WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :   435,696:    61,244     59,143    104,985    234,053    212,195    400,283    376,323:    35,413     59,373
Old  :   222,088:    42,452     79,472     16,140    146,495    109,142    205,087    204,754:    17,001     17,334
Other:   213,608:    71,440     32,318     36,198     87,558    103,053    195,196    171,569:    18,412     42,039
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -6,512:   -10,846        146      1,160      5,597     -9,382     -4,090     -8,077:    -2,422      1,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       13.6       24.1       53.7       48.7       91.9       86.4:       8.1       13.6
Old  :     100.0:      19.1       35.8        7.3       66.0       49.1       92.3       92.2:       7.7        7.8
Other:     100.0:      33.4       15.1       16.9       41.0       48.2       91.4       80.3:       8.6       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       104        106        140         60         77        266        251:
Old  :       278:        85        118         53         38         59        154        199:
Other:       253:       110         61         86         48         72        193        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  :                 28.2       25.4       40.3       32.7       28.1       22.7       40.1       27.6
Old  :                 43.5       31.5       59.2       41.5       43.5       30.7       59.1       40.7
Other:                 23.9       23.5       33.5       30.8       22.7       19.8       30.9       26.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  : 1,296,817:   201,554    118,853    304,778    600,547    581,770  1,106,878  1,005,400:   189,939    291,417
Old  :   874,107:   136,621    171,616    166,516    432,260    375,315    735,397    713,447:   138,710    160,660
Other:   422,710:   136,121     18,426     67,074    168,287    206,454    371,481    291,953:    51,229    130,757
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    37,221:   -35,197     31,696     37,461     28,538    -26,747     30,802     42,410:     6,419     -5,189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        9.2       23.5       46.3       44.9       85.4       77.5:      14.6       22.5
Old  :     100.0:      15.6       19.6       19.0       49.5       42.9       84.1       81.6:      15.9       18.4
Other:     100.0:      32.2        4.4       15.9       39.8       48.8       87.9       69.1:      12.1       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       633:       183        115        181        243        270        511        509:
Old  :       611:       145        157        153        228        247        464        474:
Other:       452:       128         53         78        126        238        283        341:
     :----------------------------------------------------------------------------------------------------
     :             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       14.1       25.0       19.5       16.2        9.5       23.4       13.1
Old  :                 22.1       14.5       32.0       20.5       22.1       10.1       30.0       14.6
Other:                 21.6       14.2       32.0       21.4       20.7       10.7       30.1       15.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :    11,428:     3,862        600        784      3,526      7,958      8,172      9,342:     3,256      2,086
Old  :     6,831:     3,553        635         80      1,341      5,021      4,974      5,736:     1,858      1,095
Other:     4,597:       505        161        509      2,185      2,936      3,199      3,606:     1,398        991
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -689:    -1,258        444        272        966     -1,578        -19       -861:      -670        173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        5.3        6.9       30.9       69.6       71.5       81.7:      28.5       18.3
Old  :     100.0:      52.0        9.3        1.2       19.6       73.5       72.8       84.0:      27.2       16.0
Other:     100.0:      11.0        3.5       11.1       47.5       63.9       69.6       78.4:      30.4       21.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        17          7          6         15         15         35         25:
Old  :        40:        14          7          3          7         14         23         22:
Other:        26:         8          3          6         11         12         21         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.1       40.7       46.7       60.6       25.6       30.9       35.0       44.1
Old  :                 42.9       44.0       57.8       63.4       42.9       43.7       57.8       63.1
Other:                 46.4       52.6       58.1       67.3       34.9       42.1       41.1       50.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :   426,342:    50,361     79,950     96,583    211,248    139,824    358,192    316,357:    68,150    109,985
Old  :   340,891:    49,815    102,796     55,507    181,037    112,693    286,359    270,996:    54,532     69,894
Other:    85,451:    31,571      8,178     10,051     30,211     27,131     71,833     45,360:    13,618     40,091
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    10,901:    -2,921     15,476      4,055     10,495     -9,522     11,629     10,009:      -728        892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       18.8       22.7       49.5       32.8       84.0       74.2:      16.0       25.8
Old  :     100.0:      14.6       30.2       16.3       53.1       33.1       84.0       79.5:      16.0       20.5
