WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      522,295
COMMITMENTS
 110,708   94,459   92,625  279,155  262,540  482,488  449,624   39,807   72,671

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     45,238)
  15,487   14,002   11,566   19,745   16,021   46,798   41,589   -1,560    3,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     18.1     17.7     53.4     50.3     92.4     86.1      7.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      367)
     112      136      119       49       82      269      252
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,350,711
COMMITMENTS
 350,825   93,903  232,745  600,242  746,060  1183812  1072708  166,899  278,003

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     36,389)
   9,463   13,140   34,115    2,416    4,652   45,994   51,907   -9,605  -15,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      7.0     17.2     44.4     55.2     87.6     79.4     12.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      739)
     240      111      166      213      299      533      524
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,628
COMMITMENTS
   6,065      306    1,349    3,321   10,907   10,735   12,562    3,893    2,066

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:        542)
     286       43      349      111      588      746      980     -204     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      2.1      9.2     22.7     74.6     73.4     85.9     26.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      22        6       14       12       16       45       31
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      372,852
COMMITMENTS
  59,890   72,265   65,277  188,548  137,057  313,715  274,599   59,137   98,253

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    -15,247)
  -9,438    9,038     -719    1,597  -16,423   -8,560   -8,104   -6,687   -7,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     19.4     17.5     50.6     36.8     84.1     73.6     15.9     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
      99      118      121       88      114      279      301
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,526
COMMITMENTS
  13,020    3,355      340      605      548   13,965    4,243    3,561   13,283

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -135)
     201      326        4      245       10      450      340     -585     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.3     19.1      1.9      3.5      3.1     79.7     24.2     20.3     75.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        8        1        2       16       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      242,773
COMMITMENTS
  73,232   11,120   37,246  105,285  179,373  215,763  227,739   27,010   15,034

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -6,763)
  -7,160   -1,223    1,465    2,205   -5,171   -3,490   -4,929   -3,273   -1,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      4.6     15.3     43.4     73.9     88.9     93.8     11.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      81       29       45       49       53      158      113
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      875,358
COMMITMENTS
 111,914  227,728   51,157  574,786  392,878  737,857  671,763  137,501  203,595

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -3,387)
   4,046  -45,549   15,132  -33,929   38,628  -14,751    8,211   11,364  -11,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     26.0      5.8     65.7     44.9     84.3     76.7     15.7     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      37       59       40       73       86      131      164
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      189,648
COMMITMENTS
  30,812   53,015   25,401  105,919   86,952  162,132  165,368   27,516   24,280

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     13,868)
     558   10,824      796   13,281    1,584   14,635   13,204     -767      664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     28.0     13.4     55.9     45.8     85.5     87.2     14.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      38       55       46       57       50      124      139
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,921
COMMITMENTS
   4,087      182      932    4,271   10,200    9,290   11,314    3,631    1,607

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,508)
     222       10       78      716    1,353    1,016    1,441      492       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6      1.4      7.2     33.1     78.9     71.9     87.6     28.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      29        3       11       18       21       49       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      641,406
COMMITMENTS
 174,711  155,243    9,857  324,292  354,552  508,860  519,652  132,546  121,754

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    -24,508)
 -34,923  -10,449    4,651   12,380  -27,785  -17,892  -33,583   -6,616    9,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     24.2      1.5     50.6     55.3     79.3     81.0     20.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      44       42       14       63       72      112      123
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,253,508
COMMITMENTS
 638,046  545,438  100,901  1232379  1158526  1971326  1804865  282,182  448,643

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:   -138,253)
 -56,032  -42,069  -10,064  -87,954  -74,082 -154,050 -126,215   15,797  -12,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     24.2      4.5     54.7     51.4     87.5     80.1     12.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      68       80       55      101      123      197      230
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,128
COMMITMENTS
 289,395  288,856   53,227  800,554  707,407  1143176  1049490  233,952  327,638

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     35,530)
 -21,922  -23,949    3,653   40,843   36,908   22,574   16,612   12,956   18,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     21.0      3.9     58.1     51.4     83.0     76.2     17.0     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      40       55       37       68       86      126      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      459,494
COMMITMENTS
 134,616  166,600   67,052  224,093  200,661  425,761  434,313   33,733   25,181

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     35,821)
  -9,987   21,792   11,532   34,192    9,926   35,737   43,250       84   -7,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     36.3     14.6     48.8     43.7     92.7     94.5      7.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      33       27       39       51       53      103      102
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,200
COMMITMENTS
   5,361    3,191      347    2,830   10,321    8,538   13,859   15,662   10,341

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -8,755)
    -580   -1,732      345   -2,863   -1,848   -3,098   -3,235   -5,657   -5,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     13.2      1.4     11.7     42.6     35.3     57.3     64.7     42.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9       10        3        4        6       15       17
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,283
COMMITMENTS
  12,094    7,478       39   19,250   32,398   31,383   39,915   13,900    5,368

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -2,469)
  -2,340    1,089       36     -288      884   -2,592    2,009      123   -4,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     16.5      0.1     42.5     71.5     69.3     88.1     30.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      20       12        4       17       12       39       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       87,205
COMMITMENTS
  55,161   16,725      683   18,349   44,286   74,193   61,694   13,012   25,511

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -4,214)
  -4,467    3,108     -313    6,174   -2,409    1,394      386   -5,608   -4,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.3     19.2      0.8     21.0     50.8     85.1     70.7     14.9     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      31       26        7       22       18       54       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/23/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       11,802
COMMITMENTS
   2,076    2,896      370    8,804    8,044   11,250   11,310      552      492

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -864)
    -264      249        0     -977   -1,057   -1,241     -808      377      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     24.5      3.1     74.6     68.2     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       14        5       13        9       21       25
 

Updated May 26, 2006