WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   374,200:    71,412     74,539     65,577    203,337    184,478    340,326    324,594:    33,874     49,606
Old  :   252,518:    64,087     87,070     12,005    151,858    130,632    227,950    229,707:    24,568     22,811
Other:   121,682:    50,931     31,075      9,966     51,479     53,846    112,376     94,887:     9,306     26,795
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    24,482:    10,049     -2,343      8,804      4,768     17,252     23,621     23,713:       861        769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       19.9       17.5       54.3       49.3       90.9       86.7:       9.1       13.3
Old  :     100.0:      25.4       34.5        4.8       60.1       51.7       90.3       91.0:       9.7        9.0
Other:     100.0:      41.9       25.5        8.2       42.3       44.3       92.4       78.0:       7.6       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       319:       103        111        107         42         66        229        225:
Old  :       279:        91        113         51         28         53        158        182:
Other:       203:        75         61         50         21         62        122        148:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       27.2       43.8       35.0       30.3       25.4       43.7       30.9
Old  :                 42.2       33.2       56.0       42.4       42.2       33.2       56.0       42.2
Other:                 35.9       23.3       52.0       30.6       34.0       21.8       48.6       28.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,028,170:   235,676    103,986    151,611    488,524    509,934    875,811    765,531:   152,359    262,639
Old  :   784,210:   201,941    156,033     63,631    394,930    383,767    660,502    603,431:   123,708    180,779
Other:   243,960:   110,150     24,368     11,565     93,594    126,167    215,309    162,100:    28,651     81,860
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    51,300:    28,176    -10,969     10,456      9,974     33,165     48,606     32,652:     2,694     18,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       10.1       14.7       47.5       49.6       85.2       74.5:      14.8       25.5
Old  :     100.0:      25.8       19.9        8.1       50.4       48.9       84.2       76.9:      15.8       23.1
Other:     100.0:      45.2       10.0        4.7       38.4       51.7       88.3       66.4:      11.7       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       181        103        149        183        234        453        433:
Old  :       590:       165        139        111        150        217        387        405:
Other:       398:       102         65         21         83        196        195        272:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       15.0       27.8       20.2       18.4       13.5       27.1       17.8
Old  :                 23.5       14.8       33.4       20.3       23.5       13.0       32.3       17.6
Other:                 27.5       17.8       37.6       23.8       26.4       17.5       36.4       22.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,284:     6,492        691        156      1,434      8,959      8,082      9,806:     4,202      2,478
Old  :    10,540:     6,132        734         32        917      7,715      7,081      8,481:     3,459      2,059
Other:     1,744:       459         56         25        517      1,244      1,001      1,325:       743        419
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :       -45:       903        -44       -222       -277        525        404        259:      -449       -304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8        5.6        1.3       11.7       72.9       65.8       79.8:      34.2       20.2
Old  :     100.0:      58.2        7.0        0.3        8.7       73.2       67.2       80.5:      32.8       19.5
Other:     100.0:      26.3        3.2        1.4       29.6       71.3       57.4       76.0:      42.6       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        25          7          5          9         15         37         24:
Old  :        48:        23          9          4          5         15         32         24:
Other:        18:         8          1          3          5          8         13         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.1       41.7       39.2       64.1       24.9       37.2       37.3       58.6
Old  :                 29.0       41.5       43.4       63.5       29.0       40.0       43.4       62.0
Other:                 42.9       64.2       55.9       74.6       39.2       63.0       51.7       70.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   351,064:    58,678     65,463     46,979    187,730    144,136    293,387    256,578:    57,677     94,486
Old  :   295,013:    57,963     80,676     24,043    162,528    123,260    244,534    227,979:    50,479     67,034
Other:    56,051:    22,186      6,258      1,465     25,202     20,876     48,853     28,599:     7,198     27,452
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     8,363:       267     -6,808       -415      8,590     14,071      8,442      6,848:       -79      1,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       18.6       13.4       53.5       41.1       83.6       73.1:      16.4       26.9
Old  :     100.0:      19.6       27.3        8.1       55.1       41.8       82.9       77.3:      17.1       22.7
Other:     100.0:      39.6       11.2        2.6       45.0       37.2       87.2       51.0:      12.8       49.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        89        112         91         95        102        252        260:
Old  :       343:        92        121         69         86         94        226        244:
Other:       157:        40         30         13         39         65         88        101:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       15.7       32.0       23.7       19.9       12.2       28.2       16.6
Old  :                 25.6       17.3       37.3       26.3       25.6       16.2       35.4       22.7
Other:                 34.7       18.4       47.9       25.2       34.5       16.6       46.0       23.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   185,257:    28,168     31,806     30,455    103,942    103,061    162,565    165,322:    22,692     19,935
Old  :   164,023:    28,924     32,825     21,933     92,784     90,554    143,641    145,312:    20,382     18,711
Other:    21,234:     5,000      4,737      2,766     11,158     12,507     18,924     20,010:     2,310      1,224
