WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, April 11, 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  :   387,061:    66,539     75,255     55,032    231,808    200,585    353,379    330,872:    33,682     56,189
Old  :    97,564:    26,095     43,433        505     58,802     41,029     85,402     84,967:    12,162     12,597
Other:   289,497:    63,449     54,827     31,522    173,006    159,556    267,977    245,905:    21,520     43,592
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -323:     4,397     -3,483     -8,964      7,734     16,798      3,167      4,351:    -3,490     -4,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       19.4       14.2       59.9       51.8       91.3       85.5:       8.7       14.5
Old  :     100.0:      26.7       44.5        0.5       60.3       42.1       87.5       87.1:      12.5       12.9
Other:     100.0:      21.9       18.9       10.9       59.8       55.1       92.6       84.9:       7.4       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        94        116        111         48         70        226        232:
Old  :       220:        69         89          4         21         42         93        132:
Other:       264:        84         94         86         41         68        182        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.0       26.5       44.4       33.4       30.9       22.2       44.2       27.2
Old  :                 40.8       25.3       57.9       36.2       40.8       25.3       57.9       36.1
Other:                 31.8       28.8       43.4       36.4       31.6       23.3       42.8       28.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, April 11, 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  : 1,181,057:   276,282     94,313    178,562    557,517    627,642  1,012,361    900,517:   168,696    280,540
Old  :   732,020:   188,428    153,299     55,967    371,964    382,394    616,359    591,660:   115,661    140,360
Other:   449,037:   186,785     39,945     23,664    185,553    245,248    396,002    308,857:    53,035    140,180
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    56,291:    32,041     -3,971     -1,891     10,361     45,083     40,511     39,221:    15,780     17,070
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        8.0       15.1       47.2       53.1       85.7       76.2:      14.3       23.8
Old  :     100.0:      25.7       20.9        7.6       50.8       52.2       84.2       80.8:      15.8       19.2
Other:     100.0:      41.6        8.9        5.3       41.3       54.6       88.2       68.8:      11.8       31.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       678:       203        126        158        207        280        495        502:
Old  :       636:       167        148        114        163        253        401        448:
Other:       499:       118         91         41        100        250        240        363:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       15.6       29.3       21.5       19.1       15.0       29.1       19.5
Old  :                 26.4       19.3       36.8       25.7       26.4       19.0       36.6       25.5
Other:                 23.7       13.6       36.4       20.1       23.7       13.3       35.8       18.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, April 11, 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  :    10,694:     3,782        582        614      2,992      7,351      7,388      8,547:     3,306      2,147
Old  :     3,395:     1,141        626          0        898      1,865      2,039      2,491:     1,356        904
Other:     7,299:     2,807        122        448      2,094      5,486      5,349      6,056:     1,950      1,243
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -739:       -86         71         60        302        -28        276        103:    -1,015       -842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        5.4        5.7       28.0       68.7       69.1       79.9:      30.9       20.1
Old  :     100.0:      33.6       18.4        0.0       26.5       54.9       60.1       73.4:      39.9       26.6
Other:     100.0:      38.5        1.7        6.1       28.7       75.2       73.3       83.0:      26.7       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          4          7         11         14         30         24:
Old  :        24:         6          6          0          5          8         11         14:
Other:        30:        13          1          7          9         12         24         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       41.4       47.6       62.3       29.0       34.2       38.4       48.8
Old  :                 43.8       50.8       55.8       67.3       37.8       42.9       48.1       57.5
Other:                 40.1       49.5       54.4       71.9       37.8       46.9       47.8       62.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, April 11, 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  :   385,414:    56,138    103,208     60,814    207,150    118,858    324,102    282,880:    61,312    102,534
Old  :   291,545:    58,041    124,988     16,540    169,456     89,142    244,037    230,670:    47,508     60,875
Other:    93,869:    34,664     14,787      7,707     37,694     29,716     80,065     52,210:    13,804     41,659
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     7,680:     2,542      6,405       -228      1,374      2,550      3,688      8,727:     3,992     -1,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       26.8       15.8       53.7       30.8       84.1       73.4:      15.9       26.6
Old  :     100.0:      19.9       42.9        5.7       58.1       30.6       83.7       79.1:      16.3       20.9
Other:     100.0:      36.9       15.8        8.2       40.2       31.7       85.3       55.6:      14.7       44.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       106        136        126         96         98        292        307:
Old  :       392:       115        151         71         86         86        243        272:
Other:       206:        60         53         34         47         66        130        137:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       10.2       30.7       16.3       19.6        9.6       29.0       15.7
Old  :                 27.0       11.6       38.1       19.5       27.0       11.1       37.7       18.9
Other:                 23.5       12.9       36.1       18.9       20.7       12.1       32.7       18.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,254:    12,494      4,885      1,488          0        218     13,982      6,591:     4,272     11,663
Old  :    11,120:     6,450      4,838      1,424          0         28      7,874      6,290:     3,246      4,830
Other:     7,134:     6,087         90         21          0        190      6,108        301:     1,026      6,833
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     2,722:     2,744      2,080        533       -610        -21      2,667      2,592:        55        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4       26.8        8.2        0.0        1.2       76.6       36.1:      23.4       63.9
Old  :     100.0:      58.0       43.5       12.8        0.0        0.3       70.8       56.6:      29.2       43.4
Other:     100.0:      85.3        1.3        0.3        0.0        2.7       85.6        4.2:      14.4       95.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9         11          9          0          1         13         17:
Old  :        21:         8         12          8          0          1         12         17:
Other:         8:         5          2          2          0          1          5          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 66.5       18.5       74.1       28.6       62.5       14.9       68.0       23.3
Old  :                 60.3       30.0       69.4       46.1       52.8       24.1       58.0       37.5
Other:                 85.5        4.1       85.6        4.2       85.3        3.9       85.3        3.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, April 11, 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  :   191,906:    43,481     31,222     22,899    105,053    118,202    171,433    172,323:    20,473     19,583
Old  :   155,925:    40,217     34,869     10,351     88,572     93,486    139,140    138,706:    16,785     17,219
Other:    35,981:    11,350      4,439      4,462     16,481     24,716     32,293     33,617:     3,688      2,364
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     1,972:     2,907      7,087     -4,769      5,648      3,569      3,786      5,887:    -1,814     -3,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       16.3       11.9       54.7       61.6       89.3       89.8:      10.7       10.2
Old  :     100.0:      25.8       22.4        6.6       56.8       60.0       89.2       89.0:      10.8       11.0
Other:     100.0:      31.5       12.3       12.4       45.8       68.7       89.8       93.4:      10.2        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        51         39         36         48         45        116        110:
Old  :       158:        47         44         29         43         39        104         99:
Other:        72:        25         12         16         18         24         50         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  :                 27.1       35.9       37.7       46.8       24.4       33.0       33.1       40.9
Old  :                 30.0       34.1       40.6       46.5       30.0       33.7       40.4       43.4
Other:                 47.6       43.8       66.2       58.5       41.6       37.0       51.1       49.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, April 11, 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  :   697,646:    78,209    192,594     11,409    488,774    311,263    578,392    515,266:   119,254    182,380
Old  :   697,646:    78,209    192,594     11,409    488,774    311,263    578,392    515,266:   119,254    182,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    41,093:     2,222     28,150      2,286     33,805      7,481     38,313     37,917:     2,780      3,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       27.6        1.6       70.1       44.6       82.9       73.9:      17.1       26.1
Old  :     100.0:      11.2       27.6        1.6       70.1       44.6       82.9       73.9:      17.1       26.1
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  :       169:        30         49         23         64         64        106        124:
Old  :       169:        30         49         23         64         64        106        124:
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  :                 26.8       19.5       37.2       30.1       21.9       13.7       30.0       23.0
Old  :                 26.8       19.5       37.2       30.1       21.9       13.7       30.0       23.0
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, April 11, 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  :   181,046:    25,211     52,301     31,238     97,910     68,538    154,359    152,077:    26,687     28,969
Old  :   146,496:    26,339     48,858     20,665     76,738     53,072    123,742    122,595:    22,754     23,901
Other:    34,550:     3,464      8,035      5,981     21,172     15,466     30,617     29,482:     3,933      5,068
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    15,716:     2,429     11,056      2,740     11,015      1,123     16,184     14,919:      -468        797
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       28.9       17.3       54.1       37.9       85.3       84.0:      14.7       16.0
Old  :     100.0:      18.0       33.4       14.1       52.4       36.2       84.5       83.7:      15.5       16.3
Other:     100.0:      10.0       23.3       17.3       61.3       44.8       88.6       85.3:      11.4       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        37         64         47         59         50        133        147:
