WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, June 13, 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  :   490,977:    85,650     81,090    101,555    265,275    240,004    452,480    422,649:    38,497     68,328
Old  :   416,043:    82,032     94,292     71,441    229,637    202,383    383,110    368,116:    32,933     47,927
Other:    74,934:    29,061     12,241      4,671     35,638     37,621     69,370     54,533:     5,564     20,401
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -43,178:   -17,731    -10,570    -13,910     -9,664    -16,888    -41,305    -41,368:    -1,873     -1,810
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       16.5       20.7       54.0       48.9       92.2       86.1:       7.8       13.9
Old  :     100.0:      19.7       22.7       17.2       55.2       48.6       92.1       88.5:       7.9       11.5
Other:     100.0:      38.8       16.3        6.2       47.6       50.2       92.6       72.8:       7.4       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        98        117        125         60         83        260        256:
Old  :       329:       100        121        107         54         77        235        243:
Other:       165:        49         46         22         22         58         83        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  :                 23.8       22.4       35.1       30.7       23.6       17.7       33.8       22.9
Old  :                 28.0       25.0       40.1       34.6       27.8       23.1       39.7       30.0
Other:                 37.1       18.6       53.0       29.8       32.5       17.3       48.4       26.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 13, 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  : 1,320,155:   321,047     93,413    231,992    586,983    708,165  1,140,022  1,033,570:   180,133    286,585
Old  :   630,792:   169,708    180,916     33,836    347,621    328,528    551,165    543,280:    79,627     87,512
Other:   689,363:   289,114     50,272     60,381    239,362    379,637    588,857    490,290:   100,506    199,073
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -26,987:   -26,917      6,314      1,876     -7,841    -36,408    -32,882    -28,218:     5,895      1,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        7.1       17.6       44.5       53.6       86.4       78.3:      13.6       21.7
Old  :     100.0:      26.9       28.7        5.4       55.1       52.1       87.4       86.1:      12.6       13.9
Other:     100.0:      41.9        7.3        8.8       34.7       55.1       85.4       71.1:      14.6       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       731:       219        118        188        220        296        541        543:
Old  :       652:       152        166         84        151        253        368        444:
Other:       609:       182         92         76        148        272        359        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       17.2       26.3       23.1       17.3       15.8       25.8       20.4
Old  :                 29.1       26.4       40.8       33.9       29.1       26.4       40.7       33.9
Other:                 17.9       14.0       27.7       20.1       17.7       13.8       27.3       18.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 13, 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  :    13,893:     5,243        278      1,214      3,994     10,175     10,451     11,667:     3,442      2,226
Old  :    13,892:     5,243        278      1,214      3,993     10,175     10,450     11,667:     3,442      2,225
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :      -130:       206          0       -233       -179        -60       -206       -293:        76        163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        2.0        8.7       28.7       73.2       75.2       84.0:      24.8       16.0
Old  :     100.0:      37.7        2.0        8.7       28.7       73.2       75.2       84.0:      24.8       16.0
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        20          5         13         12         15         42         29:
Old  :        49:        20          5         13         12         15         42         29:
Other:         1:         0          0          0          1          0          1          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       41.4       41.5       60.2       22.5       40.9       35.3       54.6
Old  :                 26.6       41.4       41.5       60.2       22.5       40.9       35.3       54.6
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 13, 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  :   379,960:    69,171     72,400     80,014    171,054    132,237    320,239    284,651:    59,721     95,309
Old  :   171,616:    63,669     59,950     17,128     56,085     55,698    136,882    132,776:    34,734     38,840
Other:   208,344:    41,322     48,270     27,066    114,969     76,539    183,357    151,875:    24,987     56,469
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -3,342:     1,443     -7,812     11,830    -20,092     -8,780     -6,819     -4,762:     3,477      1,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.1       21.1       45.0       34.8       84.3       74.9:      15.7       25.1
Old  :     100.0:      37.1       34.9       10.0       32.7       32.5       79.8       77.4:      20.2       22.6
Other:     100.0:      19.8       23.2       13.0       55.2       36.7       88.0       72.9:      12.0       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       397:       105        123        128         91        105        294        298:
Old  :       350:       126         94         58         71         80        220        218:
Other:       284:        66         98         63         60         92        174        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       13.2       28.6       19.7       18.6       12.3       27.3       17.4