Other:     100.0:      36.9        9.6       11.8       35.4       31.8       84.1       53.1:      15.9       46.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:        99        146        144        113        115        309        330:
Old  :       394:       101        154        121        107        108        280        319:
Other:       193:        65         36         36         54         77        131        137:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       13.0       28.0       20.0       17.9        8.3       25.2       12.3
Old  :                 23.3       14.3       33.4       22.2       23.3        9.4       32.1       15.1
Other:                 24.3       13.9       36.6       22.9       23.4       11.1       33.9       16.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,254:     8,524      3,875        942          0          0      9,466      4,817:     4,788      9,437
Old  :     8,064:     3,230      3,880        879          0          0      4,109      4,759:     3,955      3,305
Other:     6,190:     5,357         58          0          0          0      5,357         58:       833      6,132
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -867:      -776       -639       -242          0          0     -1,018       -881:       151         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.8       27.2        6.6        0.0        0.0       66.4       33.8:      33.6       66.2
Old  :     100.0:      40.1       48.1       10.9        0.0        0.0       51.0       59.0:      49.0       41.0
Other:     100.0:      86.5        0.9        0.0        0.0        0.0       86.5        0.9:      13.5       99.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12         11          7          0          0         14         16:
Old  :        23:        12         11          6          0          0         13         16:
Other:         7:         5          2          0          0          0          5          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  :                 50.5       18.2       60.4       26.8       47.4       17.1       55.1       24.0
Old  :                 30.8       32.1       45.4       47.1       23.6       30.3       35.6       42.5
Other:                 86.5        0.9       86.5        0.9       86.5        0.9       86.5        0.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :   215,407:    37,247     16,962     42,099    113,882    136,287    193,228    195,348:    22,179     20,059
Old  :   187,764:    39,348     22,041     28,194    101,060    119,606    168,602    169,841:    19,162     17,923
Other:    27,643:     7,277      4,299      4,527     12,823     16,681     24,627     25,507:     3,017      2,136
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -6,530:    -8,340       -440      1,389      4,190     -9,142     -2,761     -8,193:    -3,769      1,663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        7.9       19.5       52.9       63.3       89.7       90.7:      10.3        9.3
Old  :     100.0:      21.0       11.7       15.0       53.8       63.7       89.8       90.5:      10.2        9.5
Other:     100.0:      26.3       15.6       16.4       46.4       60.3       89.1       92.3:      10.9        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        51         37         45         50         48        127        117:
Old  :       163:        54         41         40         49         47        123        114:
Other:        65:        18         16         17         15         24         41         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       40.4       34.1       50.0       21.9       36.3       30.9       41.7
Old  :                 25.2       40.6       36.3       50.8       25.2       36.6       35.3       44.6
Other:                 58.4       44.1       73.3       57.5       54.7       41.5       61.7       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :   809,552:    50,874     96,694    131,696    503,181    371,005    685,750    599,395:   123,802    210,158
Old  :   809,552:    50,874     96,694    131,696    503,181    371,005    685,750    599,395:   123,802    210,158
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    22,228:    10,801     15,693    -12,327     31,019      4,211     29,493      7,577:    -7,265     14,651
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.9       16.3       62.2       45.8       84.7       74.0:      15.3       26.0
Old  :     100.0:       6.3       11.9       16.3       62.2       45.8       84.7       74.0:      15.3       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  :       171:        38         36         46         76         79        134        141:
Old  :       171:        38         36         46         76         79        134        141:
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  :                 19.3       15.2       28.9       24.0       13.2       10.3       19.4       15.9
Old  :                 19.3       15.2       28.9       24.0       13.2       10.3       19.4       15.9
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 21, 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  :   166,539:    19,547     37,618     35,834     80,991     64,047    136,372    137,499:    30,167     29,040
Old  :   136,796:    19,421     34,934     25,268     65,179     52,198    109,868    112,401:    26,927     24,395
Other:    29,743:     3,655      6,213      7,037     15,812     11,848     26,504     25,098:     3,239      4,645
