WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      384,109
COMMITMENTS
  67,789   75,895   53,034  232,786  202,563  353,609  331,492   30,500   52,617

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -2,952)
   1,250      640   -1,998      978    1,978      230      620   -3,182   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     19.8     13.8     60.6     52.7     92.1     86.3      7.9     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      92      115      106       51       73      223      234
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,196,857
COMMITMENTS
 294,748   85,143  182,376  559,139  650,803  1036263  918,322  160,594  278,535

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     15,800)
  18,466   -9,170    3,814    1,622   23,161   23,902   17,805   -8,102   -2,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      7.1     15.2     46.7     54.4     86.6     76.7     13.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      686)
     203      125      166      207      280      502      510
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,158
COMMITMENTS
   4,076      851      662    2,969    7,602    7,707    9,115    3,451    2,043

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        464)
     294      269       48      -23      251      319      568      145     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5      7.6      5.9     26.6     68.1     69.1     81.7     30.9     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      17        5        7       11       14       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      375,811
COMMITMENTS
  53,521   93,543   64,978  199,015  120,940  317,514  279,461   58,297   96,350

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -9,603)
  -2,617   -9,665    4,164   -8,135    2,082   -6,588   -3,419   -3,015   -6,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     24.9     17.3     53.0     32.2     84.5     74.4     15.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     118      127      140       95      104      305      322
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,854
COMMITMENTS
   9,081    2,601      537      270      207    9,888    3,345    4,966   11,509

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     -3,400)
  -3,413   -2,284     -951      270      -11   -4,094   -3,246      694     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     17.5      3.6      1.8      1.4     66.6     22.5     33.4     77.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       9        9        8        1        1       14       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      200,881
COMMITMENTS
  45,719   30,067   24,080  106,319  124,790  176,118  178,937   24,763   21,944

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      8,975)
   2,238   -1,155    1,181    1,266    6,588    4,685    6,614    4,290    2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     15.0     12.0     52.9     62.1     87.7     89.1     12.3     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      49       41       37       50       44      122      110
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      732,388
COMMITMENTS
  81,622  209,973   13,653  513,496  308,448  608,771  532,074  123,617  200,314

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     34,742)
   3,413   17,379    2,244   24,722   -2,815   30,379   16,808    4,363   17,934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1     28.7      1.9     70.1     42.1     83.1     72.6     16.9     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      30       53       28       64       62      109      128
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      170,048
COMMITMENTS
  25,994   43,720   27,369   89,982   72,615  143,345  143,704   26,703   26,344

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:    -10,998)
     783   -8,581   -3,869   -7,928    4,077  -11,014   -8,373       16   -2,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     25.7     16.1     52.9     42.7     84.3     84.5     15.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      42       55       49       61       54      135      144
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,100
COMMITMENTS
   3,532      211      769    3,999    8,682    8,300    9,662    2,800    1,438

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        190)
     120       -3       31       30      208      181      236        9      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8      1.9      6.9     36.0     78.2     74.8     87.0     25.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      20        6        9       17       19       41       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      487,287
COMMITMENTS
 172,176  148,086    1,548  213,092  228,746  386,816  378,380  100,471  108,907

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     14,943)
  18,780   -3,473   -2,001   -7,771   25,576    9,008   20,102    5,935   -5,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3     30.4      0.3     43.7     46.9     79.4     77.7     20.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      35       43        7       51       55       90      101
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,319,940
COMMITMENTS
 705,614  529,132   78,893  1313185  1292773  2097692  1900798  222,248  419,142

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     73,192)
  26,929   23,127    7,476   28,735   38,146   63,140   68,749   10,052    4,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     22.8      3.4     56.6     55.7     90.4     81.9      9.6     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      73       80       45      103      110      194      217
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,269,306
COMMITMENTS
 277,321  271,625   35,603  754,979  657,432  1067903  964,660  201,403  304,646

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     41,500)
  13,156    3,220   -2,189    9,287   41,217   20,254   42,248   21,246     -748

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     21.4      2.8     59.5     51.8     84.1     76.0     15.9     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      48       45       25       64       75      118      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      550,194
COMMITMENTS
 205,644  197,181   95,324  197,671  226,406  498,639  518,911   51,555   31,283

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:     13,238)
  31,081    4,535    1,883  -14,324    8,393   18,640   14,811   -5,402   -1,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.4     35.8     17.3     35.9     41.2     90.6     94.3      9.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      41       29       41       51       46      111       98
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,077
COMMITMENTS
   5,666    5,227      221    2,394    5,459    8,281   10,907    8,796    6,170

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        245)
    -118      223      221      502     -113      605      331     -360      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     30.6      1.3     14.0     32.0     48.5     63.9     51.5     36.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        6        1        4        5       14       12
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,388
COMMITMENTS
  11,035    7,174        3   20,489   29,738   31,527   36,915   12,861    7,473

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        890)
     906      243        1     -198      -27      709      217      181      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     16.2      0.0     46.2     67.0     71.0     83.2     29.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      19        9        2       18       12       38       22
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,484
COMMITMENTS
  51,643   16,052      555   14,698   33,872   66,896   50,479    9,588   26,005

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:      4,942)
   1,376   -5,806      116    3,103    8,373    4,595    2,683      347    2,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.5     21.0      0.7     19.2     44.3     87.5     66.0     12.5     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      30       23        5       17       24       49       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/18/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,756
COMMITMENTS
   2,951    2,709      239   10,165   10,629   13,355   13,577      401      179

CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST:        425)
   1,027      430        0     -639       20      388      450       37      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     19.7      1.7     73.9     77.3     97.1     98.7      2.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       14        4       13       12       21       28
 

Updated April 21, 2006