WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :   540,095:    79,171     65,112    143,094    275,896    260,219    498,160    468,424:    41,934     71,670
Old  :   428,373:    75,123     82,119     92,287    228,489    210,011    395,900    384,418:    32,474     43,955
Other:   111,721:    45,499     24,444      9,355     47,406     50,208    102,261     84,006:     9,461     27,715
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :     3,167:    -4,494      5,270      4,612     -1,002    -12,830       -884     -2,948:     4,050      6,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       12.1       26.5       51.1       48.2       92.2       86.7:       7.8       13.3
Old  :     100.0:      17.5       19.2       21.5       53.3       49.0       92.4       89.7:       7.6       10.3
Other:     100.0:      40.7       21.9        8.4       42.4       44.9       91.5       75.2:       8.5       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       101        124        157         71         98        294        297:
Old  :       359:        96        141        121         64         89        256        272:
Other:       218:        85         47         51         25         73        124        160:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       20.5       32.3       28.0       21.3       15.9       30.9       20.6
Old  :                 26.1       24.8       38.3       34.2       26.1       22.9       38.3       31.1
Other:                 26.8       14.4       44.1       24.8       26.2       14.2       41.7       23.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  : 1,731,018:   302,278     99,359    522,563    692,719    785,508  1,517,560  1,407,430:   213,458    323,588
Old  :   444,898:    53,809    163,702     76,801    266,980    162,537    397,590    403,041:    47,308     41,857
Other: 1,286,120:   399,448     86,635    294,783    425,739    622,971  1,119,971  1,004,389:   166,150    281,731
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    27,885:     2,209     12,037     19,944     -1,918     -5,313     20,234     26,668:     7,651      1,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        5.7       30.2       40.0       45.4       87.7       81.3:      12.3       18.7
Old  :     100.0:      12.1       36.8       17.3       60.0       36.5       89.4       90.6:      10.6        9.4
Other:     100.0:      31.1        6.7       22.9       33.1       48.4       87.1       78.1:      12.9       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       781:       194        165        275        284        320        641        647:
Old  :       583:       112        149        102        202        213        365        413:
Other:       757:       231        148        204        228        312        551        584:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.2       16.0       22.9       21.5       14.0       12.2       20.9       15.4
Old  :                 33.9       13.0       45.1       23.3       33.9       11.2       44.8       19.5
Other:                 13.6       18.0       21.2       23.7       12.4       14.7       17.0       18.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :    15,204:     6,073        503      1,746      3,554     10,841     11,373     13,090:     3,831      2,114
Old  :    15,162:     6,063        503      1,733      3,553     10,831     11,349     13,067:     3,813      2,095
Other:        42:        15          5          8          1         10         24         23:        18         19
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :      -141:      -331         52        632       -553       -926       -252       -242:       110        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.9        3.3       11.5       23.4       71.3       74.8       86.1:      25.2       13.9
Old  :     100.0:      40.0        3.3       11.4       23.4       71.4       74.8       86.2:      25.2       13.8
Other:     100.0:      35.7       11.9       19.0        2.4       23.8       57.1       54.8:      42.9       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        25          6         10         13         16         45         27:
Old  :        53:        26          6         10         13         16         45         27:
Other:         5:         1          1          2          1          1          4          3:
     :----------------------------------------------------------------------------------------------------
     :             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       38.9       38.1       57.4       21.8       37.4       35.1       53.5
Old  :                 23.6       38.9       38.2       57.5       21.8       37.4       35.2       53.6
Other:                 57.1       54.8       57.1       54.8       38.1       35.7       38.1       35.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :   414,997:    60,358     95,480     91,909    200,818    137,959    353,085    325,348:    61,912     89,649
Old  :   394,183:    61,324     98,574     79,409    194,816    130,967    335,549    308,949:    58,634     85,234
Other:    20,814:     8,367      6,239      3,167      6,002      6,993     17,537     16,399:     3,277      4,415
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    16,833:     2,135     22,506      4,083     10,478     -9,220     16,696     17,369:       137       -535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       23.0       22.1       48.4       33.2       85.1       78.4:      14.9       21.6
Old  :     100.0:      15.6       25.0       20.1       49.4       33.2       85.1       78.4:      14.9       21.6
Other:     100.0:      40.2       30.0       15.2       28.8       33.6       84.3       78.8:      15.7       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       118        132        154        101        124        303        351:
Old  :       411:       113        139        148        101        124        297        348:
Other:       116:        25         31         11         10         54         41         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       14.2       32.3       21.7       18.3       10.1       26.8       14.8
Old  :                 20.0       14.2       32.6       21.3       19.3       10.4       27.4       15.4
Other:                 37.2       39.9       51.4       48.8       34.6       28.9       47.0       36.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,262:    11,816      4,938        218          0        470     12,034      5,626:     3,228      9,636
Old  :    13,667:    10,331      4,137        210          0        451     10,541      4,798:     3,126      8,869
Other:     1,595:     1,493        809          0          0         19      1,493        828:       102        767
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :      -117:       275        616         73          0         10        348        699:      -465       -816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.4       32.4        1.4        0.0        3.1       78.8       36.9:      21.2       63.1
Old  :     100.0:      75.6       30.3        1.5        0.0        3.3       77.1       35.1:      22.9       64.9
Other:     100.0:      93.6       50.7        0.0        0.0        1.2       93.6       51.9:       6.4       48.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        10         15          4          0          2         12         19:
Old  :        27:        11         14          3          0          2         12         18:
Other:         6:         4          1          0          0          1          4          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 69.2       16.9       75.7       24.3       68.8       16.8       75.2       24.3
Old  :                 67.9       15.3       74.0       23.1       67.4       15.3       73.6       23.1
Other:                 93.6       51.9       93.6       51.9       93.6       51.9       93.6       51.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :   308,851:    81,459     14,893     53,066    139,396    220,556    273,920    288,515:    34,930     20,336
Old  :    39,044:     9,096      6,281      6,022     17,857     23,126     32,975     35,429:     6,069      3,615
Other:   269,807:    78,148     14,397     41,259    121,539    197,430    240,946    253,086:    28,861     16,721
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :     3,124:    -5,407     -3,764      6,604     -2,304     -1,661     -1,108      1,180:     4,231      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4        4.8       17.2       45.1       71.4       88.7       93.4:      11.3        6.6
Old  :     100.0:      23.3       16.1       15.4       45.7       59.2       84.5       90.7:      15.5        9.3
Other:     100.0:      29.0        5.3       15.3       45.0       73.2       89.3       93.8:      10.7        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        86         29         46         54         50        171        110:
Old  :       103:        36         18         18         29         36         72         66:
Other:       187:        87         35         39         51         42        162         94:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       45.1       27.9       59.2       15.4       36.4       22.7       48.3
Old  :                 39.1       36.5       48.4       48.7       34.8       32.4       41.1       42.0
Other:                 19.4       49.1       28.2       61.7       18.0       43.5       26.0       54.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  : 1,034,381:   116,934    169,878    177,330    595,228    493,579    889,492    840,787:   144,888    193,594
Old  : 1,034,381:   116,934    169,878    177,330    595,228    493,579    889,492    840,787:   144,888    193,594
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    47,084:     6,585     21,198     22,869      9,842     -2,196     39,295     41,871:     7,789      5,214
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       16.4       17.1       57.5       47.7       86.0       81.3:      14.0       18.7
Old  :     100.0:      11.3       16.4       17.1       57.5       47.7       86.0       81.3:      14.0       18.7
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  :       208:        43         50         54         82         99        150        178:
Old  :       208:        43         50         54         82         99        150        178:
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  :                 20.6       21.1       29.9       29.7       14.8       15.0       21.7       19.3
Old  :                 20.6       21.1       29.9       29.7       14.8       15.0       21.7       19.3
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :   236,932:    30,172     65,276     36,529    137,705    109,926    204,407    211,731:    32,525     25,201
Old  :    53,173:     7,367      6,451      3,873     31,706     35,735     42,946     46,059:    10,226      7,113
Other:   183,759:    27,495     63,514     27,967    105,999     74,191    161,461    165,672:    22,298     18,088
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    13,903:    -2,134      7,800      2,498     12,328      2,447     12,692     12,745:     1,211      1,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       27.6       15.4       58.1       46.4       86.3       89.4:      13.7       10.6
Old  :     100.0:      13.9       12.1        7.3       59.6       67.2       80.8       86.6:      19.2       13.4
Other:     100.0:      15.0       34.6       15.2       57.7       40.4       87.9       90.2:      12.1        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        43         71         46         60         55        128        161:
Old  :       114:        30         21         18         47         34         85         68:
Other:       185:        41         75         38         51         48        114        145:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.3       25.9       38.4       36.5       28.4       20.0       34.4       29.4
Old  :                 27.3       49.4       38.7       59.6       26.3       49.0       37.2       59.0
Other:                 34.1       21.7       41.8       33.0       30.5       20.6       37.6       30.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :    14,882:     3,809        396      1,734      5,449     10,888     10,992     13,018:     3,890      1,864
Old  :    14,882:     3,809        396      1,734      5,449     10,888     10,992     13,018:     3,890      1,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :       242:      -565         -9        490        528       -446        453         35:      -211        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        2.7       11.7       36.6       73.2       73.9       87.5:      26.1       12.5
Old  :     100.0:      25.6        2.7       11.7       36.6       73.2       73.9       87.5:      26.1       12.5
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  :        64:        26          7         11         23         23         53         37:
Old  :        64:        26          7         11         23         23         53         37:
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  :                 18.0       56.5       31.4       68.4       15.7       50.9       26.8       59.0
Old  :                 18.0       56.5       31.4       68.4       15.7       50.9       26.8       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 1, 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  :   687,602:   122,547    178,758     13,892    426,088    383,865    562,527    576,515:   125,075    111,087
Old  :   687,602:   122,547    178,758     13,892    426,088    383,865    562,527    576,515:   125,075    111,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    45,306:   -12,898     44,693     -3,474     53,063      5,783     36,690     47,002:     8,615     -1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       26.0        2.0       62.0       55.8       81.8       83.8:      18.2       16.2
Old  :     100.0:      17.8       26.0        2.0       62.0       55.8       81.8       83.8:      18.2       16.2
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  :       169:        35         35         18         69         74        112        119:
Old  :       169:        35         35         18         69         74        112        119:
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  :                 21.5       22.5       34.0       33.9       21.4       22.3       33.7       32.8
Old  :                 21.5       22.5       34.0       33.9       21.4       22.3       33.7       32.8
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 with Delta-adjusted Options and Futures Combined, August 1, 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  : 2,691,319:   540,825    313,017    354,066  1,483,574  1,614,541  2,378,465  2,281,623:   312,854    409,696
Old  : 2,691,319:   540,825    313,017    354,066  1,483,574  1,614,541  2,378,465  2,281,623:   312,854    409,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :   190,800:    50,273      4,094     75,822     40,339    108,668    166,433    188,584:    24,366      2,216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       11.6       13.2       55.1       60.0       88.4       84.8:      11.6       15.2
Old  :     100.0:      20.1       11.6       13.2       55.1       60.0       88.4       84.8:      11.6       15.2
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  :       300:        54         79         80        131        140        228        256:
Old  :       300:        54         79         80        131        140        228        256:
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  :                 21.2       24.6       31.5       32.9       17.1       22.2       26.5       28.8
Old  :                 21.2       24.6       31.5       32.9       17.1       22.2       26.5       28.8
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 with Delta-adjusted Options and Futures Combined, August 1, 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  : 1,534,968:   265,184    236,568    162,489    863,554    856,455  1,291,227  1,255,512:   243,741    279,457
Old  : 1,534,968:   265,184    236,568    162,489    863,554    856,455  1,291,227  1,255,512:   243,741    279,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :   139,608:    11,210      4,313     39,089     63,257    102,051    113,555    145,452:    26,053     -5,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       15.4       10.6       56.3       55.8       84.1       81.8:      15.9       18.2
Old  :     100.0:      17.3       15.4       10.6       56.3       55.8       84.1       81.8:      15.9       18.2
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  :       214:        43         47         45         93         95        159        164:
Old  :       214:        43         47         45         93         95        159        164:
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  :                 25.0       19.3       33.1       28.0       20.5       17.4       27.5       24.5
Old  :                 25.0       19.3       33.1       28.0       20.5       17.4       27.5       24.5
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :   698,323:    77,477    132,002    199,483    323,807    295,820    600,767    627,305:    97,555     71,018
