WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 9, 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  :   415,538:    74,886     78,961     58,709    249,940    221,284    383,535    358,954:    32,003     56,584
Old  :   371,964:    72,974     81,385     47,607    223,411    200,012    343,992    329,004:    27,972     42,960
Other:    43,574:    10,870      6,534      2,144     26,529     21,272     39,543     29,950:     4,031     13,624
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    32,547:     8,863        300      6,718      8,328     19,359     23,909     26,377:     8,638      6,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       19.0       14.1       60.1       53.3       92.3       86.4:       7.7       13.6
Old  :     100.0:      19.6       21.9       12.8       60.1       53.8       92.5       88.5:       7.5       11.5
Other:     100.0:      24.9       15.0        4.9       60.9       48.8       90.7       68.7:       9.3       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        88        125        108         41         74        222        234:
Old  :       315:        88        131         96         34         71        204        227:
Other:       116:        33         22         13         17         54         56         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       28.6       41.5       36.5       28.7       23.8       41.2       29.6
Old  :                 32.2       30.8       46.2       39.5       32.0       29.7       46.0       36.3
Other:                 44.3       23.4       57.1       34.1       38.4       20.0       50.9       28.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 9, 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  : 1,242,361:   306,873    112,457    196,500    582,175    663,515  1,085,548    972,472:   156,813    269,889
Old  :   696,900:   196,376    184,744     41,910    366,848    359,168    605,134    585,822:    91,766    111,078
Other:   545,461:   228,308     45,524     36,779    215,327    304,347    480,414    386,650:    65,047    158,811
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    52,704:     4,149     21,496      6,339     13,902       -957     24,390     26,878:    28,314     25,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7        9.1       15.8       46.9       53.4       87.4       78.3:      12.6       21.7
Old  :     100.0:      28.2       26.5        6.0       52.6       51.5       86.8       84.1:      13.2       15.9
Other:     100.0:      41.9        8.3        6.7       39.5       55.8       88.1       70.9:      11.9       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       693:       201        130        163        203        285        488        519:
Old  :       643:       157        164         71        143        249        346        439:
Other:       555:       143         95         56        130        263        306        386:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       16.7       28.9       22.5       18.9       16.2       28.4       20.2
Old  :                 28.0       22.1       38.5       29.5       28.0       21.4       38.4       28.0
Other:                 22.1       15.3       32.9       21.3       22.0       15.2       32.0       19.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 9, 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  :    12,761:     5,336        358        989      2,994      9,452      9,319     10,799:     3,442      1,962
Old  :    12,760:     5,336        357        989      2,993      9,452      9,318     10,798:     3,442      1,962
Other:         1:         0          1          0          1          0          1          1:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,072:       715        201         76         46        839        837      1,116:       235        -44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        2.8        7.8       23.5       74.1       73.0       84.6:      27.0       15.4
Old  :     100.0:      41.8        2.8        7.8       23.5       74.1       73.0       84.6:      27.0       15.4
Other:     100.0:       0.0      100.0        0.0      100.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          6         10         12         15         41         26:
Old  :        48:        22          6         10         12         15         41         26:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       41.5       39.7       62.1       23.0       39.9       37.3       54.8
Old  :                 23.1       41.5       39.7       62.1       23.0       39.9       37.4       54.9
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 9, 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  :   368,136:    61,909     64,558     63,383    185,067    142,265    310,359    270,206:    57,777     97,930
Old  :   240,642:    58,293     85,951      7,385    134,452     98,442    200,130    191,778:    40,512     48,864
Other:   127,494:    49,502     24,493     10,112     50,615     43,823    110,229     78,428:    17,265     49,066
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    11,230:     6,301     -5,078        303     -6,645      4,583        -41       -192:    11,271     11,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       17.5       17.2       50.3       38.6       84.3       73.4:      15.7       26.6
Old  :     100.0:      24.2       35.7        3.1       55.9       40.9       83.2       79.7:      16.8       20.3
Other:     100.0:      38.8       19.2        7.9       39.7       34.4       86.5       61.5:      13.5       38.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       390:       107        123        113         84        110        278        289:
Old  :       376:       114        132         37         63         95        200        242:
Other:       246:        64         68         44         53         86        149        175:
     :----------------------------------------------------------------------------------------------------
