WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,206
COMMITMENTS
  69,159   67,588   87,942  250,879  224,473  407,979  380,002   27,226   55,203

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      2,421)
   3,056    2,077      140   10,571   10,564   13,767   12,781  -11,346  -10,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     15.5     20.2     57.6     51.6     93.7     87.3      6.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      322)
      93      121      121       54       81      235      252
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,449,507
COMMITMENTS
 284,168   76,579  356,970  638,199  734,432  1279337  1167982  170,170  281,526

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     21,236)
   8,213    5,198   25,574   11,084   20,749   44,872   51,521  -23,635  -30,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      5.3     24.6     44.0     50.7     88.3     80.6     11.7     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      724)
     212      133      217      269      312      591      584
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,711
COMMITMENTS
   4,659      193    1,383    3,223    9,022    9,264   10,597    3,447    2,113

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        691)
       5     -742      226      655    1,418      887      902     -195     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      1.5     10.9     25.4     71.0     72.9     83.4     27.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      24        5       10       12       16       42       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,074
COMMITMENTS
  56,917   65,701  104,822  210,253  159,148  371,992  329,671   59,082  101,404

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      5,187)
   8,602  -19,737   10,261   -3,558   28,259   15,305   18,783  -10,119  -13,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     15.2     24.3     48.8     36.9     86.3     76.5     13.7     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      412)
     122      135      155      105      120      326      328
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,590
COMMITMENTS
  10,727    2,840      484      330      460   11,541    3,784    4,049   11,806

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        7        6        1        2       15       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      271,633
COMMITMENTS
  74,528   11,773   49,185  117,521  191,240  241,233  252,198   30,400   19,435

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     27,277)
  19,114   -5,112    3,582    1,264   25,572   23,960   24,042    3,317    3,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      4.3     18.1     43.3     70.4     88.8     92.8     11.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      84       27       51       54       56      167      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,183,302
COMMITMENTS
  81,630  253,639  247,292  705,687  450,602  1034609  951,534  148,693  231,768

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     70,565)
  -3,264   19,471   28,205   45,448   31,747   70,389   79,424      175   -8,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     21.4     20.9     59.6     38.1     87.4     80.4     12.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      36       66       68       84       88      161      181
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      186,525
COMMITMENTS
  30,007   42,258   34,707   92,634   86,077  157,348  163,042   29,177   23,482

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      1,016)
   4,406   -1,925      705   -2,948    5,270    2,162    4,049   -1,146   -3,033

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     22.7     18.6     49.7     46.1     84.4     87.4     15.6     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      44       49       49       59       58      133      141
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,539
COMMITMENTS
   3,111      426    1,382    4,314    7,942    8,808    9,751    2,731    1,788

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -425)
    -376       -5       42      105     -514     -229     -477     -196       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0      3.7     12.0     37.4     68.8     76.3     84.5     23.7     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      20        7        9       19       20       42       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      553,414
COMMITMENTS
 182,316  161,999    8,835  251,161  260,698  442,312  431,532  111,102  121,882

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     31,496)
   9,337    9,687   -2,357   19,032   23,679   26,011   31,009    5,485      487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     29.3      1.6     45.4     47.1     79.9     78.0     20.1     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      40       42       17       61       58      109      109
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,046,987
COMMITMENTS
 615,805  611,932  475,890  1737808  1534882  2829503  2622703  217,484  424,284

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:    -15,214)
  41,157   14,718   34,921  -35,606  -24,579   40,472   25,060  -55,686  -40,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     20.1     15.6     57.0     50.4     92.9     86.1      7.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      65       86       89      121      129      232      258
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,534,100
COMMITMENTS
 298,617  284,598  170,364  853,731  730,256  1322712  1185218  211,389  348,883

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:     18,650)
 -12,997  -23,664    9,753   20,006   34,726   16,761   20,815    1,888   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5     18.6     11.1     55.7     47.6     86.2     77.3     13.8     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      45       51       42       73       85      140      156
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      845,354
COMMITMENTS
 163,264  112,080  371,234  273,904  328,343  808,402  811,656   36,952   33,697

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:   -194,689)
 -56,937  -94,757  -54,272  -66,261  -41,613 -177,470 -190,642  -17,219   -4,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     13.3     43.9     32.4     38.8     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      33       29       50       57       53      117      109
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,970
COMMITMENTS
   4,908    4,584    1,467    4,922    7,717   11,297   13,768    8,673    6,202

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:       -384)
    -298     -532      308      231     -776      241   -1,000     -625      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     23.0      7.3     24.6     38.6     56.6     68.9     43.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       9       10        7        7        6       21       18
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,494
COMMITMENTS
  13,005    7,292      609   21,764   30,495   35,377   38,396   12,116    9,098

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:        537)
     948     -341       -4      131       52    1,076     -292     -539      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4     15.4      1.3     45.8     64.2     74.5     80.8     25.5     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       13        7       20       10       43       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,904
COMMITMENTS
  56,051   20,647    5,255   19,041   38,920   80,347   64,822   11,557   27,083

CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST:      5,914)
   2,900      329      600    1,573    2,170    5,072    3,099      842    2,816

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.0     22.5      5.7     20.7     42.3     87.4     70.5     12.6     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      33       33       20       20       21       66       61
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,825
COMMITMENTS
   1,838    2,878      259   10,379    9,505   12,476   12,642      349      183

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

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

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

Updated May 5, 2006