WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   431,557:    74,881     60,625     94,243    223,776    218,459    392,900    373,327:    38,657     58,230
Old  :   247,970:    58,714     81,661     13,512    153,704    131,675    225,931    226,848:    22,040     21,122
Other:   183,587:    68,585     31,382     28,313     70,072     86,784    166,970    146,479:    16,617     37,108
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -17,586:    -2,404     -7,929     -8,126     -5,853     -1,300    -16,384    -17,356:    -1,202       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       14.0       21.8       51.9       50.6       91.0       86.5:       9.0       13.5
Old  :     100.0:      23.7       32.9        5.4       62.0       53.1       91.1       91.5:       8.9        8.5
Other:     100.0:      37.4       17.1       15.4       38.2       47.3       90.9       79.8:       9.1       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       129        103        133         58         81        276        248:
Old  :       289:        95        114         52         37         65        165        198:
Other:       254:       111         58         77         44         76        185        181:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.5       25.9       39.4       33.1       27.3       23.4       39.2       28.3
Old  :                 42.0       33.2       57.4       43.1       42.0       32.8       57.4       42.2
Other:                 23.7       21.9       34.0       29.7       22.7       19.4       31.9       25.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  : 1,257,355:   246,828     80,092    268,722    547,668    613,559  1,063,217    962,373:   194,138    294,982
Old  :   890,487:   187,408    145,069    134,494    421,130    431,834    743,032    711,397:   147,455    179,090
Other:   366,868:   143,797     19,400     49,851    126,538    181,725    320,185    250,976:    46,683    115,892
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -52,872:     6,568    -14,277    -40,360     -6,325      7,439    -40,117    -47,198:   -12,756     -5,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        6.4       21.4       43.6       48.8       84.6       76.5:      15.4       23.5
Old  :     100.0:      21.0       16.3       15.1       47.3       48.5       83.4       79.9:      16.6       20.1
Other:     100.0:      39.2        5.3       13.6       34.5       49.5       87.3       68.4:      12.7       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       662:       194        107        196        245        285        551        516:
Old  :       651:       150        162        165        229        271        504        495:
Other:       457:       133         50         72        128        243        284        343:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.0       15.2       24.2       20.5       16.0       12.6       23.1       16.6
Old  :                 21.2       15.8       30.1       21.2       21.2       13.7       28.8       17.7
Other:                 20.6       14.9       29.8       22.0       19.8       12.9       28.2       18.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    12,186:     5,587        268        586      2,022      9,504      8,195     10,358:     3,990      1,827
Old  :     8,962:     5,177        288        117        903      7,384      6,197      7,790:     2,765      1,172
Other:     3,223:       535        104        344      1,120      2,120      1,998      2,568:     1,225        655
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -348:      -224       -101       -142        226         40       -141       -203:      -207       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8        2.2        4.8       16.6       78.0       67.3       85.0:      32.7       15.0
Old  :     100.0:      57.8        3.2        1.3       10.1       82.4       69.1       86.9:      30.9       13.1
Other:     100.0:      16.6        3.2       10.7       34.7       65.8       62.0       79.7:      38.0       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        22          4          6         10         14         36         22:
Old  :        42:        21          5          5          5         13         28         21:
Other:        23:         6          4          3          8         11         17         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       43.3       38.5       69.4       25.2       36.6       36.1       60.3
Old  :                 34.3       45.8       49.0       72.7       34.3       45.2       48.9       72.1
Other:                 35.5       53.2       51.8       68.5       26.9       44.1       36.6       54.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   416,569:    55,486     57,848     87,632    203,282    162,704    346,400    308,184:    70,169    108,385
Old  :   338,784:    56,650     77,668     52,088    171,602    137,089    280,340    266,845:    58,445     71,940
Other:    77,785:    25,648      6,991      8,733     31,680     25,616     66,061     41,339:    11,724     36,445
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -55,712:    -6,933      7,450    -19,481    -16,518    -30,726    -42,931    -42,756:   -12,781    -12,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       13.9       21.0       48.8       39.1       83.2       74.0:      16.8       26.0
Old  :     100.0:      16.7       22.9       15.4       50.7       40.5       82.7       78.8:      17.3       21.2
Other:     100.0:      33.0        9.0       11.2       40.7       32.9       84.9       53.1:      15.1       46.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       369:        93        118        135        110        118        298        302:
Old  :       364:        97        127        109        103        109        271        282:
Other:       191:        61         33         34         55         75        127        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       14.8       30.5       23.1       17.7        8.6       25.2       12.3
Old  :                 23.5       16.0       35.2       25.7       23.2       10.1       32.2       16.6
Other:                 27.8       16.6       39.5       24.0       26.8       13.1       37.1       18.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,289:     8,526      3,928      1,420          0          0      9,946      5,348:     4,343      8,941
Old  :     8,901:     3,872      3,985      1,323          0          0      5,195      5,308:     3,706      3,593
Other:     5,388:     4,751         40          0          0          0      4,751         40:       637      5,348
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.7       27.5        9.9        0.0        0.0       69.6       37.4:      30.4       62.6
Old  :     100.0:      43.5       44.8       14.9        0.0        0.0       58.4       59.6:      41.6       40.4
Other:     100.0:      88.2        0.7        0.0        0.0        0.0       88.2        0.7:      11.8       99.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        14          8         10          0          0         17         15:
Old  :        22:        13          9          9          0          0         16         15:
Other:         7:         6          1          0          0          0          6          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  :                 48.3       24.6       59.8       32.8       42.3       22.5       52.2       27.5
Old  :                 31.6       39.6       46.9       52.2       21.8       36.2       34.8       43.7
Other:                 88.0        0.7       88.2        0.7       88.0        0.7       88.2        0.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   199,520:    27,365     20,381     38,585    105,475    119,509    171,425    178,476:    28,095     21,044
Old  :   176,641:    28,549     22,331     28,390     94,566    106,693    151,505    157,414:    25,136     19,227
Other:    22,879:     5,155      4,390      3,856     10,909     12,816     19,920     21,062:     2,959      1,817
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -8,907:    -1,115     -4,532     -2,675     -7,023     -1,814    -10,813     -9,021:     1,906        114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       10.2       19.3       52.9       59.9       85.9       89.5:      14.1       10.5
Old  :     100.0:      16.2       12.6       16.1       53.5       60.4       85.8       89.1:      14.2       10.9
Other:     100.0:      22.5       19.2       16.9       47.7       56.0       87.1       92.1:      12.9        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        40         44         44         50         47        123        118:
Old  :       161:        44         46         39         49         46        118        115:
Other:        50:        13         14         12         11         17         29         38:
     :----------------------------------------------------------------------------------------------------
     :             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       40.1       36.9       50.3       22.9       31.7       31.9       37.7
Old  :                 27.1       40.9       38.9       51.6       25.9       34.0       36.0       42.3
Other:                 59.4       44.4       74.6       58.5       54.4       43.1       62.7       54.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   770,780:    94,108     84,385     91,434    430,556    396,776    616,098    572,595:   154,682    198,185
Old  :   770,780:    94,108     84,385     91,434    430,556    396,776    616,098    572,595:   154,682    198,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -59,321:   -12,176     -2,078    -27,001    -28,697    -22,647    -67,874    -51,726:     8,553     -7,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       10.9       11.9       55.9       51.5       79.9       74.3:      20.1       25.7
Old  :     100.0:      12.2       10.9       11.9       55.9       51.5       79.9       74.3:      20.1       25.7
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  :       161:        30         38         48         72         78        129        138:
Old  :       161:        30         38         48         72         78        129        138:
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  :                 19.3       14.9       27.7       24.2       12.2       10.1       19.2       15.8
Old  :                 19.3       14.9       27.7       24.2       12.2       10.1       19.2       15.8
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 with Delta-adjusted Options and Futures Combined, February 28, 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  :   151,052:    20,476     32,634     27,326     75,644     63,528    123,446    123,488:    27,606     27,564
Old  :   126,201:    18,557     28,780     20,099     62,248     53,677    100,904    102,556:    25,297     23,645
Other:    24,851:     3,625      5,560      5,521     13,396      9,851     22,542     20,932:     2,309      3,919
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -2,324:      -658     13,047     -5,059      3,099    -10,746     -2,619     -2,758:       295        434
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       21.6       18.1       50.1       42.1       81.7       81.8:      18.3       18.2