Old  :                 14.7       18.6       22.9       27.5       14.7       18.3       22.3       26.0
Other:                 29.2       14.5       41.9       21.9       29.2       14.4       41.7       19.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,820:    15,421      6,580        582        175        583     16,178      7,745:     4,642     13,075
Old  :     8,161:     5,418      4,831          7        175        148      5,600      4,986:     2,561      3,175
Other:    12,659:    10,501      2,247         77          0        435     10,578      2,759:     2,081      9,900
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       618:     2,121      1,179       -547       -490          8      1,084        640:      -466        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       31.6        2.8        0.8        2.8       77.7       37.2:      22.3       62.8
Old  :     100.0:      66.4       59.2        0.1        2.1        1.8       68.6       61.1:      31.4       38.9
Other:     100.0:      83.0       17.8        0.6        0.0        3.4       83.6       21.8:      16.4       78.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        14          9          6          1          2         16         16:
Old  :        24:        10         11          2          1          2         12         14:
Other:        16:         7          7          3          0          2          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.2       24.6       69.4       31.1       58.3       24.6       67.4       31.1
Old  :                 45.3       39.5       61.4       54.7       45.2       39.5       61.4       54.7
Other:                 79.9       18.0       83.6       20.9       79.3       17.9       83.0       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 13, 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  :   245,689:    79,537     18,615     34,841    101,497    173,948    215,875    227,404:    29,814     18,285
Old  :   111,634:    58,657     26,493      4,651     26,475     68,446     89,783     99,590:    21,851     12,044
Other:   134,055:    34,364      5,606     16,706     75,022    105,502    126,092    127,814:     7,963      6,241
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -8,259:    -2,800      3,677     -7,720        977     -7,976     -9,543    -12,019:     1,284      3,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        7.6       14.2       41.3       70.8       87.9       92.6:      12.1        7.4
Old  :     100.0:      52.5       23.7        4.2       23.7       61.3       80.4       89.2:      19.6       10.8
Other:     100.0:      25.6        4.2       12.5       56.0       78.7       94.1       95.3:       5.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        79         36         45         46         47        152        114:
Old  :       178:        75         38         24         34         40        120         93:
Other:       121:        41         23         27         35         36         89         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       40.7       28.6       53.6       18.7       38.4       25.7       47.7
Old  :                 11.9       31.4       19.6       45.6       11.9       31.4       19.5       43.8
Other:                 32.4       48.9       45.7       63.7       30.8       47.0       43.3       55.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 13, 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  :   762,787:   128,124    192,076     20,589    478,908    379,243    627,621    591,908:   135,166    170,879
Old  :   762,787:   128,124    192,076     20,589    478,908    379,243    627,621    591,908:   135,166    170,879
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -1,041:    23,297     -6,787    -11,114     -8,194     19,427      3,989      1,526:    -5,030     -2,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       25.2        2.7       62.8       49.7       82.3       77.6:      17.7       22.4
Old  :     100.0:      16.8       25.2        2.7       62.8       49.7       82.3       77.6:      17.7       22.4
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  :       189:        38         48         16         67         81        114        136:
Old  :       189:        38         48         16         67         81        114        136:
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  :                 24.1       24.2       34.0       33.2       18.2       18.3       26.7       25.7
Old  :                 24.1       24.2       34.0       33.2       18.2       18.3       26.7       25.7
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, June 13, 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  :   181,296:    34,273     33,619     26,073     91,299     99,025    151,645    158,717:    29,651     22,579
Old  :   111,406:    32,318     26,488      5,807     52,127     63,134     90,252     95,429:    21,154     15,977
Other:    69,890:    12,665     17,841      9,556     39,172     35,891     61,393     63,288:     8,497      6,602
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -6,389:    -3,291     -3,817      1,742     -4,430     -3,572     -5,979     -5,647:      -410       -742
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       18.5       14.4       50.4       54.6       83.6       87.5:      16.4       12.5
Old  :     100.0:      29.0       23.8        5.2       46.8       56.7       81.0       85.7:      19.0       14.3
Other:     100.0:      18.1       25.5       13.7       56.0       51.4       87.8       90.6:      12.2        9.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        47         45         42         52         53        125        127:
Old  :       161:        58         41         27         46         40        111        101:
Other:       109:        28         29         23         37         37         78         76:
