WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, March 14, 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  :   393,296:    68,455     71,423     68,302    222,786    200,995    359,543    340,720:    33,753     52,576
Old  :   217,027:    53,300     81,990        871    145,781    119,206    199,952    202,067:    17,075     14,960
Other:   176,269:    65,473     39,751     17,113     77,005     81,789    159,591    138,653:    16,678     37,616
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -3,211:    -4,737      1,515       -329        590     -4,388     -4,476     -3,202:     1,265         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       18.2       17.4       56.6       51.1       91.4       86.6:       8.6       13.4
Old  :     100.0:      24.6       37.8        0.4       67.2       54.9       92.1       93.1:       7.9        6.9
Other:     100.0:      37.1       22.6        9.7       43.7       46.4       90.5       78.7:       9.5       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       100        111        111         43         68        232        234:
Old  :       267:        73        123          6         27         49        104        175:
Other:       245:        95         70         62         31         67        158        171:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.1       26.9       43.4       34.7       30.0       24.4       43.1       29.6
Old  :                 45.5       36.1       62.4       46.6       45.5       36.1       62.4       46.6
Other:                 25.8       20.9       37.4       28.1       24.5       18.9       34.3       25.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, March 14, 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  : 1,051,881:   250,920     96,557    142,596    514,692    549,444    908,208    788,597:   143,673    263,284
Old  :   717,966:   201,753    146,215     40,295    371,623    377,815    613,671    564,325:   104,295    153,641
Other:   333,915:   134,358     35,533     17,110    143,069    171,629    294,537    224,272:    39,378    109,643
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -8,307:     1,188      7,161    -11,345     13,401     -3,591      3,244     -7,775:   -11,551       -532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.2       13.6       48.9       52.2       86.3       75.0:      13.7       25.0
Old  :     100.0:      28.1       20.4        5.6       51.8       52.6       85.5       78.6:      14.5       21.4
Other:     100.0:      40.2       10.6        5.1       42.8       51.4       88.2       67.2:      11.8       32.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       622:       165        107        143        185        263        441        463:
Old  :       602:       158        133         85        152        241        359        417:
Other:       442:        95         76         32         98        232        214        321:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       13.7       28.9       19.1       19.6       13.0       28.4       17.8
Old  :                 26.2       15.8       36.2       21.6       26.2       14.5       35.9       19.5
Other:                 25.3       12.4       37.6       19.7       25.2       11.9       36.7       18.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, March 14, 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  :    11,280:     5,150         69        173      2,234      9,248      7,557      9,490:     3,723      1,790
Old  :     8,214:     4,696        216          0      1,039      6,930      5,735      7,146:     2,479      1,068
Other:     3,066:       601          0         26      1,195      2,318      1,822      2,344:     1,244        722
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :       -82:      -421       -102          3        268       -172       -150       -271:        68        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.7        0.6        1.5       19.8       82.0       67.0       84.1:      33.0       15.9
Old  :     100.0:      57.2        2.6        0.0       12.6       84.4       69.8       87.0:      30.2       13.0
Other:     100.0:      19.6        0.0        0.8       39.0       75.6       59.4       76.5:      40.6       23.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          1          4         14         14         34         19:
Old  :        38:        15          5          0          4         14         19         19:
Other:        22:         7          0          2         11         10         18         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  :                 28.9       47.4       42.5       72.9       28.9       41.1       40.2       63.5
Old  :                 39.7       46.7       54.8       74.0       39.7       46.7       54.8       74.0
Other:                 35.3       64.6       50.0       75.4       27.7       53.9       39.6       62.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, March 14, 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  :   348,345:    51,891     67,410     54,934    186,765    134,353    293,590    256,697:    54,755     91,648
Old  :   274,207:    53,899     89,207     18,859    157,495    109,910    230,253    217,976:    43,954     56,231
Other:    74,138:    29,359      9,570      4,708     29,270     24,443     63,337     38,721:    10,801     35,417
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -4,932:    -4,358      6,818     -2,178        466    -10,273     -6,070     -5,633:     1,138        701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       19.4       15.8       53.6       38.6       84.3       73.7:      15.7       26.3
Old  :     100.0:      19.7       32.5        6.9       57.4       40.1       84.0       79.5:      16.0       20.5
