WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 28, 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  :   384,330:    58,054     69,743     72,396    221,613    184,364    352,063    326,503:    32,267     57,827
Old  :   189,290:    38,731     82,005      1,842    134,364     91,672    174,937    175,519:    14,353     13,771
Other:   195,040:    71,238     39,653     18,639     87,249     92,692    177,126    150,984:    17,914     44,056
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     1,713:       487        436      4,433     -3,879     -6,258      1,041     -1,389:       672      3,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       18.1       18.8       57.7       48.0       91.6       85.0:       8.4       15.0
Old  :     100.0:      20.5       43.3        1.0       71.0       48.4       92.4       92.7:       7.6        7.3
Other:     100.0:      36.5       20.3        9.6       44.7       47.5       90.8       77.4:       9.2       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        99        102        115         49         66        228        233:
Old  :       259:        68        123          4         27         44         98        168:
Other:       239:        97         67         66         36         65        165        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.5       25.6       45.1       32.8       31.3       23.5       44.8       28.7
Old  :                 49.0       32.2       64.4       43.5       49.0       32.2       64.4       43.5
Other:                 25.5       24.5       35.2       32.2       24.5       21.2       33.8       27.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 28, 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  : 1,089,960:   219,466    140,947    172,022    542,112    519,524    933,600    832,493:   156,360    257,467
Old  :   734,184:   170,724    187,979     65,588    385,191    337,705    621,503    591,272:   112,681    142,912
Other:   355,776:   133,190     37,416     21,986    156,921    181,819    312,097    241,221:    43,679    114,555
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    31,867:    -6,269     10,519     25,113      8,843     -4,849     27,687     30,783:     4,180      1,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       12.9       15.8       49.7       47.7       85.7       76.4:      14.3       23.6
Old  :     100.0:      23.3       25.6        8.9       52.5       46.0       84.7       80.5:      15.3       19.5
Other:     100.0:      37.4       10.5        6.2       44.1       51.1       87.7       67.8:      12.3       32.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       609:       158        123        143        194        250        428        470:
Old  :       585:       139        146         92        166        222        361        412:
Other:       429:        93         76         36         92        222        207        314:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       13.1       28.8       18.0       19.5       11.8       28.3       16.1
Old  :                 26.2       14.6       36.2       20.7       26.2       13.1       36.0       19.0
Other:                 25.6       13.5       38.5       20.5       25.0       12.9       37.5       18.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 28, 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  :    10,440:     3,686        627        540      3,183      7,487      7,409      8,654:     3,031      1,786
Old  :     6,021:     3,239        789          0      1,129      4,363      4,368      5,152:     1,653        869
Other:     4,419:       633         24        354      2,054      3,124      3,041      3,502:     1,378        917
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :      -155:      -188        116         67         29       -239        -92        -56:       -63        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        6.0        5.2       30.5       71.7       71.0       82.9:      29.0       17.1
Old  :     100.0:      53.8       13.1        0.0       18.8       72.5       72.5       85.6:      27.5       14.4
Other:     100.0:      14.3        0.5        8.0       46.5       70.7       68.8       79.2:      31.2       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14          8          7         12         14         31         27:
Old  :        38:        11         10          0          5         13         16         23:
Other:        25:         9          1          7         10         10         21         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.1       43.2       51.9       64.1       28.2       32.8       37.7       45.0
Old  :                 48.9       51.4       63.9       66.0       48.9       51.3       63.9       65.9
Other:                 46.5       59.6       57.7       73.0       40.3       50.2       48.2       60.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 28, 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  :   359,713:    48,230     82,184     58,648    195,818    123,408    302,696    264,240:    57,017     95,473
Old  :   281,190:    50,360    103,415     20,955    164,845     98,861    236,160    223,231:    45,030     57,959
Other:    78,523:    29,631     10,530      5,932     30,973     24,547     66,536     41,009:    11,987     37,514
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     6,167:    -2,781      1,143      2,265      3,288       -157      2,772      3,251:     3,395      2,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       22.8       16.3       54.4       34.3       84.1       73.5:      15.9       26.5
Old  :     100.0:      17.9       36.8        7.5       58.6       35.2       84.0       79.4:      16.0       20.6