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     1,901:      -502        908      1,854       -636     -1,594        715      1,167:     1,186        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       22.6       21.5       48.6       38.5       81.9       82.6:      18.1       17.4
Old  :     100.0:      14.2       25.5       18.5       47.6       38.2       80.3       82.2:      19.7       17.8
Other:     100.0:      12.3       20.9       23.7       53.2       39.8       89.1       84.4:      10.9       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        36         59         48         55         51        123        137:
Old  :       170:        46         56         46         53         48        121        132:
Other:        78:        17         25         23         27         24         59         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.9       17.1       33.3       25.9       19.8       14.6       28.1       21.1
Old  :                 21.0       17.4       30.5       26.1       18.9       14.0       25.6       21.7
Other:                 42.0       29.3       56.5       45.7       40.4       28.1       50.6       38.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :    11,662:     3,519        371      1,244      4,115      8,367      8,878      9,981:     2,784      1,680
Old  :     8,334:     3,104        481        628      2,677      6,068      6,410      7,177:     1,924      1,157
Other:     3,328:       588         63        442      1,438      2,299      2,468      2,804:       859        523
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -1,237:      -743        116       -147       -123     -1,127     -1,013     -1,158:      -224        -79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.2       10.7       35.3       71.7       76.1       85.6:      23.9       14.4
Old  :     100.0:      37.2        5.8        7.5       32.1       72.8       76.9       86.1:      23.1       13.9
Other:     100.0:      17.7        1.9       13.3       43.2       69.1       74.2       84.3:      25.8       15.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        23          6         11         20         21         47         34:
Old  :        53:        18          8          7         17         19         40         29:
Other:        33:         8          5          8         10         16         22         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.3       48.4       40.1       60.6       19.3       37.0       28.9       43.7
Old  :                 29.4       50.0       43.5       63.3       25.1       41.2       37.8       49.4
Other:                 42.1       49.7       56.0       64.7       29.5       31.8       34.6       44.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :   502,968:   154,968    116,407     14,236    247,346    245,597    416,550    376,239:    86,418    126,729
Old  :   502,968:   154,968    116,407     14,236    247,346    245,597    416,550    376,239:    86,418    126,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    21,893:    32,722    -22,072      4,717    -12,909     39,349     24,531     21,994:    -2,638       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       23.1        2.8       49.2       48.8       82.8       74.8:      17.2       25.2
Old  :     100.0:      30.8       23.1        2.8       49.2       48.8       82.8       74.8:      17.2       25.2
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  :       156:        31         39         18         62         63        104        109:
Old  :       156:        31         39         18         62         63        104        109:
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  :                 25.2       13.8       38.7       22.8       24.6       12.6       37.3       21.1
Old  :                 25.2       13.8       38.7       22.8       24.6       12.6       37.3       21.1
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 21, 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  : 2,619,882:   587,956    363,536    342,808  1,451,969  1,402,344  2,382,732  2,108,688:   237,149    511,194
Old  : 2,619,882:   587,956    363,536    342,808  1,451,969  1,402,344  2,382,732  2,108,688:   237,149    511,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :  -138,041:   -43,070   -128,772    -49,645    -13,757     -1,046   -106,472   -179,463:   -31,569     41,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.9       13.1       55.4       53.5       90.9       80.5:       9.1       19.5
Old  :     100.0:      22.4       13.9       13.1       55.4       53.5       90.9       80.5:       9.1       19.5
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  :       298:        57         90         88        115        127        222        255:
Old  :       298:        57         90         88        115        127        222        255:
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  :                 28.2       23.3       36.2       31.3       20.9       21.4       28.2       25.2
Old  :                 28.2       23.3       36.2       31.3       20.9       21.4       28.2       25.2
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 21, 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  : 1,365,944:   267,449    278,428    135,822    794,403    664,559  1,197,674  1,078,809:   168,269    287,135
Old  : 1,365,944:   267,449    278,428    135,822    794,403    664,559  1,197,674  1,078,809:   168,269    287,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -59,144:   -46,175    -66,228      5,895    -11,249       -733    -51,530    -61,066:    -7,614      1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       20.4        9.9       58.2       48.7       87.7       79.0:      12.3       21.0
