WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      448,619
COMMITMENTS
  68,004   60,994   98,674  244,131  227,862  410,808  387,529   37,811   61,089

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      4,501)
   5,010   -6,074   -3,739    7,288   19,224    8,559    9,412   -4,058   -4,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     13.6     22.0     54.4     50.8     91.6     86.4      8.4     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
     110      111      133       58       82      255      256
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,456,767
COMMITMENTS
 265,698   86,647  347,882  624,673  700,686  1238253  1135215  218,514  321,553

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     81,273)
  28,332  -11,404   20,598   13,740   52,956   62,671   62,151   18,602   19,122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.9     23.9     42.9     48.1     85.0     77.9     15.0     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      707)
     225      128      206      272      300      592      555
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,626
COMMITMENTS
   3,777      669      960    3,330    7,631    8,067    9,261    3,558    2,365

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:       -753)
    -101       81       51      296      -44      246       88     -999     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5      5.8      8.3     28.6     65.6     69.4     79.7     30.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      15        7        7       11       15       32       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      469,437
COMMITMENTS
  49,218  105,159  108,179  236,904  136,064  394,301  349,402   75,136  120,035

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     10,267)
     708    4,798    2,501    2,645    4,392    5,854   11,691    4,413   -1,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     22.4     23.0     50.5     29.0     84.0     74.4     16.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     102      171      176      112      104      335      359
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       18,254
COMMITMENTS
  12,494    4,885    1,488        0      218   13,982    6,591    4,272   11,663

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      2,722)
   2,744    2,080      533     -610      -21    2,667    2,592       55      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.4     26.8      8.2      0.0      1.2     76.6     36.1     23.4     63.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9       11        9        0        1       13       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      216,113
COMMITMENTS
  34,017   31,337   39,635  120,118  124,443  193,770  195,415   22,343   20,698

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      4,974)
     295    6,821   -2,241    8,417    4,259    6,471    8,839   -1,496   -3,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     14.5     18.3     55.6     57.6     89.7     90.4     10.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      51       43       44       52       51      125      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      971,914
COMMITMENTS
  61,432  178,417  186,430  574,656  400,640  822,517  765,487  149,396  206,427

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     86,284)
   2,732   25,749   37,491   39,329   17,663   79,552   80,904    6,731    5,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3     18.4     19.2     59.1     41.2     84.6     78.8     15.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      33       56       52       78       75      144      150
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,972
COMMITMENTS
  22,147   51,179   42,372  105,409   74,858  169,928  168,408   29,045   30,564

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     16,368)
   2,370   10,985    3,057   11,476    1,228   16,902   15,269     -534    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     25.7     21.3     53.0     37.6     85.4     84.6     14.6     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      39       66       56       63       58      141      163
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,971
COMMITMENTS
   3,420      318    1,298    4,235    8,720    8,953   10,335    3,019    1,636

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:        -73)
      44       -7      148      166      -61      358       80     -431     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      2.7     10.8     35.4     72.8     74.8     86.3     25.2     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        7       11       20       20       45       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      498,128
COMMITMENTS
 150,608  149,939   21,316  230,254  211,624  402,179  382,879   95,949  115,249

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      2,433)
  -7,355   17,162    3,745   -5,999  -12,980   -9,609    7,927   12,042   -5,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.2     30.1      4.3     46.2     42.5     80.7     76.9     19.3     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      28       45       21       53       54       95      106
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,917,055
COMMITMENTS
 611,113  479,574  411,681  1655486  1567537  2678281  2458792  238,775  458,263

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:    170,925)
  11,573   14,926   55,449  104,112  111,261  171,134  181,636     -209  -10,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     16.4     14.1     56.8     53.7     91.8     84.3      8.2     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      72       80       91      129      133      243      262
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,443,833
COMMITMENTS
 269,183  272,820  160,550  822,004  685,472  1251737  1118843  192,096  324,990

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     51,950)
   9,442  -10,630    3,545   17,723   45,037   30,710   37,952   21,240   13,998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     18.9     11.1     56.9     47.5     86.7     77.5     13.3     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      42       54       48       73       84      138      163
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      984,068
COMMITMENTS
 174,150  194,264  416,674  326,516  329,682  917,341  940,621   66,727   43,447

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:     58,301)
  12,529    5,682   33,394   14,782   13,980   60,705   53,056   -2,404    5,245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     19.7     42.3     33.2     33.5     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      39       35       54       54       52      119      115
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       17,955
COMMITMENTS
   5,581    4,806      912    2,026    5,603    8,519   11,321    9,437    6,634

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1     26.8      5.1     11.3     31.2     47.4     63.1     52.6     36.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      12        5        5        6        5       19       14
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,144
COMMITMENTS
  10,125    6,890      880   20,880   29,998   31,885   37,768   13,259    7,376

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:      3,821)
     205     -563      165    4,483    4,978    4,853    4,580   -1,032     -759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4     15.3      1.9     46.3     66.4     70.6     83.7     29.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        8        8       19       12       38       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,325
COMMITMENTS
  50,097   23,664    6,133   15,600   27,572   71,830   57,368   10,495   24,957

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:       -452)
  -2,329    3,244       50    2,197   -2,965      -81      329     -370     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    60.9     28.7      7.4     18.9     33.5     87.3     69.7     12.7     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      33       25       17       15       21       56       55
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,331
COMMITMENTS
   1,924    2,279      239   10,804   10,609   12,967   13,127      364      204

CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST:       -511)
     173       16        0     -693     -422     -520     -406        9     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     17.1      1.8     81.0     79.6     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6       13        4       14       12       22       27
 

Updated April 14, 2006