Other:     100.0:      37.7       13.4        7.6       39.4       31.3       84.7       52.2:      15.3       47.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        93        125         98         94         97        264        272:
Old  :       361:        97        138         62         82         86        221        253:
Other:       178:        55         37         23         43         67        110        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       13.3       31.4       20.9       21.0       11.3       29.6       15.4
Old  :                 28.0       15.5       39.1       25.0       28.0       14.6       38.8       21.8
Other:                 27.4       14.4       39.9       21.6       26.7       12.6       38.3       18.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 28, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,701:     9,213      3,480        950          0        217     10,163      4,647:     4,538     10,054
Old  :     8,209:     3,816      3,547        833          0         29      4,649      4,409:     3,560      3,800
Other:     6,492:     5,514         50          0          0        188      5,514        238:       978      6,254
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       447:       689       -395          8          0        217        697       -170:      -250        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       23.7        6.5        0.0        1.5       69.1       31.6:      30.9       68.4
Old  :     100.0:      46.5       43.2       10.1        0.0        0.4       56.6       53.7:      43.4       46.3
Other:     100.0:      84.9        0.8        0.0        0.0        2.9       84.9        3.7:      15.1       96.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13         11          7          0          1         14         18:
Old  :        25:        12         12          6          0          1         13         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  :                 50.6       16.3       62.4       23.5       49.5       14.4       57.7       20.7
Old  :                 30.9       29.3       48.9       41.5       27.5       25.9       40.2       36.7
Other:                 84.9        3.7       84.9        3.7       84.9        3.7       84.9        3.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 28, 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  :   189,347:    39,177     19,922     30,353     99,266    120,527    168,796    170,802:    20,551     18,545
Old  :   163,294:    41,132     25,465     16,999     87,494    104,037    145,625    146,501:    17,669     16,793
Other:    26,053:     7,788      4,200      3,611     11,772     16,490     23,171     24,301:     2,882      1,752
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -2,939:      -252      4,990        765     -3,404     -8,636     -2,891     -2,881:       -48        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.5       16.0       52.4       63.7       89.1       90.2:      10.9        9.8
Old  :     100.0:      25.2       15.6       10.4       53.6       63.7       89.2       89.7:      10.8       10.3
Other:     100.0:      29.9       16.1       13.9       45.2       63.3       88.9       93.3:      11.1        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        47         38         41         47         38        119        106:
Old  :       158:        53         40         34         43         35        111        100:
Other:        62:        20         13         13         15         20         40         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       40.5       38.2       50.1       25.0       39.7       35.2       45.9
Old  :                 29.1       40.3       41.2       50.7       29.1       40.0       40.4       48.7
Other:                 60.2       45.4       75.3       61.7       56.3       43.6       63.2       55.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 28, 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  :   614,075:    57,095    133,783     13,498    440,366    288,202    510,959    435,483:   103,116    178,592
Old  :   614,075:    57,095    133,783     13,498    440,366    288,202    510,959    435,483:   103,116    178,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :      -490:     5,819     22,541     -4,939     -3,223     -6,889     -2,343     10,713:     1,853    -11,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       21.8        2.2       71.7       46.9       83.2       70.9:      16.8       29.1
Old  :     100.0:       9.3       21.8        2.2       71.7       46.9       83.2       70.9:      16.8       29.1
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  :       158:        27         46         21         64         61        104        115:
Old  :       158:        27         46         21         64         61        104        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       19.3       36.9       29.6       20.7       13.6       28.6       20.5
Old  :                 26.6       19.3       36.9       29.6       20.7       13.6       28.6       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, March 28, 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  :   151,113:    23,437     34,545     25,889     73,923     63,513    123,249    123,947:    27,864     27,166
Old  :   123,100:    23,769     32,069     17,177     57,592     51,299     98,538    100,545:    24,562     22,555
Other:    28,013:     3,215      6,023      5,165     16,331     12,214     24,711     23,402:     3,302      4,611
