WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 28, 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  :   390,971:    71,273     72,574     65,704    219,632    199,548    356,609    337,826:    34,362     53,145
Old  :   233,079:    57,398     84,175      3,732    151,923    125,805    213,053    213,712:    20,026     19,367
Other:   157,892:    63,956     38,480     11,891     67,709     73,743    143,556    124,114:    14,336     33,778
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :       420:    -2,397     -9,077      3,877       -794      3,905        686     -1,295:      -266      1,715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       18.6       16.8       56.2       51.0       91.2       86.4:       8.8       13.6
Old  :     100.0:      24.6       36.1        1.6       65.2       54.0       91.4       91.7:       8.6        8.3
Other:     100.0:      40.5       24.4        7.5       42.9       46.7       90.9       78.6:       9.1       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       116        106        118         43         75        248        235:
Old  :       279:        86        117         22         28         56        131        178:
Other:       245:        99         64         58         32         72        159        166:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       27.3       43.5       34.9       30.1       25.0       43.2       30.1
Old  :                 44.7       34.8       61.1       45.0       44.7       34.6       61.1       44.5
Other:                 27.5       23.2       39.4       30.4       26.3       20.9       37.0       27.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 28, 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  : 1,067,618:   258,486     85,457    157,887    497,996    560,680    914,369    804,024:   153,249    263,594
Old  :   768,676:   209,439    140,065     59,111    385,513    405,194    654,063    604,370:   114,613    164,306
Other:   298,942:   133,836     30,181     13,987    112,483    155,486    260,306    199,654:    38,636     99,288
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     4,692:     3,720    -14,131     -1,180      9,122     21,566     11,662      6,255:    -6,970     -1,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.0       14.8       46.6       52.5       85.6       75.3:      14.4       24.7
Old  :     100.0:      27.2       18.2        7.7       50.2       52.7       85.1       78.6:      14.9       21.4
Other:     100.0:      44.8       10.1        4.7       37.6       52.0       87.1       66.8:      12.9       33.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       642:       184        100        163        187        267        470        477:
Old  :       624:       162        134        116        153        254        392        450:
Other:       436:        97         72         29         98        230        213        314:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       15.2       27.7       20.5       18.7       14.5       27.3       18.9
Old  :                 24.4       16.9       34.4       22.2       24.4       15.8       33.6       20.5
Other:                 24.7       13.6       35.4       20.8       23.8       13.1       34.5       19.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    11,348:     5,656        171        229      1,698      9,208      7,583      9,608:     3,765      1,740
Old  :     8,773:     5,166        355         27        901      7,269      6,094      7,651:     2,679      1,122
Other:     2,575:       674          0         18        797      1,939      1,489      1,957:     1,086        618
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -231:      -193       -100       -108        225        112        -76        -96:      -155       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        1.5        2.0       15.0       81.1       66.8       84.7:      33.2       15.3
Old  :     100.0:      58.9        4.0        0.3       10.3       82.9       69.5       87.2:      30.5       12.8
Other:     100.0:      26.2        0.0        0.7       31.0       75.3       57.8       76.0:      42.2       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        23          2          6         10         13         35         21:
Old  :        42:        19          7          2          4         13         24         21:
Other:        20:         8          0          2          8          8         16         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       45.6       40.3       72.1       27.1       40.5       38.7       65.4
Old  :                 35.0       45.4       50.0       72.9       35.0       44.8       49.9       72.3
Other:                 33.3       63.7       48.3       75.3       31.3       59.3       44.9       69.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 28, 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  :   351,265:    55,656     59,472     51,374    189,918    148,109    296,948    258,955:    54,317     92,310
Old  :   283,137:    57,834     78,313     20,976    160,110    124,987    238,920    224,276:    44,217     58,861
Other:    68,128:    24,263      7,600      3,957     29,808     23,122     58,028     34,679:    10,100     33,449
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -24,817:    -9,496      8,841     -3,676       -939    -13,883    -14,111     -8,718:   -10,706    -16,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       16.9       14.6       54.1       42.2       84.5       73.7:      15.5       26.3
