WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      415,538
COMMITMENTS
  74,886   78,961   58,709  249,940  221,284  383,535  358,954   32,003   56,584

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     32,547)
   8,863      300    6,718    8,328   19,359   23,909   26,377    8,638    6,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.0     14.1     60.1     53.3     92.3     86.4      7.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      88      125      108       41       74      222      234
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,242,361
COMMITMENTS
 306,873  112,457  196,500  582,175  663,515  1085548  972,472  156,813  269,889

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     52,704)
   4,149   21,496    6,339   13,902     -957   24,390   26,878   28,314   25,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      9.1     15.8     46.9     53.4     87.4     78.3     12.6     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      693)
     201      130      163      203      285      488      519
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,761
COMMITMENTS
   5,336      358      989    2,994    9,452    9,319   10,799    3,442    1,962

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,072)
     715      201       76       46      839      837    1,116      235      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.8      2.8      7.8     23.5     74.1     73.0     84.6     27.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        6       10       12       15       41       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      368,136
COMMITMENTS
  61,909   64,558   63,383  185,067  142,265  310,359  270,206   57,777   97,930

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     11,230)
   6,301   -5,078      303   -6,645    4,583      -41     -192   11,271   11,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     17.5     17.2     50.3     38.6     84.3     73.4     15.7     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      390)
     107      123      113       84      110      278      289
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,829
COMMITMENTS
  12,165    3,098      324      330      491   12,819    3,913    4,010   12,916

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,239)
   1,438      258     -160        0       31    1,278      129      -39    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.3     18.4      1.9      2.0      2.9     76.2     23.3     23.8     76.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      15        8        8        1        2       19       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      240,947
COMMITMENTS
  78,705   12,673   30,951  102,236  178,979  211,892  222,603   29,055   18,344

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -279)
   1,249    1,528     -795     -572   -1,310     -118     -577     -161      298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7      5.3     12.8     42.4     74.3     87.9     92.4     12.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      83       27       41       48       53      156      109
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      849,097
COMMITMENTS
 107,106  274,987   29,113  582,668  338,968  718,887  643,068  130,210  206,029

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     -2,114)
   7,182   -3,437    1,945  -24,858   -3,257  -15,731   -4,749   13,617    2,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     32.4      3.4     68.6     39.9     84.7     75.7     15.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      34       60       31       75       72      123      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      173,115
COMMITMENTS
  30,909   40,971   26,594   87,419   84,208  144,922  151,773   28,193   21,342

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      1,958)
  -1,879   -1,179      575    1,761    3,560      457    2,956    1,501     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     23.7     15.4     50.5     48.6     83.7     87.7     16.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      49       43       44       53       53      127      132
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,695
COMMITMENTS
   3,420      374      855    3,909    7,744    8,184    8,973    2,511    1,722

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        171)
     244       50       54      -91      -38      207       66      -36      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0      3.5      8.0     36.5     72.4     76.5     83.9     23.5     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19        6        9       18       20       39       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      588,252
COMMITMENTS
 210,963  179,190    1,414  265,471  289,784  477,848  470,388  110,404  117,864

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:     52,365)
  27,593   17,114      272   23,623   37,987   51,488   55,373      877   -3,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     30.5      0.2     45.1     49.3     81.2     80.0     18.8     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      42       43        9       66       61      113      108
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,438,450
COMMITMENTS
 693,873  666,573   77,820  1411041  1231666  2182734  1976059  255,716  462,391

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:    136,867)
  23,642   24,528  -12,829   55,982   40,040   66,795   51,739   70,072   85,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     27.3      3.2     57.9     50.5     89.5     81.0     10.5     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
      65       81       41      108      111      194      212
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,328,502
COMMITMENTS
 272,027  302,639   48,648  789,493  651,994  1110168  1003281  218,334  325,221

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      5,351)
 -19,091   18,759    3,122    2,074  -13,517  -13,895    8,364   19,246   -3,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     22.8      3.7     59.4     49.1     83.6     75.5     16.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      44       52       31       69       77      126      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      419,681
COMMITMENTS
 148,527  143,995   69,572  174,345  183,122  392,444  396,689   27,237   22,992

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:    -28,518)
  -9,986     -572  -18,304    6,339   -7,045  -21,951  -25,921   -6,567   -2,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4     34.3     16.6     41.5     43.6     93.5     94.5      6.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      31       30       36       51       50      101      100
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       21,019
COMMITMENTS
   4,957    3,068      201    4,561    7,377    9,719   10,646   11,300   10,373

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      3,235)
      57   -1,748      -79     -104      146     -126   -1,681    3,361    4,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     14.6      1.0     21.7     35.1     46.2     50.6     53.8     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9        5        2        4        6       14       12
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,667
COMMITMENTS
  12,090    6,856       37   21,234   30,524   33,361   37,417   12,306    8,250

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:        -25)
    -597     -338        1     -220      181     -816     -156      791      131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     15.0      0.1     46.5     66.8     73.1     81.9     26.9     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       13        2       20       10       41       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,899
COMMITMENTS
  63,986   16,337    1,024   12,624   40,750   77,634   58,111   10,265   29,788

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:      6,728)
   8,065   -2,637      632   -1,873    4,374    6,824    2,369      -96    4,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.8     18.6      1.2     14.4     46.4     88.3     66.1     11.7     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      33       23        5       20       20       55       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/09/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,674
COMMITMENTS
   1,882    3,038      259   10,358    9,149   12,499   12,446      175      228

CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST:       -151)
      44      160        0      -21     -356       23     -196     -174       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     24.0      2.0     81.7     72.2     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5       14        5       13       10       21       26
 

Updated May 12, 2006