WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      525,146
COMMITMENTS
  81,001   66,491  133,172  269,232  254,930  483,404  454,593   41,742   70,553

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -14,949)
   1,830    1,380   -9,922   -6,664   -5,289  -14,756  -13,831     -193   -1,117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     12.7     25.4     51.3     48.5     92.1     86.6      7.9     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     110      120      163       74      100      305      306
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,699,740
COMMITMENTS
 296,212  101,094  505,736  692,038  767,996  1493986  1374825  205,754  324,915

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    -31,278)
  -6,066    1,735  -16,828     -681  -17,512  -23,574  -32,605   -7,703    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      5.9     29.8     40.7     45.2     87.9     80.9     12.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      790)
     216      151      269      299      331      649      658
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       14,326
COMMITMENTS
   5,570      502    1,447    3,867   10,376   10,884   12,326    3,442    2,000

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:       -878)
    -503       -1     -298      312     -465     -489     -764     -389     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      3.5     10.1     27.0     72.4     76.0     86.0     24.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      22        5        7       14       17       41       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      418,437
COMMITMENTS
  59,726  104,927   93,838  201,157  129,455  354,721  328,220   63,716   90,217

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,440)
    -632    9,447    1,929      339   -8,504    1,636    2,872    1,804      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     25.1     22.4     48.1     30.9     84.8     78.4     15.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      417)
     113      140      151      107      126      309      348
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      299,780
COMMITMENTS
  78,930   13,784   52,759  135,021  213,573  266,709  280,116   33,071   19,664

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -9,071)
  -2,529   -1,109     -307   -4,375   -6,983   -7,211   -8,399   -1,860     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      4.6     17.6     45.0     71.2     89.0     93.4     11.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      82       33       47       54       50      168      113
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:    1,098,973
COMMITMENTS
 113,513  173,009  213,189  617,212  514,833  943,914  901,031  155,060  197,942

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     64,593)
  -3,421    3,131   35,859   21,983   21,254   54,421   60,244   10,171    4,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     15.7     19.4     56.2     46.8     85.9     82.0     14.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      32       58       54       80       95      148      171
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      246,157
COMMITMENTS
  32,013   70,174   41,904  141,209  110,161  215,126  222,239   31,031   23,918

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      9,225)
   1,841    4,899    5,374    3,504      234   10,719   10,508   -1,494   -1,282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     28.5     17.0     57.4     44.8     87.4     90.3     12.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       74       46       64       54      134      161
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       14,838
COMMITMENTS
   3,445      414    2,218    5,887   10,672   11,550   13,305    3,288    1,534

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        -43)
    -364       19      484      438     -216      558      287     -602     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2      2.8     14.9     39.7     71.9     77.8     89.7     22.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      26        6       11       23       23       52       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      681,134
COMMITMENTS
 103,238  182,539   17,444  432,146  380,913  552,828  580,896  128,306  100,238

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     -6,468)
 -19,309    3,781    3,552    6,058   -2,952   -9,699    4,381    3,231  -10,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     26.8      2.6     63.4     55.9     81.2     85.3     18.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      32       36       18       71       77      115      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,835,724
COMMITMENTS
 598,870  317,914  414,557  1481528  1682690  2494956  2415162  340,768  420,562

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:    144,405)
  58,045    4,897   60,492   -2,046   68,150  116,491  133,539   27,914   10,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     11.2     14.6     52.2     59.3     88.0     85.2     12.0     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      68       69       87      136      145      241      264
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,578,501
COMMITMENTS
 235,486  269,261  165,724  908,317  848,664  1309527  1283649  268,974  294,852

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:     43,533)
 -29,698   32,694    3,235   44,764   -7,791   18,300   28,137   25,233   15,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     17.1     10.5     57.5     53.8     83.0     81.3     17.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      40       50       45       94       94      158      165
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      700,050
COMMITMENTS
 101,452  120,666  215,378  334,429  311,729  651,259  647,773   48,791   52,277

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      1,727)
  23,975  -11,336   15,895   10,621   15,909   50,491   20,468  -48,765  -18,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     17.2     30.8     47.8     44.5     93.0     92.5      7.0      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      27       47       56       69       71      129      143
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED 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:       29,212
COMMITMENTS
   5,705    1,222    1,835    5,826   18,693   13,366   21,750   15,846    7,462

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      3,701)
    -205      -95    1,192    1,440    3,029    2,427    4,127    1,274     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      4.2      6.3     19.9     64.0     45.8     74.5     54.2     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        4        4        9       14       23       21
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       60,103
COMMITMENTS
  11,302    3,514      923   20,913   48,098   33,138   52,535   26,965    7,568

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:        514)
     370      -85       67     -469     -285      -32     -302      546      816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      5.8      1.5     34.8     80.0     55.1     87.4     44.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18       10        7       20       15       40       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:      104,655
COMMITMENTS
  23,234   22,026    3,523   69,261   24,231   96,018   49,779    8,637   54,876

CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST:      2,358)
   1,234      315      198     -443     -117      989      396    1,369    1,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.2     21.0      3.4     66.2     23.2     91.7     47.6      8.3     52.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      22       28       15       22       19       54       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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