Old  :     100.0:      20.4       27.7        7.4       56.5       44.1       84.4       79.2:      15.6       20.8
Other:     100.0:      35.6       11.2        5.8       43.8       33.9       85.2       50.9:      14.8       49.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:        84        103        100         93        110        250        271:
Old  :       343:        88        117         64         84        100        214        249:
Other:       179:        54         33         17         41         70        104        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.7       15.4       34.7       23.4       21.0        9.3       29.6       13.9
Old  :                 27.9       17.5       41.3       27.3       27.7       12.5       38.4       19.7
Other:                 31.7       15.4       43.8       22.4       30.7       13.8       42.5       19.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,289:     8,526      3,928      1,420          0          0      9,946      5,348:     4,343      8,941
Old  :     8,901:     3,872      3,985      1,323          0          0      5,195      5,308:     3,706      3,593
Other:     5,388:     4,751         40          0          0          0      4,751         40:       637      5,348
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7       27.5        9.9        0.0        0.0       69.6       37.4:      30.4       62.6
Old  :     100.0:      43.5       44.8       14.9        0.0        0.0       58.4       59.6:      41.6       40.4
Other:     100.0:      88.2        0.7        0.0        0.0        0.0       88.2        0.7:      11.8       99.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          8         10          0          0         17         15:
Old  :        22:        13          9          9          0          0         16         15:
Other:         7:         6          1          0          0          0          6          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       24.6       59.8       32.8       42.3       22.5       52.2       27.5
Old  :                 31.6       39.6       46.9       52.2       21.8       36.2       34.8       43.7
Other:                 88.0        0.7       88.2        0.7       88.0        0.7       88.2        0.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 28, 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  :   178,978:    29,774     19,983     27,365     95,701    111,498    152,840    158,846:    26,138     20,132
Old  :   156,916:    31,529     21,906     17,416     84,792     99,279    133,737    138,601:    23,179     18,315
Other:    22,062:     4,877      4,709      3,317     10,909     12,219     19,103     20,245:     2,959      1,817
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -3,817:    -1,281     -5,344        284     -4,560      1,209     -5,557     -3,851:     1,740         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       11.2       15.3       53.5       62.3       85.4       88.8:      14.6       11.2
Old  :     100.0:      20.1       14.0       11.1       54.0       63.3       85.2       88.3:      14.8       11.7
Other:     100.0:      22.1       21.3       15.0       49.4       55.4       86.6       91.8:      13.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        42         41         38         46         42        115        110:
Old  :       158:        49         40         33         44         41        109        107:
Other:        49:         9         17          9         11         16         25         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       41.6       39.2       52.8       25.6       37.4       35.5       43.2
Old  :                 29.6       42.5       41.9       54.5       29.1       39.6       40.5       48.9
Other:                 61.6       46.1       77.3       60.7       56.8       44.7       65.4       56.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 28, 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  :   659,181:    94,270     91,284     29,451    393,067    356,834    516,788    477,569:   142,393    181,612
Old  :   659,181:    94,270     91,284     29,451    393,067    356,834    516,788    477,569:   142,393    181,612
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -9,761:   -29,892    -12,170     11,369     -4,767     -5,316    -23,290     -6,117:    13,529     -3,644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       13.8        4.5       59.6       54.1       78.4       72.4:      21.6       27.6
Old  :     100.0:      14.3       13.8        4.5       59.6       54.1       78.4       72.4:      21.6       27.6
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  :       153:        23         42         27         59         70         99        123:
Old  :       153:        23         42         27         59         70         99        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       17.2       31.6       26.8       13.8       11.8       21.9       18.3
Old  :                 21.8       17.2       31.6       26.8       13.8       11.8       21.9       18.3
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 28, 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  :   135,435:    17,825     33,197     19,449     73,142     57,068    110,416    109,714:    25,019     25,721
Old  :   113,077:    16,610     29,792     13,673     59,780     47,655     90,063     91,120:    23,014     21,957
Other:    22,358:     3,051      5,241      3,940     13,362      9,413     20,353     18,594:     2,005      3,764