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     3,933:       -41     -6,103      5,953     -1,514      7,222      4,398      7,072:      -465     -3,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       17.2       16.4       56.1       55.6       87.8       89.2:      12.2       10.8
Old  :     100.0:      17.6       20.0       13.4       56.6       55.2       87.6       88.6:      12.4       11.4
Other:     100.0:      23.5       22.3       13.0       52.5       58.9       89.1       94.2:      10.9        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        37         52         45         48         44        115        126:
Old  :       164:        41         57         42         47         42        112        121:
Other:        52:        15         12         10         11         18         28         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       31.3       39.1       42.8       24.4       28.7       34.7       35.1
Old  :                 28.2       30.3       40.3       42.6       27.6       27.8       38.5       35.1
Other:                 62.8       47.8       77.8       61.4       57.2       46.9       66.7       59.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   658,500:   119,955     94,222     12,142    405,276    350,559    537,373    456,923:   121,127    201,577
Old  :   658,500:   119,955     94,222     12,142    405,276    350,559    537,373    456,923:   121,127    201,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    54,162:    48,630     -6,254      4,327      3,214     23,529     56,171     21,602:    -2,009     32,560
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       14.3        1.8       61.5       53.2       81.6       69.4:      18.4       30.6
Old  :     100.0:      18.2       14.3        1.8       61.5       53.2       81.6       69.4:      18.4       30.6
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  :       149:        34         31         18         58         63        103        102:
Old  :       149:        34         31         18         58         63        103        102:
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  :                 25.8       19.1       36.3       29.1       15.7       12.5       23.8       19.3
Old  :                 25.8       19.1       36.3       29.1       15.7       12.5       23.8       19.3
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   131,474:    20,818     21,999     22,075     64,940     65,103    107,833    109,177:    23,641     22,297
Old  :   114,838:    21,117     20,855     16,421     55,135     56,740     92,673     94,016:    22,165     20,822
Other:    16,636:     2,495      3,938      2,860      9,805      8,363     15,160     15,161:     1,476      1,475
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     4,609:      -430      3,770      3,271      2,377     -4,825      5,218      2,216:      -609      2,393
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       16.7       16.8       49.4       49.5       82.0       83.0:      18.0       17.0
Old  :     100.0:      18.4       18.2       14.3       48.0       49.4       80.7       81.9:      19.3       18.1
Other:     100.0:      15.0       23.7       17.2       58.9       50.3       91.1       91.1:       8.9        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        33         41         36         51         49        108        112:
Old  :       148:        37         42         35         49         47        106        109:
Other:        56:        16          9          9         20         21         40         36:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       20.9       32.7       31.8       19.6       19.2       27.6       26.2
Old  :                 20.5       20.6       30.7       32.3       20.2       18.8       27.5       26.9
Other:                 47.6       46.0       64.3       61.5       46.4       46.0       56.7       56.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    13,005:     4,925        403      1,207      3,372     10,094      9,504     11,704:     3,501      1,301
Old  :    11,126:     4,624        442        991      2,464      8,722      8,079     10,155:     3,047        971
Other:     1,879:       414         74        103        908      1,372      1,425      1,549:       454        330
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :       678:       369         44       -119        171        629        421        554:       257        124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        3.1        9.3       25.9       77.6       73.1       90.0:      26.9       10.0
Old  :     100.0:      41.6        4.0        8.9       22.1       78.4       72.6       91.3:      27.4        8.7
Other:     100.0:      22.0        3.9        5.5       48.3       73.0       75.8       82.4:      24.2       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        28          9          9         18         21         52         33:
Old  :        65:        28          7          9         17         20         50         31:
Other:        25:         8          3          7          7         11         17         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  :                 20.3       59.2       33.7       67.9       16.3       49.9       26.3       57.7
Old  :                 19.9       60.6       33.5       70.0       19.1       53.8       30.6       62.9
Other:                 47.4       56.0       62.9       70.4       31.7       31.2       39.4       44.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   481,350:   141,360    137,404      4,414    249,052    220,307    394,826    362,125:    86,524    119,225
Old  :   481,350:   141,360    137,404      4,414    249,052    220,307    394,826    362,125:    86,524    119,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     3,734:    -4,876    -25,093        594     10,277     18,222      5,995     -6,277:    -2,261     10,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       28.5        0.9       51.7       45.8       82.0       75.2:      18.0       24.8
Old  :     100.0:      29.4       28.5        0.9       51.7       45.8       82.0       75.2:      18.0       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        30         36          5         56         58         89         96:
Old  :       149:        30         36          5         56         58         89         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       18.7       36.3       28.3       22.0       18.5       36.0       27.9
Old  :                 22.0       18.7       36.3       28.3       22.0       18.5       36.0       27.9
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,017,112:   583,985    446,072     47,719  1,170,392  1,125,468  1,802,096  1,619,259:   215,016    397,853