Other:     100.0:      39.6       12.9        6.4       39.5       33.0       85.4       52.2:      14.6       47.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       351:        75        121         95         93        109        248        272:
Old  :       348:        83        130         54         85        100        207        252:
Other:       187:        59         37         18         43         73        113        117:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       14.8       32.3       22.4       21.4       11.2       29.7       15.9
Old  :                 28.6       17.2       40.1       26.6       28.6       14.2       39.1       21.8
Other:                 28.0       14.9       41.4       22.3       27.4       12.9       39.4       18.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,121:     9,300      4,514      1,184          0          0     10,484      5,698:     4,637      9,423
Old  :     9,100:     4,227      4,550      1,080          0          0      5,307      5,630:     3,793      3,470
Other:     6,021:     5,177         68          0          0          0      5,177         68:       844      5,953
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :       583:       798        707         68          0          0        866        775:      -283       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.5       29.9        7.8        0.0        0.0       69.3       37.7:      30.7       62.3
Old  :     100.0:      46.5       50.0       11.9        0.0        0.0       58.3       61.9:      41.7       38.1
Other:     100.0:      86.0        1.1        0.0        0.0        0.0       86.0        1.1:      14.0       98.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        15         13          8          0          0         17         19:
Old  :        28:        14         14          6          0          0         16         18:
Other:         8:         5          3          0          0          0          5          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.2       21.7       58.4       29.3       42.8       18.7       51.4       25.0
Old  :                 30.8       35.9       45.1       47.9       21.6       31.2       34.1       41.5
Other:                 85.9        1.1       86.0        1.1       85.9        1.1       86.0        1.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, March 14, 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  :   197,965:    46,449     15,717     28,809     98,784    136,347    174,042    180,873:    23,923     17,092
Old  :   173,965:    49,568     20,024     16,524     86,949    122,248    153,041    158,796:    20,924     15,169
Other:    24,000:     5,922      4,734      3,244     11,835     14,099     21,001     22,077:     2,999      1,923
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :     3,552:     4,465        -13     -1,377      1,460      6,339      4,548      4,949:      -996     -1,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5        7.9       14.6       49.9       68.9       87.9       91.4:      12.1        8.6
Old  :     100.0:      28.5       11.5        9.5       50.0       70.3       88.0       91.3:      12.0        8.7
Other:     100.0:      24.7       19.7       13.5       49.3       58.7       87.5       92.0:      12.5        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        56         33         36         44         45        124        103:
Old  :       164:        61         34         31         42         43        119         99:
Other:        57:        14         15         10         13         20         31         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  :                 25.2       43.8       35.8       55.1       23.6       42.9       32.8       48.9
Old  :                 26.9       44.5       38.1       56.6       26.8       44.0       37.3       54.7
Other:                 61.8       44.6       76.6       59.6       57.6       43.1       63.5       54.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, March 14, 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  :   596,121:    40,887     98,653     25,269    419,329    296,228    485,485    420,150:   110,636    175,971
Old  :   596,121:    40,887     98,653     25,269    419,329    296,228    485,485    420,150:   110,636    175,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -54,627:    -5,330      8,195    -17,787    -17,869    -24,569    -40,986    -34,161:   -13,641    -20,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       16.5        4.2       70.3       49.7       81.4       70.5:      18.6       29.5
Old  :     100.0:       6.9       16.5        4.2       70.3       49.7       81.4       70.5:      18.6       29.5
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  :       149:        22         42         19         59         67         91        118:
Old  :       149:        22         42         19         59         67         91        118:
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  :                 21.9       18.7       33.3       29.1       15.1       13.5       24.0       20.7
Old  :                 21.9       18.7       33.3       29.1       15.1       13.5       24.0       20.7
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, March 14, 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  :   148,416:    19,610     36,676     24,273     78,005     60,859    121,888    121,808:    26,528     26,608
Old  :   122,952:    20,034     34,821     15,204     63,695     50,058     98,933    100,083:    24,019     22,869
Other:    25,464:     3,398      5,677      5,247     14,310     10,801     22,955     21,725:     2,509      3,739