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :     2,400:    -2,445     13,420     -1,736      6,110     -9,942      1,929      1,742:       471        658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       24.5       14.4       54.0       42.1       81.5       81.0:      18.5       19.0
Old  :     100.0:      14.7       26.3       12.1       52.9       42.1       79.6       80.6:      20.4       19.4
Other:     100.0:      13.6       23.4       17.6       59.8       42.1       91.0       83.2:       9.0       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        29         51         32         46         49         97        117:
Old  :       147:        33         50         32         45         47         96        115:
Other:        60:        17         10          8         21         25         40         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       18.1       35.6       26.7       19.1       14.0       29.1       20.2
Old  :                 20.7       17.7       33.5       26.4       18.0       13.0       27.4       20.2
Other:                 47.5       39.2       65.2       55.0       46.4       39.1       58.7       47.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,903:     4,100        473        906      3,988      9,012      8,994     10,391:     2,909      1,512
Old  :     9,347:     3,677        494        662      2,755      7,145      7,094      8,301:     2,253      1,046
Other:     2,556:       496         52        171      1,233      1,867      1,900      2,090:       656        466
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,265:      -329        152         41         98       -264       -190        -71:    -1,075     -1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4        4.0        7.6       33.5       75.7       75.6       87.3:      24.4       12.7
Old  :     100.0:      39.3        5.3        7.1       29.5       76.4       75.9       88.8:      24.1       11.2
Other:     100.0:      19.4        2.0        6.7       48.2       73.0       74.3       81.8:      25.7       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        23          7          7         17         21         44         32:
Old  :        54:        21          7          6         14         17         38         27:
Other:        27:         7          3          6          8         14         17         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.3       57.2       40.7       66.5       20.4       45.8       30.4       52.8
Old  :                 27.3       59.9       40.4       69.5       24.7       51.3       36.5       59.8
Other:                 44.9       52.3       62.0       66.7       30.3       30.9       38.8       44.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 28, 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  :   484,210:   135,715    149,791      8,991    249,552    199,734    394,258    358,516:    89,952    125,694
Old  :   484,210:   135,715    149,791      8,991    249,552    199,734    394,258    358,516:    89,952    125,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -20,534:    -1,755     10,845       -842    -19,225    -39,981    -21,822    -29,978:     1,288      9,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       30.9        1.9       51.5       41.2       81.4       74.0:      18.6       26.0
Old  :     100.0:      28.0       30.9        1.9       51.5       41.2       81.4       74.0:      18.6       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        29         38         11         60         61         95        104:
Old  :       150:        29         38         11         60         61         95        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       15.5       37.5       24.9       23.5       14.8       36.3       23.9
Old  :                 23.7       15.5       37.5       24.9       23.5       14.8       36.3       23.9
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 28, 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  : 1,986,502:   610,418    427,660     83,597  1,020,295  1,047,929  1,714,310  1,559,186:   272,192    427,316
Old  : 1,986,502:   610,418    427,660     83,597  1,020,295  1,047,929  1,714,310  1,559,186:   272,192    427,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    62,418:    22,599    -13,563     17,976    -28,682     27,409     11,893     31,822:    50,525     30,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       21.5        4.2       51.4       52.8       86.3       78.5:      13.7       21.5
Old  :     100.0:      30.7       21.5        4.2       51.4       52.8       86.3       78.5:      13.7       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       255:        59         72         48         87         98        169        195:
Old  :       255:        59         72         48         87         98        169        195:
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  :                 26.2       25.6       35.7       34.2       23.5       24.5       32.8       31.7
Old  :                 26.2       25.6       35.7       34.2       23.5       24.5       32.8       31.7
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 28, 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  : 1,378,498:   388,068    387,153     25,332    783,900    648,631  1,197,300  1,061,116:   181,198    317,382
Old  : 1,378,498:   388,068    387,153     25,332    783,900    648,631  1,197,300  1,061,116:   181,198    317,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :  -105,458:    15,472        911    -32,566   -110,909    -73,055   -128,003   -104,710:    22,545       -748
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       28.1        1.8       56.9       47.1       86.9       77.0:      13.1       23.0
