WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   438,815:    76,395     56,118     99,565    226,634    225,647    402,594    381,330:    36,221     57,485
Old  :   245,332:    58,826     79,372     13,353    153,419    133,594    225,599    226,320:    19,733     19,012
Other:   193,483:    71,878     31,054     31,903     73,215     92,053    176,996    155,010:    16,487     38,473
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     7,258:     1,513     -4,507      5,322      2,858      7,188      9,694      8,003:    -2,436       -746
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       12.8       22.7       51.6       51.4       91.7       86.9:       8.3       13.1
Old  :     100.0:      24.0       32.4        5.4       62.5       54.5       92.0       92.3:       8.0        7.7
Other:     100.0:      37.1       16.1       16.5       37.8       47.6       91.5       80.1:       8.5       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       122        117        137         56         79        283        253:
Old  :       293:        98        118         50         36         60        166        196:
Other:       260:       117         60         82         43         74        192        185:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.2       26.8       38.9       34.0       27.0       24.2       38.7       29.2
Old  :                 42.3       34.8       57.7       44.8       42.3       34.6       57.7       44.0
Other:                 23.1       21.7       33.4       29.0       22.3       18.6       31.7       24.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  : 1,255,067:   235,525     80,257    271,770    555,715    607,282  1,063,011    959,309:   192,056    295,757
Old  :   865,829:   173,572    148,016    130,178    418,177    415,268    721,928    693,463:   143,902    172,367
Other:   389,237:   148,032     18,319     55,514    137,538    192,014    341,083    265,847:    48,154    123,391
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -2,288:   -11,302        165      3,049      8,047     -6,277       -207     -3,063:    -2,082        775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.4       21.7       44.3       48.4       84.7       76.4:      15.3       23.6
Old  :     100.0:      20.0       17.1       15.0       48.3       48.0       83.4       80.1:      16.6       19.9
Other:     100.0:      38.0        4.7       14.3       35.3       49.3       87.6       68.3:      12.4       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       673:       213         93        199        247        285        560        523:
Old  :       657:       160        159        167        231        266        509        495:
Other:       468:       142         49         75        126        244        290        348:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       14.6       24.5       19.8       16.2       11.2       23.5       15.5
Old  :                 22.1       15.0       30.6       20.5       22.1       12.5       29.9       16.6
Other:                 19.7       14.1       28.8       21.1       19.1       10.5       27.1       16.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :    12,233:     5,527        258        530      2,274      9,739      8,331     10,527:     3,902      1,706
Old  :     8,784:     5,110        236        103        970      7,424      6,183      7,763:     2,601      1,021
Other:     3,448:       485         89        359      1,304      2,315      2,148      2,763:     1,300        685
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :        47:       -59         -9        -57        252        234        136        168:       -89       -121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2        2.1        4.3       18.6       79.6       68.1       86.1:      31.9       13.9
Old  :     100.0:      58.2        2.7        1.2       11.0       84.5       70.4       88.4:      29.6       11.6
Other:     100.0:      14.1        2.6       10.4       37.8       67.1       62.3       80.1:      37.7       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          5          4         12         15         37         21:
Old  :        43:        21          4          3          6         14         28         20:
Other:        23:         5          4          3          9         11         17         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       45.3       40.2       71.7       26.5       38.2       37.2       61.6
Old  :                 36.9       47.6       51.4       75.6       36.9       47.3       51.4       75.3
Other:                 35.5       54.6       51.6       68.6       25.9       44.5       35.7       54.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   418,719:    57,057     58,680     94,459    199,459    157,734    350,975    310,873:    67,743    107,845
Old  :   335,303:    58,819     81,292     53,474    167,797    131,547    280,090    266,314:    55,214     68,990
Other:    83,415:    29,627      8,776      9,596     31,661     26,187     70,885     44,560:    12,530     38,855
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     2,149:     1,571        832      6,827     -3,824     -4,970      4,575      2,689:    -2,425       -540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.0       22.6       47.6       37.7       83.8       74.2:      16.2       25.8
Old  :     100.0:      17.5       24.2       15.9       50.0       39.2       83.5       79.4:      16.5       20.6