     :             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       13.1       31.8       20.1       20.1       12.8       29.5       17.9
Old  :                 31.3       15.6       42.9       25.4       31.3       15.5       42.6       24.6
Other:                 24.1       12.5       35.8       19.3       22.7       12.0       32.8       17.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,829:    12,165      3,098        324        330        491     12,819      3,913:     4,010     12,916
Old  :     7,446:     4,189      3,148         86        275        104      4,550      3,338:     2,896      4,108
Other:     9,383:     8,156        130         58         55        387      8,269        575:     1,114      8,808
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,239:     1,438        258       -160          0         31      1,278        129:       -39      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       18.4        1.9        2.0        2.9       76.2       23.3:      23.8       76.7
Old  :     100.0:      56.3       42.3        1.2        3.7        1.4       61.1       44.8:      38.9       55.2
Other:     100.0:      86.9        1.4        0.6        0.6        4.1       88.1        6.1:      11.9       93.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        15          8          8          1          2         19         15:
Old  :        26:        14          9          3          1          2         16         13:
Other:        12:         7          2          2          1          2          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.6       12.6       65.9       18.8       57.7       12.6       64.4       18.6
Old  :                 26.3       28.5       41.4       42.0       26.1       28.5       40.8       42.0
Other:                 87.5        5.5       88.1        6.1       86.9        5.5       87.5        5.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 9, 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  :   240,947:    78,705     12,673     30,951    102,236    178,979    211,892    222,603:    29,055     18,344
Old  :   183,345:    71,373     23,867      9,491     79,179    136,070    160,043    169,428:    23,302     13,917
Other:    57,602:    21,673      3,147      7,119     23,057     42,909     51,849     53,175:     5,753      4,427
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :      -279:     1,249      1,528       -795       -572     -1,310       -118       -577:      -161        298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        5.3       12.8       42.4       74.3       87.9       92.4:      12.1        7.6
Old  :     100.0:      38.9       13.0        5.2       43.2       74.2       87.3       92.4:      12.7        7.6
Other:     100.0:      37.6        5.5       12.4       40.0       74.5       90.0       92.3:      10.0        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        83         27         41         48         53        156        109:
Old  :       188:        81         37         27         39         46        135         96:
Other:        96:        36         14         24         28         34         71         65:
     :----------------------------------------------------------------------------------------------------
     :             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       45.6       29.7       59.1       20.1       42.1       27.3       53.1
Old  :                 25.0       50.7       33.6       62.3       25.0       48.7       33.6       60.4
Other:                 31.5       40.8       51.2       58.4       28.0       37.2       42.2       50.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 9, 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  :   849,097:   107,106    274,987     29,113    582,668    338,968    718,887    643,068:   130,210    206,029
Old  :   849,097:   107,106    274,987     29,113    582,668    338,968    718,887    643,068:   130,210    206,029
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    -2,114:     7,182     -3,437      1,945    -24,858     -3,257    -15,731     -4,749:    13,617      2,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       32.4        3.4       68.6       39.9       84.7       75.7:      15.3       24.3
Old  :     100.0:      12.6       32.4        3.4       68.6       39.9       84.7       75.7:      15.3       24.3
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  :       196:        34         60         31         75         72        123        149:
Old  :       196:        34         60         31         75         72        123        149:
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  :                 25.8       18.0       37.1       27.4       20.2       12.4       29.9       21.1
Old  :                 25.8       18.0       37.1       27.4       20.2       12.4       29.9       21.1
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, May 9, 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  :   173,115:    30,909     40,971     26,594     87,419     84,208    144,922    151,773:    28,193     21,342
Old  :   127,086:    30,236     36,968     13,339     60,373     60,872    103,948    111,179:    23,138     15,907
Other:    46,029:     6,789     10,119      7,139     27,046     23,336     40,974     40,594:     5,055      5,435
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,958:    -1,879     -1,179        575      1,761      3,560        457      2,956:     1,501       -998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       23.7       15.4       50.5       48.6       83.7       87.7:      16.3       12.3
Old  :     100.0:      23.8       29.1       10.5       47.5       47.9       81.8       87.5:      18.2       12.5
Other:     100.0:      14.7       22.0       15.5       58.8       50.7       89.0       88.2:      11.0       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       177:        49         43         44         53         53        127        132:
Old  :       175:        56         43         38         49         41        120        116:
Other:        95:        20         24         16         37         35         69         64:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.1       25.2       32.6       37.9       21.8       23.5       28.9       32.4
Old  :                 22.2       27.9       30.6       41.5       22.2       27.8       29.5       40.9
Other:                 35.4       27.6       48.3       43.3       34.8       23.9       45.3       37.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 9, 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  :    10,695:     3,420        374        855      3,909      7,744      8,184      8,973:     2,511      1,722
Old  :     5,751:     3,056        506         87      1,639      4,072      4,782      4,665:       969      1,086
Other:     4,944:       863        367        269      2,270      3,672      3,402      4,308:     1,542        636
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :       171:       244         50         54        -91        -38        207         66:       -36        105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0        3.5        8.0       36.5       72.4       76.5       83.9:      23.5       16.1
Old  :     100.0:      53.1        8.8        1.5       28.5       70.8       83.2       81.1:      16.8       18.9
Other:     100.0:      17.5        7.4        5.4       45.9       74.3       68.8       87.1:      31.2       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        19          6          9         18         20         39         34:
Old  :        48:        17          7          3         10         16         27         26:
Other:        30:         8          4          6         11         12         20         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       51.7       40.8       63.0       19.0       39.8       31.7       46.5
Old  :                 35.9       47.4       57.5       62.5       35.9       42.5       57.5       57.3
Other:                 37.6       65.4       49.2       77.3       25.9       46.5       35.9       58.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 9, 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  :   588,252:   210,963    179,190      1,414    265,471    289,784    477,848    470,388:   110,404    117,864
Old  :   588,252:   210,963    179,190      1,414    265,471    289,784    477,848    470,388:   110,404    117,864
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    52,365:    27,593     17,114        272     23,623     37,987     51,488     55,373:       877     -3,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       30.5        0.2       45.1       49.3       81.2       80.0:      18.8       20.0
Old  :     100.0:      35.9       30.5        0.2       45.1       49.3       81.2       80.0:      18.8       20.0
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  :       176:        42         43          9         66         61        113        108:
Old  :       176:        42         43          9         66         61        113        108:
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  :                 19.1       13.6       31.2       23.2       19.0       12.4       30.9       22.0
Old  :                 19.1       13.6       31.2       23.2       19.0       12.4       30.9       22.0
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, May 9, 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  : 2,438,450:   693,873    666,573     77,820  1,411,041  1,231,666  2,182,734  1,976,059:   255,716    462,391
Old  : 2,438,450:   693,873    666,573     77,820  1,411,041  1,231,666  2,182,734  1,976,059:   255,716    462,391
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :   136,867:    23,642     24,528    -12,829     55,982     40,040     66,795     51,739:    70,072     85,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       27.3        3.2       57.9       50.5       89.5       81.0:      10.5       19.0
Old  :     100.0:      28.5       27.3        3.2       57.9       50.5       89.5       81.0:      10.5       19.0
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  :       300:        65         81         41        108        111        194        212:
Old  :       300:        65         81         41        108        111        194        212:
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  :                 28.6       28.2       39.4       37.1       23.7       27.1       32.9       34.3
Old  :                 28.6       28.2       39.4       37.1       23.7       27.1       32.9       34.3
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, May 9, 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  : 1,328,502:   272,027    302,639     48,648    789,493    651,994  1,110,168  1,003,281:   218,334    325,221
Old  : 1,328,502:   272,027    302,639     48,648    789,493    651,994  1,110,168  1,003,281:   218,334    325,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     5,351:   -19,091     18,759      3,122      2,074    -13,517    -13,895      8,364:    19,246     -3,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       22.8        3.7       59.4       49.1       83.6       75.5:      16.4       24.5
Old  :     100.0:      20.5       22.8        3.7       59.4       49.1       83.6       75.5:      16.4       24.5
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  :       202:        44         52         31         69         77        126        147:
Old  :       202:        44         52         31         69         77        126        147:
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  :                 22.3       15.4       33.5       24.5       17.9       13.1       26.8       19.9
Old  :                 22.3       15.4       33.5       24.5       17.9       13.1       26.8       19.9
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, May 9, 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  :   419,681:   148,527    143,995     69,572    174,345    183,122    392,444    396,689:    27,237     22,992