Old  :     100.0:      28.2       28.1        1.8       56.9       47.1       86.9       77.0:      13.1       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        43         44         21         70         83        121        140:
Old  :       194:        43         44         21         70         83        121        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       19.7       34.6       27.2       20.0       19.1       29.9       26.3
Old  :                 23.3       19.7       34.6       27.2       20.0       19.1       29.9       26.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, February 28, 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  :   559,097:   120,607    125,546    149,788    239,390    242,025    509,785    517,359:    49,312     41,738
Old  :   559,097:   120,607    125,546    149,788    239,390    242,025    509,785    517,359:    49,312     41,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    44,208:     7,631      6,464     18,323     14,629     12,243     40,583     37,030:     3,625      7,178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       22.5       26.8       42.8       43.3       91.2       92.5:       8.8        7.5
Old  :     100.0:      21.6       22.5       26.8       42.8       43.3       91.2       92.5:       8.8        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        32         33         43         58         51        117        103:
Old  :       134:        32         33         43         58         51        117        103:
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  :                 18.3       26.1       31.5       37.6       13.7       15.9       21.9       22.0
Old  :                 18.3       26.1       31.5       37.6       13.7       15.9       21.9       22.0
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 28, 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  :    41,873:    11,751      8,482         17     17,605     26,341     29,373     34,840:    12,500      7,033
Old  :    41,873:    11,751      8,482         17     17,605     26,341     29,373     34,840:    12,500      7,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -744:      -779       -262        -17        162       -177       -634       -456:      -110       -288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       20.3        0.0       42.0       62.9       70.1       83.2:      29.9       16.8
Old  :     100.0:      28.1       20.3        0.0       42.0       62.9       70.1       83.2:      29.9       16.8
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  :        57:        15         12          2         22         12         38         25:
Old  :        57:        15         12          2         22         12         38         25:
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  :                 26.7       42.3       41.2       63.3       26.7       42.0       41.2       61.9
Old  :                 26.7       42.3       41.2       63.3       26.7       42.0       41.2       61.9
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 28, 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  :    87,761:    43,252     27,751      1,054     34,878     37,391     79,184     66,196:     8,577     21,565
Old  :    87,761:    43,252     27,751      1,054     34,878     37,391     79,184     66,196:     8,577     21,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -4,534:    -4,972      1,178       -111        128     -2,597     -4,955     -1,530:       421     -3,004
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3       31.6        1.2       39.7       42.6       90.2       75.4:       9.8       24.6
Old  :     100.0:      49.3       31.6        1.2       39.7       42.6       90.2       75.4:       9.8       24.6
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  :        86:        34         22          6         16         19         53         44:
Old  :        86:        34         22          6         16         19         53         44:
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  :                 50.3       39.7       60.5       57.2       50.3       39.7       60.5       55.5
Old  :                 50.3       39.7       60.5       57.2       50.3       39.7       60.5       55.5
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 28, 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  :    24,159:     7,620      2,909        557     15,621     20,286     23,798     23,752:       361        407
Old  :    24,159:     7,620      2,909        557     15,621     20,286     23,798     23,752:       361        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -7,659:        19       -187          0     -7,700     -7,497     -7,681     -7,684:        22         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       12.0        2.3       64.7       84.0       98.5       98.3:       1.5        1.7
Old  :     100.0:      31.5       12.0        2.3       64.7       84.0       98.5       98.3:       1.5        1.7
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  :        46:         8         11          6         14         18         23         34:
Old  :        46:         8         11          6         14         18         23         34:
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  :                 64.7       56.8       83.6       75.8       59.5       46.6       74.0       63.9
Old  :                 64.7       56.8       83.6       75.8       59.5       46.6       74.0       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 3, 2006