Other:     100.0:      35.5       10.5       11.5       38.0       31.4       85.0       53.4:      15.0       46.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       382:       100        132        143        110        121        310        311:
Old  :       378:       102        135        123        102        114        286        296:
Other:       196:        65         37         31         55         76        129        135:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       14.7       29.3       21.9       17.9        9.4       25.2       12.9
Old  :                 23.5       16.0       35.0       24.5       23.5       10.7       32.4       17.5
Other:                 26.1       15.8       38.5       24.1       25.1       13.1       35.5       17.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,538:     8,502      3,807      1,116          0          0      9,618      4,923:     4,920      9,615
Old  :     8,732:     3,414      3,819      1,049          0          0      4,463      4,868:     4,269      3,864
Other:     5,806:     5,155         55          0          0          0      5,155         55:       651      5,751
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :       249:       -24       -121       -304          0          0       -328       -425:       577        674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.5       26.2        7.7        0.0        0.0       66.2       33.9:      33.8       66.1
Old  :     100.0:      39.1       43.7       12.0        0.0        0.0       51.1       55.7:      48.9       44.3
Other:     100.0:      88.8        0.9        0.0        0.0        0.0       88.8        0.9:      11.2       99.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        12          8          9          0          0         14         15:
Old  :        20:        11          9          7          0          0         13         14:
Other:         8:         6          2          0          0          0          6          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 49.9       23.7       59.6       30.8       43.6       21.6       52.7       26.2
Old  :                 30.8       39.5       45.0       51.0       20.6       36.1       34.7       43.7
Other:                 87.8        0.9       88.8        0.9       87.8        0.9       88.8        0.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   219,805:    41,898     16,901     42,650    108,222    140,448    192,770    199,999:    27,035     19,806
Old  :   195,274:    44,867     20,698     30,174     95,905    126,690    170,947    177,562:    24,327     17,711
Other:    24,531:     5,205      4,378      4,301     12,317     13,758     21,823     22,437:     2,708      2,095
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    20,285:    14,533     -3,480      4,065      2,747     20,939     21,345     21,523:    -1,060     -1,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.7       19.4       49.2       63.9       87.7       91.0:      12.3        9.0
Old  :     100.0:      23.0       10.6       15.5       49.1       64.9       87.5       90.9:      12.5        9.1
Other:     100.0:      21.2       17.8       17.5       50.2       56.1       89.0       91.5:      11.0        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        55         48         47         49         49        140        120:
Old  :       177:        62         46         45         49         48        138        118:
Other:        58:        17         16         16         13         18         38         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       41.9       33.4       52.0       21.2       35.3       29.6       41.5
Old  :                 24.2       42.9       34.8       53.5       23.8       38.1       33.1       47.0
Other:                 61.2       42.9       74.9       56.9       57.1       41.2       62.0       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   835,108:    45,813     80,392    149,141    494,998    388,657    689,952    618,190:   145,156    216,918
Old  :   835,108:    45,813     80,392    149,141    494,998    388,657    689,952    618,190:   145,156    216,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    64,327:   -48,295     -3,994     57,707     64,441     -8,119     73,854     45,594:    -9,526     18,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        9.6       17.9       59.3       46.5       82.6       74.0:      17.4       26.0
Old  :     100.0:       5.5        9.6       17.9       59.3       46.5       82.6       74.0:      17.4       26.0
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  :       162:        33         34         47         73         79        127        139:
Old  :       162:        33         34         47         73         79        127        139:
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  :                 17.3       14.7       27.2       24.3       10.3        9.3       16.4       15.1
Old  :                 17.3       14.7       27.2       24.3       10.3        9.3       16.4       15.1
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :   159,962:    20,839     35,494     31,913     81,148     65,424    133,900    132,831:    26,062     27,131
Old  :   133,388:    20,714     32,815     22,300     66,665     55,105    109,678    110,219:    23,710     23,168
Other:    26,574:     3,547      6,101      6,192     14,483     10,319     24,222     22,612:     2,352      3,962
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     8,910:       363      2,860      4,587      5,503      1,896     10,454      9,343:    -1,544       -433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       22.2       20.0       50.7       40.9       83.7       83.0:      16.3       17.0