Old  :       192:        43         63         44         56         45        129        139:
Other:        87:        16         24         16         34         26         64         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       19.2       35.8       28.0       23.5       18.3       32.3       25.9
Old  :                 23.1       18.8       32.3       28.9       19.9       18.2       28.8       27.3
Other:                 43.5       30.2       56.7       46.4       43.0       28.0       52.2       39.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, April 11, 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  :    10,910:     3,412        214        738      3,969      8,474      8,119      9,426:     2,791      1,484
Old  :     6,915:     2,978        404         96      2,208      5,576      5,282      6,076:     1,633        839
Other:     3,995:       692         68        384      1,761      2,898      2,837      3,350:     1,158        645
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :       -50:        90         -1        115        160        -28        365         86:      -415       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        2.0        6.8       36.4       77.7       74.4       86.4:      25.6       13.6
Old  :     100.0:      43.1        5.8        1.4       31.9       80.6       76.4       87.9:      23.6       12.1
Other:     100.0:      17.3        1.7        9.6       44.1       72.5       71.0       83.9:      29.0       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        19          6          9         17         20         40         31:
Old  :        44:        16          6          2         10         18         26         26:
Other:        29:         8          4          6         10         13         21         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.5       56.4       42.8       67.7       22.2       43.4       33.4       52.3
Old  :                 35.0       59.7       52.8       71.2       31.8       51.3       48.1       59.7
Other:                 38.9       56.7       51.2       71.3       27.3       39.9       34.3       50.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, April 11, 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  :   472,344:   153,396    151,559      3,549    220,863    203,170    377,808    358,278:    94,536    114,066
Old  :   472,344:   153,396    151,559      3,549    220,863    203,170    377,808    358,278:    94,536    114,066
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    -1,188:    -7,273     17,257      1,676     -7,437    -14,595    -13,034      4,338:    11,846     -5,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       32.1        0.8       46.8       43.0       80.0       75.9:      20.0       24.1
Old  :     100.0:      32.5       32.1        0.8       46.8       43.0       80.0       75.9:      20.0       24.1
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  :       147:        27         45          6         51         53         81        101:
Old  :       147:        27         45          6         51         53         81        101:
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  :                 21.3       16.2       35.3       25.6       21.2       15.1       35.0       24.3
Old  :                 21.3       16.2       35.3       25.6       21.2       15.1       35.0       24.3
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, April 11, 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  : 2,246,748:   678,685    506,005     71,417  1,284,450  1,254,627  2,034,552  1,832,049:   212,196    414,699
Old  : 2,246,748:   678,685    506,005     71,417  1,284,450  1,254,627  2,034,552  1,832,049:   212,196    414,699
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :   114,134:    43,240     21,781      8,442     64,896     98,446    116,578    128,669:    -2,444    -14,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       22.5        3.2       57.2       55.8       90.6       81.5:       9.4       18.5
Old  :     100.0:      30.2       22.5        3.2       57.2       55.8       90.6       81.5:       9.4       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  :       295:        73         75         39        100        108        187        208:
Old  :       295:        73         75         39        100        108        187        208:
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  :                 28.0       33.5       38.3       40.9       23.2       31.7       32.8       37.5
Old  :                 28.0       33.5       38.3       40.9       23.2       31.7       32.8       37.5
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, April 11, 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  : 1,227,806:   264,165    268,405     37,792    745,692    616,215  1,047,649    922,412:   180,157    305,394
Old  : 1,227,806:   264,165    268,405     37,792    745,692    616,215  1,047,649    922,412:   180,157    305,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    32,636:     6,798    -13,472      1,309      6,928     34,398     15,035     22,235:    17,601     10,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.9        3.1       60.7       50.2       85.3       75.1:      14.7       24.9
Old  :     100.0:      21.5       21.9        3.1       60.7       50.2       85.3       75.1:      14.7       24.9
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  :       193:        43         50         25         63         74        114        141:
Old  :       193:        43         50         25         63         74        114        141:
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       17.9       38.1       25.9       23.6       16.1       34.2       23.2
Old  :                 26.2       17.9       38.1       25.9       23.6       16.1       34.2       23.2