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :     5,029:      -201      1,402      1,962        440        505      2,201      3,869:     2,828      1,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       24.7       16.4       52.6       41.0       82.1       82.1:      17.9       17.9
Old  :     100.0:      16.3       28.3       12.4       51.8       40.7       80.5       81.4:      19.5       18.6
Other:     100.0:      13.3       22.3       20.6       56.2       42.4       90.1       85.3:       9.9       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        40         53         43         48         44        114        125:
Old  :       163:        42         58         39         46         41        112        118:
Other:        73:        22         18         15         23         21         53         46:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.4       17.6       35.9       27.3       20.4       15.5       29.6       22.2
Old  :                 22.6       17.9       33.4       27.4       19.3       15.4       27.1       23.2
Other:                 44.8       35.1       60.1       52.4       42.7       33.3       52.6       43.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, March 14, 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  :    12,002:     4,196        265        910      4,046      9,205      9,152     10,380:     2,850      1,622
Old  :     9,189:     3,820        412        558      2,693      7,069      7,071      8,039:     2,118      1,150
Other:     2,813:       577         54        151      1,353      2,136      2,081      2,341:       732        472
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :       489:       117       -130        137         87        267        341        274:       148        215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        2.2        7.6       33.7       76.7       76.3       86.5:      23.7       13.5
Old  :     100.0:      41.6        4.5        6.1       29.3       76.9       77.0       87.5:      23.0       12.5
Other:     100.0:      20.5        1.9        5.4       48.1       75.9       74.0       83.2:      26.0       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        23          6          8         19         20         48         30:
Old  :        55:        21          7          7         16         17         42         26:
Other:        30:         8          3          7          9         15         19         23:
     :----------------------------------------------------------------------------------------------------
     :             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       56.2       38.2       64.9       18.3       44.2       27.7       51.2
Old  :                 26.6       58.3       39.1       68.0       22.9       49.1       33.7       57.6
Other:                 45.2       54.2       60.3       68.9       30.3       33.0       38.3       47.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, March 14, 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  :   472,446:   121,406    138,276      6,160    259,889    205,859    387,455    350,295:    84,991    122,151
Old  :   472,446:   121,406    138,276      6,160    259,889    205,859    387,455    350,295:    84,991    122,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    25,753:     7,556      8,598     -2,507     27,188     17,367     32,237     23,458:    -6,484      2,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       29.3        1.3       55.0       43.6       82.0       74.1:      18.0       25.9
Old  :     100.0:      25.7       29.3        1.3       55.0       43.6       82.0       74.1:      18.0       25.9
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  :       140:        23         37          6         60         54         87         93:
Old  :       140:        23         37          6         60         54         87         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       12.5       41.8       21.7       28.3       12.1       40.6       20.3
Old  :                 28.5       12.5       41.8       21.7       28.3       12.1       40.6       20.3
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, March 14, 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  : 2,108,707:   675,787    492,450     72,663  1,121,007  1,111,826  1,869,457  1,676,939:   239,250    431,768
Old  : 2,108,707:   675,787    492,450     72,663  1,121,007  1,111,826  1,869,457  1,676,939:   239,250    431,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -26,042:    -9,815    -45,179      6,896     -9,241      6,176    -12,160    -32,107:   -13,882      6,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       23.4        3.4       53.2       52.7       88.7       79.5:      11.3       20.5
Old  :     100.0:      32.0       23.4        3.4       53.2       52.7       88.7       79.5:      11.3       20.5
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  :       279:        73         70         37         92        105        175        202:
Old  :       279:        73         70         37         92        105        175        202:
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  :                 26.1       28.3       36.3       37.2       22.6       26.2       32.0       33.9
Old  :                 26.1       28.3       36.3       37.2       22.6       26.2       32.0       33.9
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, March 14, 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  : 1,250,446:   313,370    346,472     21,031    750,539    610,663  1,084,940    978,166:   165,506    272,280
Old  : 1,250,446:   313,370    346,472     21,031    750,539    610,663  1,084,940    978,166:   165,506    272,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -64,105:   -13,757    -33,841     -5,784    -26,299     32,162    -45,840     -7,463:   -18,265    -56,642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       27.7        1.7       60.0       48.8       86.8       78.2:      13.2       21.8
