WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 16, 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  :   477,057:    95,221     80,457     81,059    259,410    246,519    435,690    408,035:    41,367     69,022
Old  :   424,295:    93,785     89,109     62,827    231,375    219,463    387,987    371,399:    36,308     52,896
Other:    52,762:    16,968      6,880      2,700     28,035     27,056     47,703     36,636:     5,059     16,126
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    61,519:    20,335      1,496     22,350      9,470     25,235     52,155     49,081:     9,364     12,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       16.9       17.0       54.4       51.7       91.3       85.5:       8.7       14.5
Old  :     100.0:      22.1       21.0       14.8       54.5       51.7       91.4       87.5:       8.6       12.5
Other:     100.0:      32.2       13.0        5.1       53.1       51.3       90.4       69.4:       9.6       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:       108        123        119         44         80        250        250:
Old  :       344:       105        133        108         36         77        231        244:
Other:       134:        38         28         19         19         58         67         99:
     :----------------------------------------------------------------------------------------------------
     :             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       27.3       36.2       34.6       25.0       22.3       35.8       28.1
Old  :                 28.2       29.5       40.3       37.5       28.0       28.1       40.2       34.9
Other:                 44.7       23.4       58.7       33.6       39.0       20.2       53.0       28.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 16, 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  : 1,314,322:   341,362     80,763    198,630    597,826    741,408  1,137,818  1,020,801:   176,504    293,521
Old  :   699,266:   196,147    150,845     45,080    360,416    389,934    601,643    585,859:    97,623    113,407
Other:   615,056:   260,690     45,393     38,075    237,410    351,474    536,175    434,942:    78,881    180,114
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    71,961:    34,489    -31,694      2,130     15,651     77,893     52,270     48,329:    19,691     23,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        6.1       15.1       45.5       56.4       86.6       77.7:      13.4       22.3
Old  :     100.0:      28.1       21.6        6.4       51.5       55.8       86.0       83.8:      14.0       16.2
Other:     100.0:      42.4        7.4        6.2       38.6       57.1       87.2       70.7:      12.8       29.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       722:       235        109        152        205        296        512        509:
Old  :       659:       182        142         54        134        262        351        425:
Other:       585:       158         94         60        138        277        325        405:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       17.1       28.0       23.4       18.5       16.7       27.5       21.3
Old  :                 27.5       23.9       38.3       31.9       27.5       23.8       38.2       30.6
Other:                 21.4       14.7       31.6       21.0       21.4       14.6       30.8       19.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 16, 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  :    14,086:     5,779        263      1,000      3,210     10,319      9,989     11,582:     4,097      2,504
Old  :    14,085:     5,780        263        999      3,209     10,319      9,988     11,581:     4,097      2,504
Other:         1:         0          1          0          1          0          1          1:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     1,325:       443        -95         11        216        867        670        783:       655        542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        1.9        7.1       22.8       73.3       70.9       82.2:      29.1       17.8
Old  :     100.0:      41.0        1.9        7.1       22.8       73.3       70.9       82.2:      29.1       17.8
Other:     100.0:       0.0      100.0        0.0      100.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          4         10         12         15         41         26:
Old  :        48:        22          4         10         12         15         41         26:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       42.3       37.8       61.4       21.7       40.5       36.7       54.1
Old  :                 22.0       42.3       37.8       61.4       21.7       40.5       36.7       54.1
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 16, 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  :   388,099:    69,328     63,227     65,996    186,951    153,480    322,275    282,703:    65,824    105,396
Old  :   243,543:    62,738     79,489      6,846    130,355    106,069    199,939    192,404:    43,604     51,139
Other:   144,556:    51,352     28,500     14,388     56,596     47,411    122,336     90,299:    22,220     54,257
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    19,963:     7,419     -1,331      2,613      1,884     11,215     11,916     12,497:     8,047      7,466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       16.3       17.0       48.2       39.5       83.0       72.8:      17.0       27.2
Old  :     100.0:      25.8       32.6        2.8       53.5       43.6       82.1       79.0:      17.9       21.0
Other:     100.0:      35.5       19.7       10.0       39.2       32.8       84.6       62.5:      15.4       37.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:       119        110        118         86        115        292        290:
Old  :       383:       126        118         38         62         99        209        240:
Other:       259:        70         70         49         57         91        160        185:
     :----------------------------------------------------------------------------------------------------
     :             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       13.3       31.0       20.5       18.9       11.9       28.0       16.7
Old  :                 30.3       16.9       41.7       26.7       30.3       16.7       41.4       25.4
Other:                 23.4       11.1       35.1       18.4       20.8       10.6       32.2       16.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 16, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,661:    12,819      3,029        336        360        538     13,515      3,903:     4,146     13,758
Old  :     7,286:     4,048      3,129         50        305        122      4,403      3,301:     2,883      3,985
Other:    10,375:     9,001        130         56         55        416      9,112        602:     1,263      9,773
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :       832:       654        -69         12         30         47        696        -10:       136        842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6       17.2        1.9        2.0        3.0       76.5       22.1:      23.5       77.9
Old  :     100.0:      55.6       42.9        0.7        4.2        1.7       60.4       45.3:      39.6       54.7
Other:     100.0:      86.8        1.3        0.5        0.5        4.0       87.8        5.8:      12.2       94.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          8          9          1          2         17         16:
Old  :        24:        12          9          4          1          2         14         14:
Other:        12:         7          2          2          1          2          8          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 61.4       11.7       68.9       18.6       61.0       11.6       67.7       18.6
Old  :                 29.2       28.3       46.6       42.5       29.0       28.3       46.2       42.5
Other:                 87.0        5.3       87.8        5.8       86.5        5.3       87.3        5.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 16, 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  :   249,536:    80,392     12,343     35,781    103,080    184,544    219,253    232,668:    30,283     16,868
Old  :   185,391:    73,613     26,512      8,623     78,795    137,486    161,031    172,621:    24,360     12,770
Other:    64,145:    24,432      3,484      9,505     24,285     47,058     58,222     60,047:     5,923      4,098
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     8,589:     1,687       -330      4,830        844      5,565      7,361     10,065:     1,228     -1,476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2        4.9       14.3       41.3       74.0       87.9       93.2:      12.1        6.8
Old  :     100.0:      39.7       14.3        4.7       42.5       74.2       86.9       93.1:      13.1        6.9
Other:     100.0:      38.1        5.4       14.8       37.9       73.4       90.8       93.6:       9.2        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       200:        87         29         45         49         54        164        114:
Old  :       195:        82         41         28         38         46        141         96:
Other:       104:        38         15         25         31         35         76         69:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       43.7       28.4       57.6       19.4       40.8       26.0       52.2
Old  :                 24.6       49.5       32.7       62.1       24.6       47.4       32.6       60.0
Other:                 27.4       39.1       46.3       54.3       23.4       35.4       37.0       47.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 16, 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  :   878,745:   107,868    273,277     36,025    608,715    354,250    752,608    663,552:   126,137    215,193
Old  :   878,745:   107,868    273,277     36,025    608,715    354,250    752,608    663,552:   126,137    215,193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    29,648:       762     -1,710      6,912     26,047     15,282     33,721     20,484:    -4,073      9,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       31.1        4.1       69.3       40.3       85.6       75.5:      14.4       24.5
Old  :     100.0:      12.3       31.1        4.1       69.3       40.3       85.6       75.5:      14.4       24.5
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  :       204:        32         63         33         84         80        133        159:
Old  :       204:        32         63         33         84         80        133        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.8       18.6       37.1       28.3       20.2       13.8       29.4       21.5
Old  :                 25.8       18.6       37.1       28.3       20.2       13.8       29.4       21.5
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, May 16, 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  :   175,780:    30,254     42,191     24,605     92,638     85,368    147,497    152,164:    28,283     23,616
Old  :   125,857:    28,121     39,377     11,249     63,819     57,270    103,189    107,896:    22,668     17,961
Other:    49,923:     7,927      8,608      7,562     28,819     28,098     44,308     44,268:     5,615      5,655
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,665:      -655      1,220     -1,989      5,219      1,160      2,575        391:        90      2,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       24.0       14.0       52.7       48.6       83.9       86.6:      16.1       13.4
Old  :     100.0:      22.3       31.3        8.9       50.7       45.5       82.0       85.7:      18.0       14.3
Other:     100.0:      15.9       17.2       15.1       57.7       56.3       88.8       88.7:      11.2       11.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        42         47         41         55         49        123        129:
Old  :       172:        50         50         33         51         35        114        111:
Other:        98:        20         24         17         37         38         69         70:
     :----------------------------------------------------------------------------------------------------
     :             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       26.4       34.9       38.6       24.1       23.2       31.4       33.2
Old  :                 24.8       28.6       33.7       40.8       24.8       28.6       32.8       40.3
Other:                 36.0       31.2       48.7       46.7       34.5       28.6       44.7       42.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 16, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,413:     3,865        172        854      3,555      8,847      8,274      9,873:     3,139      1,540
Old  :     5,948:     3,144        407         91      1,280      4,652      4,515      5,150:     1,433        798
Other:     5,465:     1,151        195        333      2,275      4,195      3,759      4,723:     1,706        742
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :       718:       445       -202         -1       -354      1,103         90        900:       628       -182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        1.5        7.5       31.1       77.5       72.5       86.5:      27.5       13.5
Old  :     100.0:      52.9        6.8        1.5       21.5       78.2       75.9       86.6:      24.1       13.4
Other:     100.0:      21.1        3.6        6.1       41.6       76.8       68.8       86.4:      31.2       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        25          5         10         18         20         46         32:
Old  :        52:        20          7          2          9         17         30         25:
Other:        34:        11          3          7         12         14         24         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  :                 23.4       53.8       36.6       64.0       18.0       45.4       29.9       53.8
Old  :                 36.5       49.0       56.5       66.6       36.5       48.5       56.5       66.0
Other:                 33.2       64.2       45.8       77.5       24.5       49.6       34.6       61.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 16, 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  :   665,914:   209,634    165,692      5,206    311,912    382,337    526,752    553,235:   139,162    112,679
Old  :   665,914:   209,634    165,692      5,206    311,912    382,337    526,752    553,235:   139,162    112,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    77,662:    -1,329    -13,498      3,792     46,441     92,553     48,904     82,847:    28,758     -5,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       24.9        0.8       46.8       57.4       79.1       83.1:      20.9       16.9
Old  :     100.0:      31.5       24.9        0.8       46.8       57.4       79.1       83.1:      20.9       16.9
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  :       184:        49         41         14         62         67        118        115:
Old  :       184:        49         41         14         62         67        118        115:
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  :                 16.9       15.6       28.1       25.1       16.7       12.4       27.6       21.5
Old  :                 16.9       15.6       28.1       25.1       16.7       12.4       27.6       21.5
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, May 16, 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  : 2,391,761:   694,078    587,507    110,965  1,320,333  1,232,608  2,125,376  1,931,080:   266,385    460,681
Old  : 2,391,761:   694,078    587,507    110,965  1,320,333  1,232,608  2,125,376  1,931,080:   266,385    460,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :   -46,689:       205    -79,066     33,145    -90,708        942    -57,358    -44,979:    10,669     -1,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       24.6        4.6       55.2       51.5       88.9       80.7:      11.1       19.3
Old  :     100.0:      29.0       24.6        4.6       55.2       51.5       88.9       80.7:      11.1       19.3
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  :       307:        74         79         49        108        116        203        223:
Old  :       307:        74         79         49        108        116        203        223:
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       26.1       37.6       34.9       22.4       25.0       31.3       32.4
Old  :                 26.1       26.1       37.6       34.9       22.4       25.0       31.3       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, May 16, 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  : 1,341,598:   311,317    312,805     49,574    759,711    670,499  1,120,602  1,032,878:   220,996    308,720
Old  : 1,341,598:   311,317    312,805     49,574    759,711    670,499  1,120,602  1,032,878:   220,996    308,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    13,096:    39,290     10,166        926    -29,782     18,505     10,434     29,597:     2,662    -16,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.3        3.7       56.6       50.0       83.5       77.0:      16.5       23.0
Old  :     100.0:      23.2       23.3        3.7       56.6       50.0       83.5       77.0:      16.5       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        45         53         33         70         83        130        154:
Old  :       209:        45         53         33         70         83        130        154:
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  :                 22.8       14.8       34.2       24.9       19.0       12.6       28.6       19.6
Old  :                 22.8       14.8       34.2       24.9       19.0       12.6       28.6       19.6
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, May 16, 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  :   423,673:   144,603    144,808     55,520    189,901    190,735    390,024    391,063:    33,649     32,610