Old  :     100.0:      19.6       20.4        9.9       58.2       48.7       87.7       79.0:      12.3       21.0
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  :       205:        41         53         47         77         92        139        171:
Old  :       205:        41         53         47         77         92        139        171:
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  :                 23.5       14.3       33.8       21.2       19.5       13.3       29.3       19.0
Old  :                 23.5       14.3       33.8       21.2       19.5       13.3       29.3       19.0
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 21, 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  :   998,274:   132,251    160,140    405,189    384,017    383,220    921,457    948,550:    76,817     49,725
Old  :   998,274:   132,251    160,140    405,189    384,017    383,220    921,457    948,550:    76,817     49,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    77,581:    16,985     -4,560     22,356     42,940     58,311     82,282     76,107:    -4,701      1,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       16.0       40.6       38.5       38.4       92.3       95.0:       7.7        5.0
Old  :     100.0:      13.2       16.0       40.6       38.5       38.4       92.3       95.0:       7.7        5.0
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  :       144:        45         30         52         57         54        126        114:
Old  :       144:        45         30         52         57         54        126        114:
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  :                 28.8       31.9       38.9       44.0        7.3       12.1       12.4       16.6
Old  :                 28.8       31.9       38.9       44.0        7.3       12.1       12.4       16.6
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 21, 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  :    42,555:    10,552      7,522        767     16,079     25,520     27,397     33,809:    15,158      8,747
Old  :    42,555:    10,552      7,522        767     16,079     25,520     27,397     33,809:    15,158      8,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -15,790:    -1,731       -209     -7,717     -9,648     -6,129    -19,096    -14,055:     3,306     -1,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       17.7        1.8       37.8       60.0       64.4       79.4:      35.6       20.6
Old  :     100.0:      24.8       17.7        1.8       37.8       60.0       64.4       79.4:      35.6       20.6
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  :        55:        17         12          9         16         12         37         29:
Old  :        55:        17         12          9         16         12         37         29:
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  :                 28.1       39.1       42.1       58.0       28.1       39.1       42.1       58.0
Old  :                 28.1       39.1       42.1       58.0       28.1       39.1       42.1       58.0
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 21, 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  :    76,523:    51,818     21,559      3,112     11,794     21,462     66,724     46,133:     9,799     30,390
Old  :    76,523:    51,818     21,559      3,112     11,794     21,462     66,724     46,133:     9,799     30,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -45,117:     7,630    -14,654    -13,308    -36,876    -25,374    -42,555    -53,336:    -2,562      8,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.7       28.2        4.1       15.4       28.0       87.2       60.3:      12.8       39.7
Old  :     100.0:      67.7       28.2        4.1       15.4       28.0       87.2       60.3:      12.8       39.7
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  :        91:        29         34         17         14         20         54         60:
Old  :        91:        29         34         17         14         20         54         60:
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  :                 46.5       22.5       58.4       31.2       45.9       21.0       56.9       29.7
Old  :                 46.5       22.5       58.4       31.2       45.9       21.0       56.9       29.7
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 21, 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  :    14,416:     1,778      2,431        239     12,121     11,468     14,138     14,138:       278        278
Old  :    14,416:     1,778      2,431        239     12,121     11,468     14,138     14,138:       278        278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -286:       116        406        -31       -350       -671       -265       -296:       -21         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       16.9        1.7       84.1       79.6       98.1       98.1:       1.9        1.9
Old  :     100.0:      12.3       16.9        1.7       84.1       79.6       98.1       98.1:       1.9        1.9
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  :        41:         6         12          4         14         12         22         26:
Old  :        41:         6         12          4         14         12         22         26:
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  :                 54.6       63.8       77.8       80.9       54.6       58.7       76.6       74.5
Old  :                 54.6       63.8       77.8       80.9       54.6       58.7       76.6       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 24, 2006