WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      387,384
COMMITMENTS
  62,142   78,738   63,996  224,074  183,787  350,212  326,521   37,172   60,863

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      3,054)
   4,088    8,995   -8,400    2,461     -577   -1,851       18    4,905    3,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     20.3     16.5     57.8     47.4     90.4     84.3      9.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
      90      117      119       49       69      225      247
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,124,766
COMMITMENTS
 244,241   98,284  180,453  547,156  582,559  971,850  861,296  152,916  263,470

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     34,806)
  24,775  -42,663    8,431    5,044   63,035   38,250   28,803   -3,444    6,003

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      8.7     16.0     48.6     51.8     86.4     76.6     13.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      629)
     175      111      156      199      265      463      475
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,433
COMMITMENTS
   3,868      511      554    2,690    7,379    7,112    8,444    4,321    2,989

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        993)
     182     -116       14     -493     -108     -297     -210    1,290    1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      4.5      4.8     23.5     64.5     62.2     73.9     37.8     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14        5        7       11       15       30       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      377,734
COMMITMENTS
  53,596   96,803   61,042  205,776  116,308  320,414  274,153   57,320  103,581

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     18,021)
   5,366   14,619    2,394    9,958   -7,100   17,718    9,913      303    8,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     25.6     16.2     54.5     30.8     84.8     72.6     15.2     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      98      135      115       97      100      278      304
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,532
COMMITMENTS
   9,750    2,805      955      610      239   11,315    3,999    4,217   11,533

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        831)
     537     -675        5      610       22    1,152     -648     -321    1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     18.1      6.1      3.9      1.5     72.8     25.7     27.2     74.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      12        8        8        1        2       16       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      189,934
COMMITMENTS
  40,574   24,135   27,668   99,405  114,633  167,647  166,436   22,287   23,498

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        587)
   1,397    4,213   -2,685      139   -5,894   -1,149   -4,366    1,736    4,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     12.7     14.6     52.3     60.4     88.3     87.6     11.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      46       45       38       47       41      115      114
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      656,553
COMMITMENTS
  75,987  164,444    9,123  454,969  303,782  540,079  477,349  116,474  179,204

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     42,478)
  18,892   30,661   -4,375   14,603   15,580   29,120   41,866   13,358      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     25.0      1.4     69.3     46.3     82.3     72.7     17.7     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      32       46       20       63       63      106      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      165,330
COMMITMENTS
  22,782   41,245   28,498   86,895   67,415  138,175  137,158   27,155   28,172

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     14,217)
    -655    6,700    2,609   12,972    3,902   14,926   13,211     -709    1,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     24.9     17.2     52.6     40.8     83.6     83.0     16.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      40       59       41       57       48      124      130
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,960
COMMITMENTS
   3,322      215      623    3,809    8,502    7,754    9,340    3,206    1,620

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:       -277)
    -177      -52     -538      -69      462     -784     -128      507     -149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      2.0      5.7     34.8     77.6     70.7     85.2     29.3     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      18        5        8       17       20       39       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      473,532
COMMITMENTS
 160,669  134,302    1,873  228,300  217,765  390,842  353,940   82,690  119,592

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:     19,192)
   4,804   15,818     -773    8,850    3,448   12,881   18,493    6,311      699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     28.4      0.4     48.2     46.0     82.5     74.7     17.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      32       38        6       53       59       89       99
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,132,614
COMMITMENTS
 635,445  484,224   62,975  1219554  1156181  1917974  1703380  214,640  429,234

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    119,289)
  26,914   49,355   11,754   73,128   59,046  111,796  120,155    7,493     -866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     22.7      3.0     57.2     54.2     89.9     79.9     10.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      67       75       40       94       96      177      195
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,195,170
COMMITMENTS
 257,367  281,877   36,483  738,764  581,817  1032614  900,177  162,556  294,993

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      7,762)
 -13,749    1,226    7,154     -955  -21,495   -7,550  -13,115   15,312   20,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     23.6      3.1     61.8     48.7     86.4     75.3     13.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      45       48       26       64       72      117      138
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      510,718
COMMITMENTS
 158,549  172,785   91,816  202,082  216,222  452,447  480,823   58,271   29,895

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:    -98,609)
   9,695   24,315  -49,008  -66,727  -64,512 -106,040  -89,205    7,431   -9,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     33.8     18.0     39.6     42.3     88.6     94.1     11.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      37       28       36       47       46      100       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,682
COMMITMENTS
   9,686    7,443        3   16,157   24,828   25,846   32,274   13,836    7,408

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:        189)
    -441       85        0      424     -189      -17     -104      206      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     18.8      0.0     40.7     62.6     65.1     81.3     34.9     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       10        1       15       11       30       22
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,151
COMMITMENTS
  52,610   18,395      566    9,211   28,753   62,387   47,714    9,764   24,437

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:      6,700)
   5,188    1,127      -96      473    6,356    5,565    7,387    1,135     -687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9     25.5      0.8     12.8     39.9     86.5     66.1     13.5     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       22        4       14       21       48       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 04/04/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,842
COMMITMENTS
   1,751    2,263      239   11,497   11,031   13,487   13,533      355      309

CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST:       -169)
     -27     -141        0     -127      -43     -154     -184      -15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     16.3      1.7     83.1     79.7     97.4     97.8      2.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       12        4       15       11       22       25
 

Updated April 7, 2006