     :----------------------------------------------------------------------------------------------------
     :             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       32.0       34.9       45.2       24.8       27.4       30.5       39.6
Old  :                 24.1       37.3       31.3       48.4       24.1       37.3       31.0       48.0
Other:                 36.6       32.1       47.5       48.9       34.6       29.5       43.8       45.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    14,438:     4,722        178      1,169      4,548     11,093     10,439     12,440:     3,999      1,998
Old  :     5,479:     3,681        276          0        390      4,616      4,071      4,892:     1,408        587
Other:     8,959:     1,875        736        335      4,158      6,477      6,368      7,548:     2,591      1,411
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :        83:       -89        -18       -139        143       -220        -85       -377:       168        460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        1.2        8.1       31.5       76.8       72.3       86.2:      27.7       13.8
Old  :     100.0:      67.2        5.0        0.0        7.1       84.2       74.3       89.3:      25.7       10.7
Other:     100.0:      20.9        8.2        3.7       46.4       72.3       71.1       84.3:      28.9       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        32          4          9         19         22         54         33:
Old  :        46:        23          4          0          4         15         27         19:
Other:        52:        16          6          7         19         18         40         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       54.9       30.9       65.7       11.9       47.6       22.2       56.0
Old  :                 34.9       55.4       51.4       74.0       34.9       55.4       51.4       74.0
Other:                 27.2       57.6       41.3       67.6       23.1       48.5       34.7       57.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 13, 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  :   531,799:   117,097    129,952      8,148    299,211    294,613    424,456    432,713:   107,343     99,086
Old  :   531,799:   117,097    129,952      8,148    299,211    294,613    424,456    432,713:   107,343     99,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     2,465:     1,216     12,407     -1,597     18,298      2,757     17,917     13,567:   -15,452    -11,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       24.4        1.5       56.3       55.4       79.8       81.4:      20.2       18.6
Old  :     100.0:      22.0       24.4        1.5       56.3       55.4       79.8       81.4:      20.2       18.6
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  :       157:        27         39         12         62         69         95        114:
Old  :       157:        27         39         12         62         69         95        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       14.5       35.4       25.6       21.1       13.4       34.9       23.5
Old  :                 21.4       14.5       35.4       25.6       21.1       13.4       34.9       23.5
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, June 13, 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  : 1,912,279:   475,381    432,788     38,819  1,133,218  1,060,668  1,647,418  1,532,275:   264,861    380,004
Old  : 1,912,279:   475,381    432,788     38,819  1,133,218  1,060,668  1,647,418  1,532,275:   264,861    380,004
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :  -105,284:   -73,055    -44,894     -7,252    -31,927    -39,897   -112,234    -92,043:     6,950    -13,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       22.6        2.0       59.3       55.5       86.1       80.1:      13.9       19.9
Old  :     100.0:      24.9       22.6        2.0       59.3       55.5       86.1       80.1:      13.9       19.9
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  :       293:        56         78         39        110        116        186        213:
Old  :       293:        56         78         39        110        116        186        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       28.4       36.1       36.1       22.5       25.9       32.5       32.2
Old  :                 25.0       28.4       36.1       36.1       22.5       25.9       32.5       32.2
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, June 13, 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  : 1,244,501:   268,207    271,139     33,744    737,311    675,253  1,039,262    980,136:   205,239    264,365
Old  : 1,244,501:   268,207    271,139     33,744    737,311    675,253  1,039,262    980,136:   205,239    264,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -2,476:    -1,274    -11,894     -5,481    -11,428     15,750    -18,183     -1,625:    15,707       -851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       21.8        2.7       59.2       54.3       83.5       78.8:      16.5       21.2
Old  :     100.0:      21.6       21.8        2.7       59.2       54.3       83.5       78.8:      16.5       21.2
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  :       200:        33         61         21         68         83        109        157:
Old  :       200:        33         61         21         68         83        109        157:
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  :                 26.8       17.2       38.4       27.3       21.6       14.9       32.7       21.7
Old  :                 26.8       17.2       38.4       27.3       21.6       14.9       32.7       21.7
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, June 13, 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  :   480,201:   188,946    211,336     53,901    192,255    184,670    435,102    449,907:    45,099     30,294