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     1,211:     3,840     -3,815        747     -3,467      4,600      1,120      1,532:        91       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       22.9       17.1       48.9       42.0       81.6       82.0:      18.4       18.0
Old  :     100.0:      19.3       26.1       14.0       46.8       41.7       80.0       81.7:      20.0       18.3
Other:     100.0:      11.5       21.5       18.4       58.3       43.6       88.2       83.5:      11.8       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        40         49         47         53         49        126        126:
Old  :       167:        47         49         46         51         45        124        121:
Other:        74:        16         23         13         26         23         54         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       20.5       32.0       29.4       18.8       19.0       27.5       26.0
Old  :                 18.4       20.5       28.5       30.0       17.2       18.6       25.3       27.2
Other:                 44.8       32.9       59.2       50.6       43.4       30.9       53.6       41.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 28, 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  :    11,237:     3,499        267      1,161      3,878      8,040      8,538      9,468:     2,699      1,769
Old  :     7,914:     3,086        382        646      2,433      5,710      6,165      6,738:     1,749      1,176
Other:     3,323:       668        140        260      1,445      2,330      2,373      2,730:       950        593
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       525:       -42        -19        418         93        -77        469        322:        56        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        2.4       10.3       34.5       71.5       76.0       84.3:      24.0       15.7
Old  :     100.0:      39.0        4.8        8.2       30.7       72.2       77.9       85.1:      22.1       14.9
Other:     100.0:      20.1        4.2        7.8       43.5       70.1       71.4       82.2:      28.6       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        22          6         11         16         18         42         32:
Old  :        48:        17          8          9         12         16         35         28:
Other:        29:        10          3          7          8         13         19         22:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       50.0       40.1       60.5       19.7       38.9       29.2       46.3
Old  :                 29.7       51.2       43.8       63.3       26.1       43.1       38.6       51.7
Other:                 41.9       52.6       54.6       66.9       28.8       34.4       35.6       47.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 28, 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  :   454,340:   155,865    118,484      2,646    219,450    214,317    377,961    335,447:    76,379    118,893
Old  :   454,340:   155,865    118,484      2,646    219,450    214,317    377,961    335,447:    76,379    118,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :   -31,602:     2,469      1,923     -4,609    -22,619    -26,918    -24,759    -29,604:    -6,843     -1,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       26.1        0.6       48.3       47.2       83.2       73.8:      16.8       26.2
Old  :     100.0:      34.3       26.1        0.6       48.3       47.2       83.2       73.8:      16.8       26.2
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  :       148:        32         34          5         54         62         88         99:
Old  :       148:        32         34          5         54         62         88         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       13.7       38.7       23.3       24.8       13.1       38.0       21.9
Old  :                 24.8       13.7       38.7       23.3       24.8       13.1       38.0       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, March 28, 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  : 2,013,325:   608,531    434,869     51,221  1,146,426  1,097,135  1,806,178  1,583,225:   207,147    430,100
Old  : 2,013,325:   608,531    434,869     51,221  1,146,426  1,097,135  1,806,178  1,583,225:   207,147    430,100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    29,142:   -21,171     68,890        736     49,659      2,405     29,224     72,031:       -82    -42,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       21.6        2.5       56.9       54.5       89.7       78.6:      10.3       21.4
Old  :     100.0:      30.2       21.6        2.5       56.9       54.5       89.7       78.6:      10.3       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        66         68         33         88        106        163        198:
Old  :       274:        66         68         33         88        106        163        198:
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  :                 29.3       32.5       40.2       39.7       24.8       30.8       34.9       36.9
Old  :                 29.3       32.5       40.2       39.7       24.8       30.8       34.9       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, March 28, 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  : 1,187,408:   271,116    280,651     29,329    739,719    603,312  1,040,164    913,292:   147,244    274,116
Old  : 1,187,408:   271,116    280,651     29,329    739,719    603,312  1,040,164    913,292:   147,244    274,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     8,194:    10,443      7,252      1,241     11,034     -3,436     22,718      5,057:   -14,524      3,137