Old  :     100.0:      14.7       22.8       15.9       49.3       42.5       80.0       81.3:      20.0       18.7
Other:     100.0:      14.6       22.4       22.2       53.9       39.6       90.7       84.2:       9.3       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        37         47         37         50         52        109        121:
Old  :       156:        39         49         37         50         50        109        119:
Other:        64:        16         14         15         22         26         44         49:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.4       18.4       32.8       26.1       17.5       12.9       25.4       18.4
Old  :                 19.5       18.2       31.1       26.1       16.6       12.1       25.1       18.5
Other:                 42.8       35.9       60.0       50.6       41.9       35.8       54.7       44.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    12,768:     4,225        521      1,305      4,158      9,317      9,687     11,142:     3,081      1,626
Old  :     9,911:     3,775        604        857      2,882      7,357      7,514      8,818:     2,397      1,093
Other:     2,857:       533          0        364      1,276      1,959      2,173      2,324:       684        534
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -1,500:       -96        143       -186       -144       -224       -427       -267:    -1,074     -1,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1        4.1       10.2       32.6       73.0       75.9       87.3:      24.1       12.7
Old  :     100.0:      38.1        6.1        8.6       29.1       74.2       75.8       89.0:      24.2       11.0
Other:     100.0:      18.7        0.0       12.7       44.7       68.6       76.1       81.3:      23.9       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        24          7          8         18         21         46         32:
Old  :        55:        19          9          6         15         18         39         28:
Other:        30:        11          0          7          9         15         20         22:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       53.9       39.4       64.2       18.4       42.8       27.7       49.3
Old  :                 26.8       56.5       39.8       67.2       23.4       47.7       34.5       55.7
Other:                 40.2       49.4       57.3       63.5       27.1       30.3       34.6       42.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :   489,940:   136,144    149,900     11,779    249,560    199,734    397,483    361,413:    92,457    128,527
Old  :   489,940:   136,144    149,900     11,779    249,560    199,734    397,483    361,413:    92,457    128,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :   -27,155:    -1,074     10,301     -5,110    -19,488    -40,728    -25,673    -35,537:    -1,482      8,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       30.6        2.4       50.9       40.8       81.1       73.8:      18.9       26.2
Old  :     100.0:      27.8       30.6        2.4       50.9       40.8       81.1       73.8:      18.9       26.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        29         39         18         60         61        101        106:
Old  :       151:        29         39         18         60         61        101        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       15.3       37.1       24.6       23.2       14.6       35.9       23.7
Old  :                 23.5       15.3       37.1       24.6       23.2       14.6       35.9       23.7
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 with Delta-adjusted Options and Futures Combined, February 28, 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  : 2,417,721:   590,408    418,022    301,407  1,233,676  1,241,490  2,125,491  1,960,919:   292,230    456,803
Old  : 2,417,721:   590,408    418,022    301,407  1,233,676  1,241,490  2,125,491  1,960,919:   292,230    456,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :  -108,408:    37,376     -8,357    -66,702   -119,422    -52,903   -148,747   -127,961:    40,340     19,554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       17.3       12.5       51.0       51.3       87.9       81.1:      12.1       18.9
Old  :     100.0:      24.4       17.3       12.5       51.0       51.3       87.9       81.1:      12.1       18.9
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  :       274:        60         79         88        106        112        214        231:
Old  :       274:        60         79         88        106        112        214        231:
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  :                 24.5       21.5       33.2       29.1       19.7       20.3       28.1       26.3
Old  :                 24.5       21.5       33.2       29.1       19.7       20.3       28.1       26.3
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 with Delta-adjusted Options and Futures Combined, February 28, 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  : 1,497,044:   370,114    376,322    108,202    828,657    683,129  1,306,972  1,167,652:   190,072    329,392
Old  : 1,497,044:   370,114    376,322    108,202    828,657    683,129  1,306,972  1,167,652:   190,072    329,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :  -201,900:    10,725     -3,237    -85,250   -142,758   -105,652   -217,282   -194,138:    15,382     -7,762
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       25.1        7.2       55.4       45.6       87.3       78.0:      12.7       22.0
Old  :     100.0:      24.7       25.1        7.2       55.4       45.6       87.3       78.0:      12.7       22.0
