WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   441,469:    60,571     60,378    109,245    235,012    208,927    404,828    378,550:    36,640     62,919
Old  :   205,162:    39,992     81,537     11,706    137,323     96,908    189,021    190,152:    16,142     15,010
Other:   236,306:    74,509     32,770     43,609     97,690    112,019    215,808    188,398:    20,499     47,908
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     5,773:      -673      1,234      4,260        959     -3,267      4,546      2,227:     1,227      3,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       13.7       24.7       53.2       47.3       91.7       85.7:       8.3       14.3
Old  :     100.0:      19.5       39.7        5.7       66.9       47.2       92.1       92.7:       7.9        7.3
Other:     100.0:      31.5       13.9       18.5       41.3       47.4       91.3       79.7:       8.7       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       118         94        134         63         77        259        253:
Old  :       274:        85        113         48         42         56        146        198:
Other:       253:       108         63         84         46         72        192        183:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       24.9       39.5       31.9       27.4       22.1       39.2       26.9
Old  :                 45.2       31.6       59.6       41.9       45.2       31.1       59.5       41.4
Other:                 21.5       23.6       30.2       31.6       20.6       19.6       28.3       25.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,322,489:   198,621    133,561    319,488    608,575    576,256  1,126,684  1,029,305:   195,805    293,184
Old  :   884,075:   133,325    186,555    175,031    433,815    363,942    742,172    725,528:   141,903    158,548
Other:   438,414:   139,556     21,267     70,196    174,760    212,314    384,512    303,778:    53,902    134,636
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    25,672:    -2,933     14,708     14,711      8,028     -5,514     19,806     23,905:     5,866      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       10.1       24.2       46.0       43.6       85.2       77.8:      14.8       22.2
Old  :     100.0:      15.1       21.1       19.8       49.1       41.2       83.9       82.1:      16.1       17.9
Other:     100.0:      31.8        4.9       16.0       39.9       48.4       87.7       69.3:      12.3       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       635:       177        126        181        251        268        517        510:
Old  :       612:       138        164        155        237        241        470        472:
Other:       452:       129         55         79        120        234        279        339:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       13.5       24.6       18.9       16.2        9.2       23.5       12.9
Old  :                 21.9       13.5       31.2       19.2       21.9        9.4       29.8       14.1
Other:                 21.9       14.4       32.9       21.7       21.1       11.3       30.9       15.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    11,335:     3,673        687        886      3,538      7,771      8,097      9,344:     3,237      1,990
Old  :     6,170:     3,239        727         74      1,143      4,401      4,456      5,201:     1,714        969
Other:     5,165:       499         25        748      2,395      3,370      3,642      4,143:     1,523      1,022
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       -94:      -189         87        102         12       -186        -75          2:       -19        -96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4        6.1        7.8       31.2       68.6       71.4       82.4:      28.6       17.6
Old  :     100.0:      52.5       11.8        1.2       18.5       71.3       72.2       84.3:      27.8       15.7
Other:     100.0:       9.7        0.5       14.5       46.4       65.3       70.5       80.2:      29.5       19.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        14         10          7         12         15         32         28:
Old  :        38:        11         10          3          6         13         20         23:
Other:        28:         8          3          7         10         12         22         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       41.0       50.5       61.1       26.0       31.5       34.8       43.1
Old  :                 47.7       50.2       62.3       65.0       47.7       49.9       62.3       64.7
Other:                 45.9       52.8       57.2       66.1       35.0       43.2       40.6       50.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   427,818:    46,222     79,965     95,590    213,721    138,372    355,532    313,928:    72,285    113,890
Old  :   337,761:    46,898    102,841     52,379    180,616    111,047    279,893    266,267:    57,868     71,494
Other:    90,057:    31,424      9,225     11,111     33,104     27,326     75,639     47,661:    14,417     42,396
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :     1,476:    -4,140         16       -993      2,473     -1,452     -2,659     -2,429:     4,135      3,905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       18.7       22.3       50.0       32.3       83.1       73.4:      16.9       26.6
Old  :     100.0:      13.9       30.4       15.5       53.5       32.9       82.9       78.8:      17.1       21.2
Other:     100.0:      34.9       10.2       12.3       36.8       30.3       84.0       52.9:      16.0       47.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       109        136        145        113        106        314        317:
Old  :       389:       102        152        118        106         99        280        306:
Other:       191:        68         33         39         56         72        136        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  :                 18.5       12.7       27.5       20.1       17.8        8.6       25.1       12.4
Old  :                 23.5       14.2       33.0       22.6       23.5       10.4       32.4       16.6
Other:                 24.0       13.6       35.9       22.8       23.2       11.3       33.3       16.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    14,701:     9,213      3,480        950          0        217     10,163      4,647:     4,538     10,054