Old  :   423,673:   144,603    144,808     55,520    189,901    190,735    390,024    391,063:    33,649     32,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     3,992:    -3,924        813    -14,052     15,556      7,613     -2,420     -5,626:     6,412      9,618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       34.2       13.1       44.8       45.0       92.1       92.3:       7.9        7.7
Old  :     100.0:      34.1       34.2       13.1       44.8       45.0       92.1       92.3:       7.9        7.7
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  :       127:        34         27         37         52         55        103        104:
Old  :       127:        34         27         37         52         55        103        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       26.9       29.4       41.3       15.8       25.0       25.4       34.2
Old  :                 17.1       26.9       29.4       41.3       15.8       25.0       25.4       34.2
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, May 16, 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  :    32,955:     5,941      4,923          2      5,693     12,169     11,636     17,094:    21,319     15,861
Old  :    32,955:     5,941      4,923          2      5,693     12,169     11,636     17,094:    21,319     15,861
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :    11,936:       984      1,855       -199      1,132      4,792      1,917      6,448:    10,019      5,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       14.9        0.0       17.3       36.9       35.3       51.9:      64.7       48.1
Old  :     100.0:      18.0       14.9        0.0       17.3       36.9       35.3       51.9:      64.7       48.1
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  :        30:         9         11          1          5          7         14         19:
Old  :        30:         9         11          1          5          7         14         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       31.3       29.7       45.0       15.5       29.6       23.4       39.0
Old  :                 18.9       31.3       29.7       45.0       15.5       29.6       23.4       39.0
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, May 16, 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  :    47,752:    14,434      6,389          3     19,538     31,514     33,975     37,906:    13,777      9,846
Old  :    47,752:    14,434      6,389          3     19,538     31,514     33,975     37,906:    13,777      9,846
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     2,085:     2,344       -467        -34     -1,696        990        614        489:     1,471      1,596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       13.4        0.0       40.9       66.0       71.1       79.4:      28.9       20.6
Old  :     100.0:      30.2       13.4        0.0       40.9       66.0       71.1       79.4:      28.9       20.6
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  :        60:        23         10          2         18         12         42         23:
Old  :        60:        23         10          2         18         12         42         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       40.6       44.0       64.4       27.8       36.9       42.9       60.7
Old  :                 27.8       40.6       44.0       64.4       27.8       36.9       42.9       60.7
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, May 16, 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  :    91,419:    59,628     13,617        996     12,175     46,695     72,799     61,308:    18,620     30,111
Old  :    91,419:    59,628     13,617        996     12,175     46,695     72,799     61,308:    18,620     30,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :     3,520:    -4,358     -2,720        -28       -449      5,945     -4,835      3,197:     8,355        323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2       14.9        1.1       13.3       51.1       79.6       67.1:      20.4       32.9
Old  :     100.0:      65.2       14.9        1.1       13.3       51.1       79.6       67.1:      20.4       32.9
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  :        97:        37         22          7         19         24         57         52:
Old  :        97:        37         22          7         19         24         57         52:
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  :                 44.8       35.4       53.2       44.2       44.8       35.4       53.2       44.1
Old  :                 44.8       35.4       53.2       44.2       44.8       35.4       53.2       44.1
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, May 16, 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  :    12,666:     2,340      2,647        370      9,781      9,101     12,491     12,118:       175        548
Old  :    12,666:     2,340      2,647        370      9,781      9,101     12,491     12,118:       175        548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 9, 2006                          :
     :        -8:       458       -391        111       -577        -48         -8       -328:         0        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       20.9        2.9       77.2       71.9       98.6       95.7:       1.4        4.3
Old  :     100.0:      18.5       20.9        2.9       77.2       71.9       98.6       95.7:       1.4        4.3
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  :        38:         6         14          5         13          9         21         26:
Old  :        38:         6         14          5         13          9         21         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  :                 42.0       65.9       69.8       78.5       41.9       60.7       68.6       71.6
Old  :                 42.0       65.9       69.8       78.5       41.9       60.7       68.6       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 19, 2006