Old  : 2,017,112:   583,985    446,072     47,719  1,170,392  1,125,468  1,802,096  1,619,259:   215,016    397,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :    85,384:    19,464     40,294       -932     73,202     51,822     91,734     91,184:    -6,350     -5,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       22.1        2.4       58.0       55.8       89.3       80.3:      10.7       19.7
Old  :     100.0:      29.0       22.1        2.4       58.0       55.8       89.3       80.3:      10.7       19.7
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  :       262:        58         67         45         90         97        168        189:
Old  :       262:        58         67         45         90         97        168        189:
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  :                 32.9       29.3       40.8       39.6       26.2       27.3       34.1       34.4
Old  :                 32.9       29.3       40.8       39.6       26.2       27.3       34.1       34.4
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,334,193:   315,870    360,641     44,310    811,403    613,308  1,171,583  1,018,259:   162,610    315,934
Old  : 1,334,193:   315,870    360,641     44,310    811,403    613,308  1,171,583  1,018,259:   162,610    315,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :   118,274:    52,118     46,878     12,942     67,262     39,478    132,322     99,298:   -14,048     18,976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       27.0        3.3       60.8       46.0       87.8       76.3:      12.2       23.7
Old  :     100.0:      23.7       27.0        3.3       60.8       46.0       87.8       76.3:      12.2       23.7
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  :       200:        49         39         23         71         80        125        137:
Old  :       200:        49         39         23         71         80        125        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       21.1       37.3       29.1       24.1       20.7       32.2       26.9
Old  :                 26.4       21.1       37.3       29.1       24.1       20.7       32.2       26.9
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   470,718:   123,821    114,983    100,275    197,077    215,893    421,173    431,151:    49,545     39,567
Old  :   470,718:   123,821    114,983    100,275    197,077    215,893    421,173    431,151:    49,545     39,567
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :  -107,201:   -39,224    -24,482    -15,600    -51,769    -64,447   -106,593   -104,529:      -608     -2,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       24.4       21.3       41.9       45.9       89.5       91.6:      10.5        8.4
Old  :     100.0:      26.3       24.4       21.3       41.9       45.9       89.5       91.6:      10.5        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        29         30         36         55         43        107         90:
Old  :       126:        29         30         36         55         43        107         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       33.1       40.8       43.6       22.3       21.9       30.9       28.1
Old  :                 26.9       33.1       40.8       43.6       22.3       21.9       30.9       28.1
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    38,482:     9,376      6,919         17     17,789     25,838     27,182     32,774:    11,300      5,708
Old  :    38,482:     9,376      6,919         17     17,789     25,838     27,182     32,774:    11,300      5,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :      -713:      -341        878         -5        636     -1,976        290     -1,103:    -1,003        390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       18.0        0.0       46.2       67.1       70.6       85.2:      29.4       14.8
Old  :     100.0:      24.4       18.0        0.0       46.2       67.1       70.6       85.2:      29.4       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        12         13          2         24         13         37         27:
Old  :        58:        12         13          2         24         13         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       43.8       42.2       65.9       26.9       43.8       42.1       64.6
Old  :                 27.0       43.8       42.2       65.9       26.9       43.8       42.1       64.6
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    89,430:    39,314     31,721        340     38,208     36,001     77,862     68,062:    11,568     21,368
Old  :    89,430:    39,314     31,721        340     38,208     36,001     77,862     68,062:    11,568     21,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :     6,061:       705      1,734       -364      5,701      4,363      6,042      5,733:        19        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       35.5        0.4       42.7       40.3       87.1       76.1:      12.9       23.9
Old  :     100.0:      44.0       35.5        0.4       42.7       40.3       87.1       76.1:      12.9       23.9
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  :        78:        29         20          3         16         17         46         39:
Old  :        78:        29         20          3         16         17         46         39:
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  :                 53.0       39.8       62.6       58.4       53.0       39.8       62.6       58.0
Old  :                 53.0       39.8       62.6       58.4       53.0       39.8       62.6       58.0
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 - Futures Only, February 7, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    32,959:     7,527      4,052        556     24,478     28,073     32,561     32,681:       398        278
Old  :    32,959:     7,527      4,052        556     24,478     28,073     32,561     32,681:       398        278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 31, 2006                     :
     :       417:        20       -137         33        355        855        408        751:         9       -334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       12.3        1.7       74.3       85.2       98.8       99.2:       1.2        0.8
Old  :     100.0:      22.8       12.3        1.7       74.3       85.2       98.8       99.2:       1.2        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         8         13          5         15         18         24         35:
Old  :        50:         8         13          5         15         18         24         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       61.1       85.1       81.4       65.2       54.9       79.3       72.6
Old  :                 67.1       61.1       85.1       81.4       65.2       54.9       79.3       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 10, 2006