WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,536
COMMITMENTS
  63,760   78,212   52,301  231,061  190,724  347,122  321,237   35,414   61,299

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -1,573)
  -4,029    2,317     -733   -1,725  -11,839   -6,487  -10,255    4,914    8,682

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     20.4     13.7     60.4     49.9     90.7     84.0      9.3     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      79      119       96       49       72      209      228
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,184,360
COMMITMENTS
 292,595   85,409  175,047  561,947  649,955  1029589  910,411  154,771  273,949

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:    -12,497)
  -2,153      266   -7,329    2,808     -848   -6,674   -7,911   -5,823   -4,586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      7.2     14.8     47.4     54.9     86.9     76.9     13.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      679)
     192      127      173      210      280      504      513
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,124
COMMITMENTS
   4,622      873      784    2,288    7,285    7,694    8,942    3,430    2,182

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        -34)
     546       22      122     -681     -317      -13     -173      -21      139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      7.8      7.0     20.6     65.5     69.2     80.4     30.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      19        6        8       10       14       33       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      365,777
COMMITMENTS
  45,868   85,714   62,788  199,341  115,642  307,997  264,144   57,780  101,633

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:    -10,034)
  -7,653   -7,829   -2,190      326   -5,298   -9,517  -15,317     -517    5,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     23.4     17.2     54.5     31.6     84.2     72.2     15.8     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
      93      119      116       96      104      274      292
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,084
COMMITMENTS
   9,951    3,335      454      530      410   10,935    4,199    4,149   10,885

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        230)
     870      734      -83      260      203    1,047      854     -817     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     22.1      3.0      3.5      2.7     72.5     27.8     27.5     72.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        9        9        1        2       16       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      218,725
COMMITMENTS
  60,416   16,480   30,153  102,100  156,859  192,669  203,492   26,056   15,233

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     17,844)
  14,697  -13,587    6,073   -4,219   32,069   16,551   24,555    1,293   -6,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      7.5     13.8     46.7     71.7     88.1     93.0     11.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      66       35       44       53       48      149      114
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      815,907
COMMITMENTS
  98,653  252,622   21,532  573,028  326,378  693,213  600,532  122,694  215,375

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     83,519)
  17,031   42,649    7,879   59,532   17,930   84,442   68,458     -923   15,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     31.0      2.6     70.2     40.0     85.0     73.6     15.0     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      29       59       26       67       68      109      140
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,766
COMMITMENTS
  27,376   44,119   26,724   89,239   75,642  143,339  146,485   28,427   25,281

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,718)
   1,382      399     -645     -743    3,027       -6    2,781    1,724   -1,063

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     25.7     15.6     52.0     44.0     83.5     85.3     16.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      41       47       44       57       54      126      137
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,979
COMMITMENTS
   3,507      349      804    3,935    8,266    8,246    9,419    2,733    1,560

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:       -121)
     -25      138       35      -64     -416      -54     -243      -67      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      3.2      7.3     35.8     75.3     75.1     85.8     24.9     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        8        9       17       19       40       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      501,149
COMMITMENTS
 174,695  152,811    1,303  221,082  226,747  397,080  380,861  104,069  120,288

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     13,862)
   2,519    4,725     -245    7,990   -1,999   10,264    2,481    3,598   11,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     30.5      0.3     44.1     45.2     79.2     76.0     20.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      33       42        6       55       61       92      105
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,361,982
COMMITMENTS
 616,933  617,420   84,949  1417712  1240920  2119594  1943289  242,388  418,693

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     42,042)
 -88,681   88,288    6,056  104,527  -51,853   21,902   42,491   20,140     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     26.1      3.6     60.0     52.5     89.7     82.3     10.3     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      67       83       45      102      104      190      211
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,310,882
COMMITMENTS
 311,934  303,922   38,814  764,759  637,756  1115507  980,492  195,375  330,390

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     41,576)
  34,613   32,297    3,211    9,780  -19,676   47,604   15,832   -6,028   25,744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     23.2      3.0     58.3     48.7     85.1     74.8     14.9     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      49       44       21       67       78      120      139
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      548,978
COMMITMENTS
 206,792  211,854   85,087  211,943  222,245  503,822  519,186   45,156   29,792

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:     -1,216)
   1,148   14,673  -10,237   14,272   -4,161    5,183      275   -6,399   -1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     38.6     15.5     38.6     40.5     91.8     94.6      8.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      38       28       38       52       44      107       95
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       18,863
COMMITMENTS
   5,349    5,263      325    4,481    8,239   10,155   13,827    8,708    5,036

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,786)
    -317       36      104    2,087    2,780    1,874    2,920      -88   -1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     27.9      1.7     23.8     43.7     53.8     73.3     46.2     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        6        2        6        7       16       14
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,502
COMMITMENTS
  11,819    7,590       25   21,364   30,290   33,208   37,905   12,294    7,597

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:      1,114)
     784      416       22      875      552    1,681      990     -567      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     16.7      0.1     47.0     66.6     73.0     83.3     27.0     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19        8        3       19       10       40       19
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,986
COMMITMENTS
  52,976   18,881      312   13,784   34,488   67,072   53,681    9,914   23,305

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:        502)
   1,333    2,829     -243     -914      616      176    3,202      326   -2,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     24.5      0.4     17.9     44.8     87.1     69.7     12.9     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       28        4       17       22       46       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/25/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,837
COMMITMENTS
   2,951    2,732      239   10,257   10,689   13,447   13,660      390      177

CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST:         81)
       0       23        0       92       60       92       83      -11       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3     19.7      1.7     74.1     77.2     97.2     98.7      2.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       14        4       13       11       21       27
 

Updated April 28, 2006