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, April 11, 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  :   536,956:   174,563    192,646     93,441    211,995    218,013    479,999    504,100:    56,957     32,856
Old  :   536,956:   174,563    192,646     93,441    211,995    218,013    479,999    504,100:    56,957     32,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :    26,238:    16,014     19,861      1,625      9,913      1,791     27,552     23,277:    -1,314      2,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       35.9       17.4       39.5       40.6       89.4       93.9:      10.6        6.1
Old  :     100.0:      32.5       35.9       17.4       39.5       40.6       89.4       93.9:      10.6        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        41         27         40         49         45        106         96:
Old  :       126:        41         27         40         49         45        106         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       33.2       35.3       47.8       18.6       31.5       25.4       41.6
Old  :                 23.2       33.2       35.3       47.8       18.6       31.5       25.4       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, April 11, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    16,832:     5,784      5,004          0      1,892      5,572      7,676     10,576:     9,156      6,256
Old  :    16,832:     5,784      5,004          0      1,892      5,572      7,676     10,576:     9,156      6,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       29.7        0.0       11.2       33.1       45.6       62.8:      54.4       37.2
Old  :     100.0:      34.4       29.7        0.0       11.2       33.1       45.6       62.8:      54.4       37.2
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  :        24:        10          7          0          4          5         14         12:
Old  :        24:        10          7          0          4          5         14         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       45.9       40.6       60.4       32.9       45.5       40.6       59.6
Old  :                 32.9       45.9       40.6       60.4       32.9       45.5       40.6       59.6
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, April 11, 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  :    43,498:    10,129      6,931          2     20,687     29,765     30,818     36,698:    12,680      6,800
Old  :    43,498:    10,129      6,931          2     20,687     29,765     30,818     36,698:    12,680      6,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :     3,816:       443       -512         -1      4,530      4,937      4,972      4,424:    -1,156       -608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       15.9        0.0       47.6       68.4       70.8       84.4:      29.2       15.6
Old  :     100.0:      23.3       15.9        0.0       47.6       68.4       70.8       84.4:      29.2       15.6
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  :        53:        16          9          1         19         12         35         22:
Old  :        53:        16          9          1         19         12         35         22:
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  :                 30.3       41.7       48.1       67.4       30.3       37.9       47.4       63.6
Old  :                 30.3       41.7       48.1       67.4       30.3       37.9       47.4       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, April 11, 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  :    71,542:    50,267     21,858        439     11,595     25,499     62,301     47,796:     9,241     23,746
Old  :    71,542:    50,267     21,858        439     11,595     25,499     62,301     47,796:     9,241     23,746
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -609:    -2,343      3,463       -127      2,384     -3,254        -86         82:      -523       -691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.3       30.6        0.6       16.2       35.6       87.1       66.8:      12.9       33.2
Old  :     100.0:      70.3       30.6        0.6       16.2       35.6       87.1       66.8:      12.9       33.2
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  :        83:        30         23          4         14         20         46         45:
Old  :        83:        30         23          4         14         20         46         45:
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  :                 49.0       32.6       61.7       42.9       49.0       32.6       61.7       42.9
Old  :                 49.0       32.6       61.7       42.9       49.0       32.6       61.7       42.9
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, April 11, 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  :    13,331:     1,924      2,279        239     10,804     10,609     12,967     13,127:       364        204
Old  :    13,331:     1,924      2,279        239     10,804     10,609     12,967     13,127:       364        204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 4, 2006                        :
     :      -511:       173         16          0       -693       -422       -520       -406:         9       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       17.1        1.8       81.0       79.6       97.3       98.5:       2.7        1.5
Old  :     100.0:      14.4       17.1        1.8       81.0       79.6       97.3       98.5:       2.7        1.5
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  :        42:         6         13          4         14         12         22         27:
Old  :        42:         6         13          4         14         12         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       62.8       72.4       79.5       44.4       57.8       71.2       73.0
Old  :                 44.4       62.8       72.4       79.5       44.4       57.8       71.2       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 14, 2006