Old  :   419,681:   148,527    143,995     69,572    174,345    183,122    392,444    396,689:    27,237     22,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :   -28,518:    -9,986       -572    -18,304      6,339     -7,045    -21,951    -25,921:    -6,567     -2,597
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       34.3       16.6       41.5       43.6       93.5       94.5:       6.5        5.5
Old  :     100.0:      35.4       34.3       16.6       41.5       43.6       93.5       94.5:       6.5        5.5
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  :       125:        31         30         36         51         50        101        100:
Old  :       125:        31         30         36         51         50        101        100:
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  :                 17.8       26.6       32.1       40.6       15.9       24.2       26.1       31.9
Old  :                 17.8       26.6       32.1       40.6       15.9       24.2       26.1       31.9
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 - Futures Only, May 9, 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  :    21,019:     4,957      3,068        201      4,561      7,377      9,719     10,646:    11,300     10,373
Old  :    21,019:     4,957      3,068        201      4,561      7,377      9,719     10,646:    11,300     10,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     3,235:        57     -1,748        -79       -104        146       -126     -1,681:     3,361      4,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       14.6        1.0       21.7       35.1       46.2       50.6:      53.8       49.4
Old  :     100.0:      23.6       14.6        1.0       21.7       35.1       46.2       50.6:      53.8       49.4
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  :        22:         9          5          2          4          6         14         12:
Old  :        22:         9          5          2          4          6         14         12:
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  :                 29.4       37.3       41.4       47.0       27.5       36.3       35.8       43.1
Old  :                 29.4       37.3       41.4       47.0       27.5       36.3       35.8       43.1
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, May 9, 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  :    45,667:    12,090      6,856         37     21,234     30,524     33,361     37,417:    12,306      8,250
Old  :    45,667:    12,090      6,856         37     21,234     30,524     33,361     37,417:    12,306      8,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :       -25:      -597       -338          1       -220        181       -816       -156:       791        131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       15.0        0.1       46.5       66.8       73.1       81.9:      26.9       18.1
Old  :     100.0:      26.5       15.0        0.1       46.5       66.8       73.1       81.9:      26.9       18.1
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  :        60:        20         13          2         20         10         41         24:
Old  :        60:        20         13          2         20         10         41         24:
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  :                 28.8       42.1       45.8       66.9       28.8       38.5       45.1       63.3
Old  :                 28.8       42.1       45.8       66.9       28.8       38.5       45.1       63.3
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, May 9, 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  :    87,899:    63,986     16,337      1,024     12,624     40,750     77,634     58,111:    10,265     29,788
Old  :    87,899:    63,986     16,337      1,024     12,624     40,750     77,634     58,111:    10,265     29,788
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     6,728:     8,065     -2,637        632     -1,873      4,374      6,824      2,369:       -96      4,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.8       18.6        1.2       14.4       46.4       88.3       66.1:      11.7       33.9
Old  :     100.0:      72.8       18.6        1.2       14.4       46.4       88.3       66.1:      11.7       33.9
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  :        92:        33         23          5         20         20         55         46:
Old  :        92:        33         23          5         20         20         55         46:
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  :                 50.6       30.5       60.8       41.7       50.4       30.5       60.6       41.7
Old  :                 50.6       30.5       60.8       41.7       50.4       30.5       60.6       41.7
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, May 9, 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  :    12,674:     1,882      3,038        259     10,358      9,149     12,499     12,446:       175        228
Old  :    12,674:     1,882      3,038        259     10,358      9,149     12,499     12,446:       175        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :      -151:        44        160          0        -21       -356         23       -196:      -174         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       24.0        2.0       81.7       72.2       98.6       98.2:       1.4        1.8
Old  :     100.0:      14.8       24.0        2.0       81.7       72.2       98.6       98.2:       1.4        1.8
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  :        39:         5         14          5         13         10         21         26:
Old  :        39:         5         14          5         13         10         21         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  :                 45.4       65.1       73.7       78.4       45.4       59.9       72.5       71.5
Old  :                 45.4       65.1       73.7       78.4       45.4       59.9       72.5       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 12, 2006