WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,991
COMMITMENTS
  66,023   78,661   51,991  241,612  201,925  359,626  332,577   23,365   50,414

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        455)
   2,263      449     -310   10,551   11,201   12,504   11,340  -12,049  -10,885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     20.5     13.6     63.1     52.7     93.9     86.8      6.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      81      122       97       44       73      206      229
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,189,657
COMMITMENTS
 302,724   90,961  190,161  568,273  664,472  1061158  945,594  128,499  244,063

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      5,297)
  10,129    5,552   15,114    6,326   14,517   31,569   35,183  -26,272  -29,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.6     16.0     47.8     55.9     89.2     79.5     10.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      699)
     186      137      172      201      291      493      534
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,689
COMMITMENTS
   4,621      157      913    2,948    8,613    8,482    9,683    3,207    2,006

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        565)
      -1     -716      129      660    1,328      788      741     -223     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5      1.3      7.8     25.2     73.7     72.6     82.8     27.4     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21        4       10       12       15       39       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      356,906
COMMITMENTS
  55,608   69,636   63,080  191,712  137,682  310,400  270,398   46,506   86,508

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -8,871)
   9,740  -16,078      292   -7,629   22,040    2,403    6,254  -11,274  -15,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     19.5     17.7     53.7     38.6     87.0     75.8     13.0     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      391)
     103      136      113       85      111      276      293
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,590
COMMITMENTS
  10,727    2,840      484      330      460   11,541    3,784    4,049   11,806

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        506)
     776     -495       30     -200       50      606     -415     -100      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.8     18.2      3.1      2.1      3.0     74.0     24.3     26.0     75.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        7        6        1        2       15       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      241,226
COMMITMENTS
  77,456   11,145   31,746  102,808  180,289  212,010  223,180   29,216   18,046

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     22,501)
  17,040   -5,335    1,593      708   23,430   19,341   19,688    3,160    2,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      4.6     13.2     42.6     74.7     87.9     92.5     12.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      82       24       42       48       48      155      107
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      851,211
COMMITMENTS
  99,924  278,424   27,168  607,526  342,225  734,618  647,817  116,593  203,394

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     35,304)
   1,271   25,802    5,636   34,498   15,847   41,405   47,285   -6,101  -11,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     32.7      3.2     71.4     40.2     86.3     76.1     13.7     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      29       64       30       71       73      115      152
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,157
COMMITMENTS
  32,788   42,150   26,019   85,658   80,648  144,465  148,817   26,692   22,340

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -609)
   5,412   -1,969     -705   -3,581    5,006    1,126    2,332   -1,735   -2,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     24.6     15.2     50.0     47.1     84.4     86.9     15.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      48       42       42       54       51      127      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,524
COMMITMENTS
   3,176      324      801    4,000    7,782    7,977    8,907    2,547    1,617

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -455)
    -331      -25       -3       65     -484     -269     -512     -186       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      3.1      7.6     38.0     73.9     75.8     84.6     24.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      19        6        7       18       20       38       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      535,887
COMMITMENTS
 183,370  162,076    1,142  241,848  251,797  426,360  415,015  109,527  120,872

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     34,738)
   8,675    9,265     -161   20,766   25,050   29,280   34,154    5,458      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.2     30.2      0.2     45.1     47.0     79.6     77.4     20.4     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      38       43        8       58       57      101      103
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,301,583
COMMITMENTS
 670,231  642,045   90,649  1355059  1191626  2115939  1924320  185,644  377,263

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -60,399)
  53,298   24,625    5,700  -62,653  -49,294   -3,655  -18,969  -56,744  -41,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     27.9      3.9     58.9     51.8     91.9     83.6      8.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      65       83       41       97      108      183      211
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,323,151
COMMITMENTS
 291,118  283,880   45,526  787,419  665,511  1124063  994,917  199,088  328,234

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     12,269)
 -20,816  -20,042    6,712   22,660   27,755    8,556   14,425    3,713   -2,156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     21.5      3.4     59.5     50.3     85.0     75.2     15.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      49       44       26       67       75      125      136
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      448,199
COMMITMENTS
 158,513  144,567   87,876  168,006  190,167  414,395  422,610   33,804   25,589

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:   -100,779)
 -48,279  -67,287    2,789  -43,937  -32,078  -89,427  -96,576  -11,352   -4,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     32.3     19.6     37.5     42.4     92.5     94.3      7.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      27       30       35       50       45       98       93
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,784
COMMITMENTS
   4,900    4,816      280    4,665    7,231    9,845   12,327    7,939    5,457

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,079)
    -449     -447      -45      184   -1,008     -310   -1,500     -769      421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     27.1      1.6     26.2     40.7     55.4     69.3     44.6     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        7        2        5        5       16       13
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,692
COMMITMENTS
  12,687    7,194       36   21,454   30,343   34,177   37,573   11,515    8,119

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        190)
     868     -396       11       90       53      969     -332     -779      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     15.7      0.1     47.0     66.4     74.8     82.2     25.2     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       11        1       20       10       42       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       81,171
COMMITMENTS
  55,921   18,974      392   14,497   36,376   70,810   55,742   10,361   25,429

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      4,185)
   2,945       93       80      713    1,888    3,738    2,061      447    2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9     23.4      0.5     17.9     44.8     87.2     68.7     12.8     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      31       27        4       18       20       50       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/02/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,825
COMMITMENTS
   1,838    2,878      259   10,379    9,505   12,476   12,642      349      183

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     -1,012)
  -1,113      146       20      122   -1,184     -971   -1,018      -41        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     22.4      2.0     80.9     74.1     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       15        5       13       10       21       27
 

Updated May 5, 2006