Old  :   480,201:   188,946    211,336     53,901    192,255    184,670    435,102    449,907:    45,099     30,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    25,835:    62,372     54,314    -16,766    -26,910    -16,867     18,696     20,681:     7,139      5,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       44.0       11.2       40.0       38.5       90.6       93.7:       9.4        6.3
Old  :     100.0:      39.3       44.0       11.2       40.0       38.5       90.6       93.7:       9.4        6.3
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  :       142:        49         26         37         59         43        123         94:
Old  :       142:        49         26         37         59         43        123         94:
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  :                 17.0       34.7       26.4       46.4       16.1       32.8       24.7       40.9
Old  :                 17.0       34.7       26.4       46.4       16.1       32.8       24.7       40.9
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, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    25,882:     8,270      4,673          0      1,852     13,332     10,122     18,005:    15,760      7,877
Old  :    25,882:     8,270      4,673          0      1,852     13,332     10,122     18,005:    15,760      7,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     6,662:     2,142      3,026         -1       -503      3,574      1,638      6,599:     5,024         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       18.1        0.0        7.2       51.5       39.1       69.6:      60.9       30.4
Old  :     100.0:      32.0       18.1        0.0        7.2       51.5       39.1       69.6:      60.9       30.4
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  :        31:        14          7          0          4         10         18         17:
Old  :        31:        14          7          0          4         10         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       46.6       28.8       61.9       21.5       46.6       28.5       61.9
Old  :                 21.7       46.6       28.8       61.9       21.5       46.6       28.5       61.9
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, June 13, 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  :    64,302:    11,198      6,471     10,161     26,195     39,966     47,554     56,598:    16,748      7,704
Old  :    64,302:    11,198      6,471     10,161     26,195     39,966     47,554     56,598:    16,748      7,704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    17,668:      -328     -1,275      9,552      6,653      6,528     15,877     14,805:     1,791      2,863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       10.1       15.8       40.7       62.2       74.0       88.0:      26.0       12.0
Old  :     100.0:      17.4       10.1       15.8       40.7       62.2       74.0       88.0:      26.0       12.0
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  :        61:        16         14         14         24         19         51         37:
Old  :        61:        16         14         14         24         19         51         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       33.3       38.2       57.9       18.4       28.7       28.4       46.3
Old  :                 22.2       33.3       38.2       57.9       18.4       28.7       28.4       46.3
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, June 13, 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  :   119,739:    61,191     13,137     28,767     16,372     52,349    106,330     94,253:    13,409     25,486
Old  :   119,739:    61,191     13,137     28,767     16,372     52,349    106,330     94,253:    13,409     25,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    29,990:    -1,829        716     27,774      2,835      2,110     28,780     30,600:     1,210       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1       11.0       24.0       13.7       43.7       88.8       78.7:      11.2       21.3
Old  :     100.0:      51.1       11.0       24.0       13.7       43.7       88.8       78.7:      11.2       21.3
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  :        93:        36         22         26         26         25         75         61:
Old  :        93:        36         22         26         26         25         75         61:
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  :                 46.7       39.0       56.2       50.8       37.3       29.9       43.2       35.6
Old  :                 46.7       39.0       56.2       50.8       37.3       29.9       43.2       35.6
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, June 13, 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  :    12,948:     3,348      2,384      1,831      7,570      8,160     12,749     12,375:       199        573
Old  :    12,948:     3,348      2,384      1,831      7,570      8,160     12,749     12,375:       199        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       329:       147        -43        261        -58         65        350        283:       -21         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.4       14.1       58.5       63.0       98.5       95.6:       1.5        4.4
Old  :     100.0:      25.9       18.4       14.1       58.5       63.0       98.5       95.6:       1.5        4.4
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  :        36:         6         12          4         12         11         19         26:
Old  :        36:         6         12          4         12         11         19         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  :                 52.5       63.0       79.0       78.7       40.2       50.8       65.5       61.8
Old  :                 52.5       63.0       79.0       78.7       40.2       50.8       65.5       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 16, 2006