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       23.6        2.5       62.3       50.8       87.6       76.9:      12.4       23.1
Old  :     100.0:      22.8       23.6        2.5       62.3       50.8       87.6       76.9:      12.4       23.1
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  :       189:        43         43         26         67         77        117        139:
Old  :       189:        43         43         26         67         77        117        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       18.2       37.8       25.3       22.8       17.0       33.7       23.6
Old  :                 26.6       18.2       37.8       25.3       22.8       17.0       33.7       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, March 28, 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  :   609,327:   148,854    148,470    140,824    268,809    280,734    558,487    570,028:    50,840     39,299
Old  :   609,327:   148,854    148,470    140,824    268,809    280,734    558,487    570,028:    50,840     39,299
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     8,887:    17,606      4,669     10,229    -10,144     -7,099     17,691      7,799:    -8,804      1,088
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       24.4       23.1       44.1       46.1       91.7       93.6:       8.3        6.4
Old  :     100.0:      24.4       24.4       23.1       44.1       46.1       91.7       93.6:       8.3        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        41         28         45         49         50        113        106:
Old  :       134:        41         28         45         49         50        113        106:
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  :                 18.9       25.0       31.7       35.4       14.8       19.6       20.8       26.3
Old  :                 18.9       25.0       31.7       35.4       14.8       19.6       20.8       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, March 28, 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  :    39,493:    10,127      7,358          3     15,733     25,017     25,863     32,378:    13,630      7,115
Old  :    39,493:    10,127      7,358          3     15,733     25,017     25,863     32,378:    13,630      7,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -1,565:      -115       -111       -171       -100       -340       -386       -622:    -1,179       -943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       18.6        0.0       39.8       63.3       65.5       82.0:      34.5       18.0
Old  :     100.0:      25.6       18.6        0.0       39.8       63.3       65.5       82.0:      34.5       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        17          9          1         16         12         33         22:
Old  :        52:        17          9          1         16         12         33         22:
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  :                 30.7       42.1       46.1       63.1       30.7       42.1       46.1       63.1
Old  :                 30.7       42.1       46.1       63.1       30.7       42.1       46.1       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, March 28, 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  :    65,451:    47,422     17,268        662      8,738     22,397     56,822     40,327:     8,629     25,124
Old  :    65,451:    47,422     17,268        662      8,738     22,397     56,822     40,327:     8,629     25,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -3,879:    -4,140     -1,949         83        729      2,146     -3,328        280:      -551     -4,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.5       26.4        1.0       13.4       34.2       86.8       61.6:      13.2       38.4
Old  :     100.0:      72.5       26.4        1.0       13.4       34.2       86.8       61.6:      13.2       38.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        84:        30         24          4         14         20         45         47:
Old  :        84:        30         24          4         14         20         45         47:
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  :                 50.2       25.3       61.4       33.7       50.2       25.3       61.4       33.6
Old  :                 50.2       25.3       61.4       33.7       50.2       25.3       61.4       33.6
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 - Futures Only, March 28, 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  :    14,011:     1,778      2,404        239     11,624     11,074     13,641     13,717:       370        294
Old  :    14,011:     1,778      2,404        239     11,624     11,074     13,641     13,717:       370        294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :      -405:         0        -27          0       -497       -394       -497       -421:        92         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       17.2        1.7       83.0       79.0       97.4       97.9:       2.6        2.1
Old  :     100.0:      12.7       17.2        1.7       83.0       79.0       97.4       97.9:       2.6        2.1
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  :        40:         6         11          4         14         12         22         25:
Old  :        40:         6         11          4         14         12         22         25:
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  :                 52.3       62.7       76.3       80.3       52.3       57.5       75.2       73.7
Old  :                 52.3       62.7       76.3       80.3       52.3       57.5       75.2       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 31, 2006