Old  :     100.0:      15.5       24.6       16.7       50.0       41.3       82.2       82.6:      17.8       17.4
Other:     100.0:      13.3       23.0       23.3       54.5       38.8       91.1       85.1:       8.9       14.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        39         57         43         55         51        120        133:
Old  :       173:        43         58         41         55         48        120        128:
Other:        71:        16         22         19         23         22         51         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.0       17.6       32.6       25.4       18.4       13.7       26.1       19.4
Old  :                 19.5       17.7       30.9       25.9       17.6       13.4       25.8       19.6
Other:                 41.5       33.9       58.1       49.9       41.0       33.4       53.0       41.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :    12,421:     4,196        422      1,209      4,121      9,261      9,526     10,893:     2,895      1,528
Old  :     9,470:     3,703        501        770      2,823      7,219      7,296      8,491:     2,174        979
Other:     2,951:       572          0        360      1,298      2,042      2,230      2,402:       720        549
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :      -348:       -29        -99        -95        -37        -55       -161       -249:      -187        -98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        3.4        9.7       33.2       74.6       76.7       87.7:      23.3       12.3
Old  :     100.0:      39.1        5.3        8.1       29.8       76.2       77.0       89.7:      23.0       10.3
Other:     100.0:      19.4        0.0       12.2       44.0       69.2       75.6       81.4:      24.4       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        26          6          8         21         21         50         32:
Old  :        58:        19         10          6         17         19         42         29:
Other:        31:        11          0          7         10         16         21         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.9       54.4       40.3       64.9       19.6       44.8       28.6       51.2
Old  :                 28.9       57.3       41.5       68.3       25.1       50.3       35.7       58.4
Other:                 39.6       49.8       56.6       63.8       26.7       31.3       34.1       43.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 7, 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  :   455,422:   115,080    129,912     12,482    232,708    188,492    360,271    330,887:    95,152    124,536
Old  :   455,422:   115,080    129,912     12,482    232,708    188,492    360,271    330,887:    95,152    124,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :   -34,517:   -21,064    -19,987        703    -16,851    -11,242    -37,212    -30,526:     2,695     -3,991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       28.5        2.7       51.1       41.4       79.1       72.7:      20.9       27.3
Old  :     100.0:      25.3       28.5        2.7       51.1       41.4       79.1       72.7:      20.9       27.3
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  :       133:        23         36         16         58         54         91         96:
Old  :       133:        23         36         16         58         54         91         96:
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  :                 27.0       13.0       40.1       21.7       27.0       12.1       38.0       20.2
Old  :                 27.0       13.0       40.1       21.7       27.0       12.1       38.0       20.2
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 with Delta-adjusted Options and Futures Combined, March 7, 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  : 2,801,886:   632,568    540,860    422,094  1,468,824  1,375,666  2,523,486  2,338,621:   278,401    463,265
Old  : 2,801,886:   632,568    540,860    422,094  1,468,824  1,375,666  2,523,486  2,338,621:   278,401    463,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :   384,165:    42,159    122,838    120,687    235,148    134,177    397,994    377,702:   -13,829      6,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       19.3       15.1       52.4       49.1       90.1       83.5:       9.9       16.5
Old  :     100.0:      22.6       19.3       15.1       52.4       49.1       90.1       83.5:       9.9       16.5
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  :       301:        62         97         90        115        117        229        252:
Old  :       301:        62         97         90        115        117        229        252:
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  :                 26.4       23.0       34.0       31.7       20.0       21.3       27.1       28.0
Old  :                 26.4       23.0       34.0       31.7       20.0       21.3       27.1       28.0
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 with Delta-adjusted Options and Futures Combined, March 7, 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  : 1,488,010:   309,409    371,421    150,406    833,709    621,136  1,293,524  1,142,964:   194,486    345,047
Old  : 1,488,010:   309,409    371,421    150,406    833,709    621,136  1,293,524  1,142,964:   194,486    345,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -9,034:   -60,705     -4,901     42,204      5,053    -61,992    -13,448    -24,688:     4,414     15,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       25.0       10.1       56.0       41.7       86.9       76.8:      13.1       23.2