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  :       197:        37         50         39         75         90        134        157:
Old  :       197:        37         50         39         75         90        134        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       18.2       32.9       25.0       19.1       17.4       28.4       24.0
Old  :                 22.2       18.2       32.9       25.0       19.1       17.4       28.4       24.0
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 with Delta-adjusted Options and Futures Combined, February 28, 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  :   912,801:   114,838    106,929    419,175    315,509    336,407    849,522    862,512:    63,279     50,289
Old  :   912,801:   114,838    106,929    419,175    315,509    336,407    849,522    862,512:    63,279     50,289
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    64,626:     8,651         32     39,949     13,750     19,106     62,351     59,087:     2,275      5,538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       11.7       45.9       34.6       36.9       93.1       94.5:       6.9        5.5
Old  :     100.0:      12.6       11.7       45.9       34.6       36.9       93.1       94.5:       6.9        5.5
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  :       144:        34         40         52         63         55        129        117:
Old  :       144:        34         40         52         63         55        129        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.2       31.9       40.3       44.7        9.2        9.6       13.9       13.4
Old  :                 28.2       31.9       40.3       44.7        9.2        9.6       13.9       13.4
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 with Delta-adjusted Options and Futures Combined, February 28, 2006               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    43,484:    11,829      8,519        676     17,848     26,516     30,354     35,712:    13,130      7,772
Old  :    43,484:    11,829      8,519        676     17,848     26,516     30,354     35,712:    13,130      7,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :      -784:      -860       -250        -15        142       -161       -733       -426:       -52       -358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       19.6        1.6       41.0       61.0       69.8       82.1:      30.2       17.9
Old  :     100.0:      27.2       19.6        1.6       41.0       61.0       69.8       82.1:      30.2       17.9
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  :        58:        15         13          8         22         12         41         29:
Old  :        58:        15         13          8         22         12         41         29:
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       40.7       39.7       61.0       25.7       40.4       39.6       59.6
Old  :                 25.8       40.7       39.7       61.0       25.7       40.4       39.6       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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  :    94,442:    42,999     27,979      4,685     37,218     38,959     84,902     71,623:     9,539     22,819
Old  :    94,442:    42,999     27,979      4,685     37,218     38,959     84,902     71,623:     9,539     22,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -2,786:    -4,960      1,999        593        986     -2,371     -3,381        221:       594     -3,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.5       29.6        5.0       39.4       41.3       89.9       75.8:      10.1       24.2
Old  :     100.0:      45.5       29.6        5.0       39.4       41.3       89.9       75.8:      10.1       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        93:        38         25         21         17         20         63         58:
Old  :        93:        38         25         21         17         20         63         58:
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  :                 46.8       38.3       56.8       56.1       46.8       37.2       56.3       51.0
Old  :                 46.8       38.3       56.8       56.1       46.8       37.2       56.3       51.0
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 with Delta-adjusted Options and Futures Combined, February 28, 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  :    24,159:     7,620      2,909        557     15,621     20,286     23,798     23,752:       361        407
Old  :    24,159:     7,620      2,909        557     15,621     20,286     23,798     23,752:       361        407
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 21, 2006                    :
     :    -7,659:        19       -187          0     -7,700     -7,497     -7,681     -7,684:        22         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       12.0        2.3       64.7       84.0       98.5       98.3:       1.5        1.7
Old  :     100.0:      31.5       12.0        2.3       64.7       84.0       98.5       98.3:       1.5        1.7
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  :        46:         8         11          6         14         18         23         34:
Old  :        46:         8         11          6         14         18         23         34:
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  :                 64.7       56.8       83.6       75.8       59.5       46.6       74.0       63.9
Old  :                 64.7       56.8       83.6       75.8       59.5       46.6       74.0       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 3, 2006