Old  :     100.0:      25.1       27.7        1.7       60.0       48.8       86.8       78.2:      13.2       21.8
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  :       195:        42         46         25         68         81        118        144:
Old  :       195:        42         46         25         68         81        118        144:
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  :                 23.9       21.1       35.0       28.6       19.9       20.6       30.6       27.6
Old  :                 23.9       21.1       35.0       28.6       19.9       20.6       30.6       27.6
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, March 14, 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  :   555,796:   115,895    150,667    117,330    257,123    250,666    490,348    518,663:    65,448     37,133
Old  :   555,796:   115,895    150,667    117,330    257,123    250,666    490,348    518,663:    65,448     37,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    98,395:     6,485     14,798     14,944     56,777     68,375     78,206     98,117:    20,189        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       27.1       21.1       46.3       45.1       88.2       93.3:      11.8        6.7
Old  :     100.0:      20.9       27.1       21.1       46.3       45.1       88.2       93.3:      11.8        6.7
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  :       132:        37         29         40         50         48        111         98:
Old  :       132:        37         29         40         50         48        111         98:
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  :                 16.5       25.1       29.2       40.1       12.0       20.9       20.0       30.0
Old  :                 16.5       25.1       29.2       40.1       12.0       20.9       20.0       30.0
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, March 14, 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  :    56,527:    11,900      7,709      7,860     25,407     31,487     45,167     47,056:    11,360      9,471
Old  :    56,527:    11,900      7,709      7,860     25,407     31,487     45,167     47,056:    11,360      9,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    12,915:       -98     -1,046      7,818      6,597      4,872     14,317     11,644:    -1,402      1,271
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       13.6       13.9       44.9       55.7       79.9       83.2:      20.1       16.8
Old  :     100.0:      21.1       13.6       13.9       44.9       55.7       79.9       83.2:      20.1       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  :        59:        18         10         14         25         18         49         36:
Old  :        59:        18         10         14         25         18         49         36:
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  :                 22.2       33.3       40.6       51.8       21.4       30.8       34.4       45.4
Old  :                 22.2       33.3       40.6       51.8       21.4       30.8       34.4       45.4
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, March 14, 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  :   112,108:    45,105     34,314     11,700     43,683     45,402    100,488     91,416:    11,620     20,692
Old  :   112,108:    45,105     34,314     11,700     43,683     45,402    100,488     91,416:    11,620     20,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    22,847:     1,435      3,823     11,427      7,483     10,884     20,345     26,134:     2,502     -3,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       30.6       10.4       39.0       40.5       89.6       81.5:      10.4       18.5
Old  :     100.0:      40.2       30.6       10.4       39.0       40.5       89.6       81.5:      10.4       18.5
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  :       101:        31         33         23         27         24         71         68:
Old  :       101:        31         33         23         27         24         71         68:
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  :                 45.0       36.9       55.4       52.5       43.4       35.9       50.9       45.6
Old  :                 45.0       36.9       55.4       52.5       43.4       35.9       50.9       45.6
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, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    14,702:     1,662      2,025        270     12,471     12,139     14,403     14,434:       299        268
Old  :    14,702:     1,662      2,025        270     12,471     12,139     14,403     14,434:       299        268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -7,189:    -5,761       -854       -236     -1,201     -6,054     -7,198     -7,144:         9        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.8        1.8       84.8       82.6       98.0       98.2:       2.0        1.8
Old  :     100.0:      11.3       13.8        1.8       84.8       82.6       98.0       98.2:       2.0        1.8
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  :        39:         4         12          4         14         12         20         26:
Old  :        39:         4         12          4         14         12         20         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       64.2       79.8       81.2       57.3       59.2       78.7       75.0
Old  :                 57.3       64.2       79.8       81.2       57.3       59.2       78.7       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 17, 2006