The egm96_15.gtx file has been generated with GeographicLib

(from http://lists.maptools.org/pipermail/proj/2012-April/006273.html)

GeographicLib now includes an example code, GeoidToGTX, that takes
one of the earth gravity models (egm84, egm96, or egm2008), computes the
geoid heights on a regular grid, and writes the results out as a gtx
file.  See

   http://geographiclib.sourceforge.net/html/gravity.html#gravityparallel

Generation:

   GeoidToGTX egm96 4 egm96_15.gtx