Old  :   698,323:    77,477    132,002    199,483    323,807    295,820    600,767    627,305:    97,555     71,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :  -120,917:   -36,993     16,880   -121,559    -18,763    -46,603   -177,315   -151,282:    56,397     30,364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       18.9       28.6       46.4       42.4       86.0       89.8:      14.0       10.2
Old  :     100.0:      11.1       18.9       28.6       46.4       42.4       86.0       89.8:      14.0       10.2
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  :       163:        32         37         54         72         74        135        140:
Old  :       163:        32         37         54         72         74        135        140:
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  :                 12.9       18.6       24.3       29.8       11.5       10.0       17.8       15.6
Old  :                 12.9       18.6       24.3       29.8       11.5       10.0       17.8       15.6
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :    25,511:     5,909      1,317        643      4,386     15,663     10,938     17,623:    14,573      7,888
Old  :    25,511:     5,909      1,317        643      4,386     15,663     10,938     17,623:    14,573      7,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :    -3,530:     1,412       -807     -1,320     -2,573       -155     -2,481     -2,282:    -1,049     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        5.2        2.5       17.2       61.4       42.9       69.1:      57.1       30.9
Old  :     100.0:      23.2        5.2        2.5       17.2       61.4       42.9       69.1:      57.1       30.9
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  :        27:        11          4          3          7         10         19         16:
Old  :        27:        11          4          3          7         10         19         16:
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       42.9       33.7       58.5       23.8       41.7       33.5       57.0
Old  :                 23.8       42.9       33.7       58.5       23.8       41.7       33.5       57.0
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :    59,589:    10,933      3,599        856     21,382     48,383     33,170     52,837:    26,419      6,752
Old  :    59,589:    10,933      3,599        856     21,382     48,383     33,170     52,837:    26,419      6,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :       353:      -962        209         71      1,922        290      1,031        570:      -678       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        6.0        1.4       35.9       81.2       55.7       88.7:      44.3       11.3
Old  :     100.0:      18.3        6.0        1.4       35.9       81.2       55.7       88.7:      44.3       11.3
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  :        63:        16         14          7         20         15         42         30:
Old  :        63:        16         14          7         20         15         42         30:
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  :                 19.3       52.1       29.8       74.5       19.3       52.1       29.8       74.5
Old  :                 19.3       52.1       29.8       74.5       19.3       52.1       29.8       74.5
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :   102,297:    22,000     21,711      3,325     69,704     24,347     95,029     49,384:     7,268     52,913
Old  :   102,297:    22,000     21,711      3,325     69,704     24,347     95,029     49,384:     7,268     52,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :       669:   -39,809     -3,386        413     41,889      4,613      2,494      1,640:    -1,825       -972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.2        3.3       68.1       23.8       92.9       48.3:       7.1       51.7
Old  :     100.0:      21.5       21.2        3.3       68.1       23.8       92.9       48.3:       7.1       51.7
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  :        86:        24         26         15         21         21         54         53:
Old  :        86:        24         26         15         21         21         54         53:
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  :                 61.9       17.7       71.3       26.5       61.9       14.8       69.2       22.6
Old  :                 61.9       17.7       71.3       26.5       61.9       14.8       69.2       22.6
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 with Delta-adjusted Options and Futures Combined, August 1, 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  :    21,709:    10,044      5,372        457     10,985     15,683     21,486     21,512:       223        197
Old  :    21,709:    10,044      5,372        457     10,985     15,683     21,486     21,512:       223        197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 25, 2006                        :
     :     4,538:     1,854      2,781        119      2,518      1,626      4,491      4,526:        47         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.3       24.7        2.1       50.6       72.2       99.0       99.1:       1.0        0.9
Old  :     100.0:      46.3       24.7        2.1       50.6       72.2       99.0       99.1:       1.0        0.9
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  :        41:         8         14          4         14         10         24         26:
Old  :        41:         8         14          4         14         10         24         26:
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  :                 61.4       81.6       79.3       90.6       61.4       78.7       79.3       85.7
Old  :                 61.4       81.6       79.3       90.6       61.4       78.7       79.3       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 4, 2006