WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      467,379
COMMITMENTS
  80,374   75,503   93,163  256,902  233,061  430,439  401,727   36,940   65,652

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -14,709)
   3,322    1,964  -10,964   -6,865   -4,917  -14,507  -13,917     -202     -792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     16.2     19.9     55.0     49.9     92.1     86.0      7.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      377)
      92      125      148       64       95      283      290
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,366,163
COMMITMENTS
 304,999  120,810  290,087  601,025  678,082  1196111  1088979  170,052  277,184

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -33,059)
  -2,677    2,778  -22,202   -5,431  -14,520  -30,310  -33,944   -2,749      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      8.8     21.2     44.0     49.6     87.6     79.7     12.4     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      753)
     190      145      197      243      309      542      590
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,495
COMMITMENTS
   5,859      334      547    2,915    9,849    9,321   10,730    3,174    1,765

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -867)
    -422       -2     -317      274     -392     -465     -711     -402     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      2.7      4.4     23.3     78.8     74.6     85.9     25.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        2        5       11       16       38       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      340,431
COMMITMENTS
  65,896  107,136   46,987  175,294  111,551  288,177  265,674   52,254   74,757

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -2,089)
   3,894    9,601   -4,891   -3,086   -6,524   -4,083   -1,814    1,994     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     31.5     13.8     51.5     32.8     84.7     78.0     15.3     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      392)
      95      137      104       87      114      253      307
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,774
COMMITMENTS
  11,444    4,053    1,574        0      473   13,018    6,100    2,756    9,674

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        512)
    -372     -885    1,356        0        3      984      474     -472       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.5     25.7     10.0      0.0      3.0     82.5     38.7     17.5     61.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       8       13        8        0        2       13       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      276,631
COMMITMENTS
  83,475   11,125   39,412  122,112  207,532  244,999  258,069   31,632   18,562

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -8,128)
  -2,184   -1,994      147   -4,321   -5,869   -6,358   -7,716   -1,770     -412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      4.0     14.2     44.1     75.0     88.6     93.3     11.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      83       31       39       50       45      160      103
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      808,424
COMMITMENTS
 116,822  191,310   27,653  524,908  422,635  669,383  641,598  139,041  166,826

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     34,302)
  -4,841   18,432   11,667   15,386    8,160   22,212   38,259   12,090   -3,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     23.7      3.4     64.9     52.3     82.8     79.4     17.2     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      34       45       31       67       85      120      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      224,073
COMMITMENTS
  39,152   69,642   25,567  130,978  106,164  195,697  201,373   28,376   22,700

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      5,856)
   3,007    4,382    1,881    2,582      423    7,470    6,686   -1,614     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     31.1     11.4     58.5     47.4     87.3     89.9     12.7     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      44       71       38       60       46      125      145
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,520
COMMITMENTS
   3,523      413    1,401    5,611   10,344   10,535   12,158    2,985    1,362

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -145)
    -373       24      356      429     -219      412      161     -557     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      3.1     10.4     41.5     76.5     77.9     89.9     22.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      24        6        8       18       19       44       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      667,585
COMMITMENTS
 103,823  180,776   13,375  426,922  378,604  544,120  572,755  123,465   94,830

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -8,112)
 -18,905    1,767    4,829    5,464   -1,297   -8,612    5,299      500  -13,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     27.1      2.0     64.0     56.7     81.5     85.8     18.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      32       36       15       69       75      111      116
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,197,120
COMMITMENTS
 607,675  346,460  111,212  1169727  1355541  1888614  1813213  308,506  383,907

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     78,144)
  62,029   -1,535   26,021  -40,004   44,895   48,046   69,381   30,098    8,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     15.8      5.1     53.2     61.7     86.0     82.5     14.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      63       69       55      109      125      198      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,378,288
COMMITMENTS
 230,712  283,862   54,184  843,468  764,780  1128364  1102826  249,924  275,462

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     28,259)
 -29,669   41,175   -4,161   39,373  -22,910    5,543   14,104   22,716   14,155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     20.6      3.9     61.2     55.5     81.9     80.0     18.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      38       48       25       80       83      130      144
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      529,177
COMMITMENTS
 103,054  115,258  121,313  258,216  243,561  482,583  480,132   46,594   49,045

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -52,669)
  22,570  -14,527  -12,332  -13,750   -6,119   -3,512  -32,978  -49,157  -19,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     21.8     22.9     48.8     46.0     91.2     90.7      8.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      24       47       43       63       65      116      129
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       27,939
COMMITMENTS
   5,843    1,374    1,206    5,826   18,640   12,875   21,220   15,064    6,719

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,427)
    -237      -95    1,148    1,440    2,986    2,351    4,039    1,076     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9      4.9      4.3     20.9     66.7     46.1     76.0     53.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        5        3        9       14       23       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       58,077
COMMITMENTS
  11,077    3,505        8   20,639   47,795   31,724   51,308   26,353    6,769

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        475)
     367      -20        3     -506     -257     -136     -274      611      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1      6.0      0.0     35.5     82.3     54.6     88.3     45.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16        9        2       19       14       35       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,120
COMMITMENTS
  22,966   21,495      338   65,476   21,086   88,780   42,919    8,340   54,201

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,071)
   1,376      103       13     -734       35      655      151    1,416    1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     22.1      0.3     67.4     21.7     91.4     44.2      8.6     55.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       25        3       22       17       47       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/08/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       22,315
COMMITMENTS
   9,863    6,721      557   11,620   14,876   22,040   22,154      275      161

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        606)
    -181    1,349      100      635     -807      554      642       52      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2     30.1      2.5     52.1     66.7     98.8     99.3      1.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       7       14        4       14        9       23       25
 

Updated August 11, 2006