Old  :     100.0:      20.8       25.0       10.1       56.0       41.7       86.9       76.8:      13.1       23.2
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  :       191:        38         53         43         70         78        130        152:
Old  :       191:        38         53         43         70         78        130        152:
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       17.2       31.5       25.0       17.9       16.1       27.2       23.3
Old  :                 21.4       17.2       31.5       25.0       17.9       16.1       27.2       23.3
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :   764,570:    98,281    139,646    336,030    271,308    243,723    705,619    719,399:    58,951     45,171
Old  :   764,570:    98,281    139,646    336,030    271,308    243,723    705,619    719,399:    58,951     45,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :  -148,231:   -16,557     32,717    -83,145    -44,201    -92,684   -143,903   -143,113:    -4,328     -5,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.3       44.0       35.5       31.9       92.3       94.1:       7.7        5.9
Old  :     100.0:      12.9       18.3       44.0       35.5       31.9       92.3       94.1:       7.7        5.9
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  :       136:        39         33         47         56         47        120        105:
Old  :       136:        39         33         47         56         47        120        105:
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  :                 30.4       34.5       42.9       47.9        8.3       10.3       13.8       15.7
Old  :                 30.4       34.5       42.9       47.9        8.3       10.3       13.8       15.7
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :    45,213:    12,085      8,818        659     19,064     26,785     31,808     36,262:    13,405      8,951
Old  :    45,213:    12,085      8,818        659     19,064     26,785     31,808     36,262:    13,405      8,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     1,729:       256        299        -17      1,215        268      1,455        550:       275      1,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       19.5        1.5       42.2       59.2       70.4       80.2:      29.6       19.8
Old  :     100.0:      26.7       19.5        1.5       42.2       59.2       70.4       80.2:      29.6       19.8
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         13          8         25         13         45         30:
Old  :        61:        16         13          8         25         13         45         30:
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  :                 25.4       39.4       38.8       58.8       25.3       38.7       38.8       57.1
Old  :                 25.4       39.4       38.8       58.8       25.3       38.7       38.8       57.1
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :    97,766:    41,874     31,216      5,483     40,400     35,891     87,757     72,590:    10,009     25,177
Old  :    97,766:    41,874     31,216      5,483     40,400     35,891     87,757     72,590:    10,009     25,177
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :     3,325:    -1,125      3,237        798      3,182     -3,068      2,855        967:       470      2,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       31.9        5.6       41.3       36.7       89.8       74.2:      10.2       25.8
Old  :     100.0:      42.8       31.9        5.6       41.3       36.7       89.8       74.2:      10.2       25.8
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  :        92:        34         27         23         18         19         64         57:
Old  :        92:        34         27         23         18         19         64         57:
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  :                 48.0       39.4       59.4       53.5       46.7       38.4       58.1       51.4
Old  :                 48.0       39.4       59.4       53.5       46.7       38.4       58.1       51.4
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 with Delta-adjusted Options and Futures Combined, March 7, 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  :    21,891:     7,423      2,879        506     13,672     18,193     21,601     21,578:       290        313
Old  :    21,891:     7,423      2,879        506     13,672     18,193     21,601     21,578:       290        313
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 28, 2006                    :
     :    -2,268:      -197        -30        -51     -1,949     -2,093     -2,197     -2,174:       -71        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       13.2        2.3       62.5       83.1       98.7       98.6:       1.3        1.4
Old  :     100.0:      33.9       13.2        2.3       62.5       83.1       98.7       98.6:       1.3        1.4
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  :        46:         6         12          5         16         19         23         35:
Old  :        46:         6         12          5         16         19         23         35:
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  :                 63.9       53.6       79.7       73.6       63.9       48.7       79.0       68.7
Old  :                 63.9       53.6       79.7       73.6       63.9       48.7       79.0       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 10, 2006