old  :                 23.5       30.1       34.9       41.5       19.3       29.3       27.2       36.8
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, December 12, 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  :   380,941:    91,660     94,817     65,084    197,142    192,725    353,886    352,626:    27,055     28,315
Old  :   380,941:    91,660     94,817     65,084    197,142    192,725    353,886    352,626:    27,055     28,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    20,452:    -6,467       -913      1,911     25,676     20,641     21,120     21,639:      -668     -1,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       24.9       17.1       51.8       50.6       92.9       92.6:       7.1        7.4
Old  :     100.0:      24.1       24.9       17.1       51.8       50.6       92.9       92.6:       7.1        7.4
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  :       124:        23         40         38         49         48         98        100:
Old  :       124:        23         40         38         49         48         98        100:
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  :                 26.9       19.4       42.8       33.3       22.9       16.9       35.3       27.8
Old  :                 26.9       19.4       42.8       33.3       22.9       16.9       35.3       27.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE                                                           Code-084605
Commitments of Traders - Futures Only, December 12, 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 TROY OUNCES)                                           :
     :          :                                                                            :
All  :    10,922:     4,814          0         24        769      6,775      5,607      6,799:     5,315      4,123
Old  :    10,922:     4,814          0         24        769      6,775      5,607      6,799:     5,315      4,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -405:       788       -186       -179        190       -204        799       -569:    -1,204        164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        0.0        0.2        7.0       62.0       51.3       62.3:      48.7       37.7
Old  :     100.0:      44.1        0.0        0.2        7.0       62.0       51.3       62.3:      48.7       37.7
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  :        21:        10          0          2          3         10         13         12:
Old  :        21:        10          0          2          3         10         13         12:
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  :                 28.1       41.2       41.8       58.0       28.0       40.0       41.7       56.8
Old  :                 28.1       41.2       41.8       58.0       28.0       40.0       41.7       56.8
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, December 12, 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  :    43,761:    13,262      5,384      1,771      5,411     27,323     20,444     34,478:    23,317      9,283
Old  :    43,761:    13,262      5,384      1,771      5,411     27,323     20,444     34,478:    23,317      9,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    -3,594:    -4,070     -1,336        343      1,817     -2,525     -1,910     -3,518:    -1,684        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       12.3        4.0       12.4       62.4       46.7       78.8:      53.3       21.2
Old  :     100.0:      30.3       12.3        4.0       12.4       62.4       46.7       78.8:      53.3       21.2
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  :        58:        23         12          8         12         16         37         34:
Old  :        58:        23         12          8         12         16         37         34:
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  :                 12.8       33.3       21.9       54.3       12.5       32.9       20.7       53.7
Old  :                 12.8       33.3       21.9       54.3       12.5       32.9       20.7       53.7
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, December 12, 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  :    93,481:    19,905     13,749     12,688     33,530     55,850     66,123     82,287:    27,358     11,194
Old  :    93,481:    19,905     13,749     12,688     33,530     55,850     66,123     82,287:    27,358     11,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    28,228:     1,690      1,217     12,544     12,522     12,384     26,756     26,145:     1,472      2,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       14.7       13.6       35.9       59.7       70.7       88.0:      29.3       12.0
Old  :     100.0:      21.3       14.7       13.6       35.9       59.7       70.7       88.0:      29.3       12.0
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  :        77:        28         18         10         24         22         56         46:
Old  :        77:        28         18         10         24         22         56         46:
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  :                 24.0       40.6       36.8       57.4       12.8       32.5       21.2       45.7
Old  :                 24.0       40.6       36.8       57.4       12.8       32.5       21.2       45.7
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, December 12, 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  :   167,024:    42,244     32,901     27,995     72,747     45,533    142,986    106,429:    24,038     60,595
Old  :   167,024:    42,244     32,901     27,995     72,747     45,533    142,986    106,429:    24,038     60,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :    45,640:     5,641      6,651     26,883      6,502      3,166     39,026     36,700:     6,614      8,940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.7       16.8       43.6       27.3       85.6       63.7:      14.4       36.3
Old  :     100.0:      25.3       19.7       16.8       43.6       27.3       85.6       63.7:      14.4       36.3
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  :       109:        32         32         21         31         32         77         73:
Old  :       109:        32         32         21         31         32         77         73:
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  :                 43.9       21.3       55.2       31.3       37.8       12.7       45.8       20.7
Old  :                 43.9       21.3       55.2       31.3       37.8       12.7       45.8       20.7
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, December 12, 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  :    46,934:     2,242     14,944      1,270     40,974     28,146     44,486     44,360:     2,448      2,574
Old  :    46,934:     2,242     14,944      1,270     40,974     28,146     44,486     44,360:     2,448      2,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 5, 2006                     :
     :      -250:        81        782     -4,001      1,305        515     -2,615     -2,704:     2,365      2,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       31.8        2.7       87.3       60.0       94.8       94.5:       5.2        5.5
Old  :     100.0:       4.8       31.8        2.7       87.3       60.0       94.8       94.5:       5.2        5.5
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  :        43:         9         12          4         14         15         25         29:
Old  :        43:         9         12          4         14         15         25         29:
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  :                 74.0       80.8       85.1       89.2       72.4       75.5       81.4       82.3
Old  :                 74.0       80.8       85.1       89.2       72.4       75.5       81.4       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 15, 2006