Old  :     8,209:     3,816      3,547        833          0         29      4,649      4,409:     3,560      3,800
Other:     6,492:     5,514         50          0          0        188      5,514        238:       978      6,254
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       447:       689       -395          8          0        217        697       -170:      -250        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.7       23.7        6.5        0.0        1.5       69.1       31.6:      30.9       68.4
Old  :     100.0:      46.5       43.2       10.1        0.0        0.4       56.6       53.7:      43.4       46.3
Other:     100.0:      84.9        0.8        0.0        0.0        2.9       84.9        3.7:      15.1       96.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13         11          7          0          1         14         18:
Old  :        25:        12         12          6          0          1         13         18:
Other:         6:         4          1          0          0          1          4          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 50.6       16.3       62.4       23.5       49.5       14.4       57.7       20.7
Old  :                 30.9       29.3       48.9       41.5       27.5       25.9       40.2       36.7
Other:                 84.9        3.7       84.9        3.7       84.9        3.7       84.9        3.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   210,628:    34,954     20,643     42,865    110,909    127,361    188,728    190,869:    21,900     19,759
Old  :   182,390:    36,835     25,836     28,506     98,192    110,119    163,533    164,461:    18,856     17,929
Other:    28,238:     7,340      4,029      5,137     12,717     17,243     25,194     26,408:     3,044      1,830
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -4,779:    -2,293      3,681        766     -2,973     -8,926     -4,501     -4,479:      -279       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        9.8       20.4       52.7       60.5       89.6       90.6:      10.4        9.4
Old  :     100.0:      20.2       14.2       15.6       53.8       60.4       89.7       90.2:      10.3        9.8
Other:     100.0:      26.0       14.3       18.2       45.0       61.1       89.2       93.5:      10.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        46         41         48         50         46        126        119:
Old  :       162:        51         44         43         48         45        121        116:
Other:        64:        16         18         18         16         23         43         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       37.5       35.3       46.8       22.5       33.6       31.8       39.1
Old  :                 26.1       37.3       37.5       47.3       26.1       33.5       36.1       41.3
Other:                 55.9       42.2       70.6       57.2       51.1       39.7       58.2       50.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   783,168:    51,020    121,932    112,521    496,861    352,830    660,402    587,283:   122,766    195,885
Old  :   783,168:    51,020    121,932    112,521    496,861    352,830    660,402    587,283:   122,766    195,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :   -26,384:       146     25,238    -19,175     -6,319    -18,175    -25,348    -12,111:    -1,036    -14,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       15.6       14.4       63.4       45.1       84.3       75.0:      15.7       25.0
Old  :     100.0:       6.5       15.6       14.4       63.4       45.1       84.3       75.0:      15.7       25.0
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  :       167:        28         48         47         72         72        128        139:
Old  :       167:        28         48         47         72         72        128        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       16.0       31.3       25.1       15.8       10.6       22.0       16.7
Old  :                 21.5       16.0       31.3       25.1       15.8       10.6       22.0       16.7
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, March 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  :   166,683:    23,946     34,059     35,414     77,377     69,058    136,736    138,531:    29,947     28,152
Old  :   135,769:    23,765     31,285     24,867     60,733     56,203    109,366    112,356:    26,403     23,413
Other:    30,913:     3,701      6,294      7,026     16,643     12,855     27,370     26,175:     3,543      4,738
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       144:     4,399     -3,559       -421     -3,614      5,011        364      1,032:      -220       -888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       20.4       21.2       46.4       41.4       82.0       83.1:      18.0       16.9
Old  :     100.0:      17.5       23.0       18.3       44.7       41.4       80.6       82.8:      19.4       17.2
Other:     100.0:      12.0       20.4       22.7       53.8       41.6       88.5       84.7:      11.5       15.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        44         49         53         60         57        139        138:
Old  :       175:        49         51         52         57         51        136        131:
Other:        80:        17         25         23         29         27         63         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       19.6       30.2       27.8       17.9       17.7       25.6       24.1
Old  :                 18.0       19.5       27.2       28.1       16.6       17.2       23.9       25.0
Other:                 40.7       30.6       54.6       47.4       39.4       29.1       49.6       39.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :    12,249:     3,505        348      1,718      4,170      8,285      9,393     10,351:     2,856      1,897
Old  :     8,459:     3,116        497        888      2,620      5,855      6,624      7,240:     1,835      1,219
Other:     3,790:       724        186        495      1,550      2,431      2,769      3,111:     1,020        679
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :       587:       -13        -22        474         54        -81        515        370:        72        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        2.8       14.0       34.0       67.6       76.7       84.5:      23.3       15.5
Old  :     100.0:      36.8        5.9       10.5       31.0       69.2       78.3       85.6:      21.7       14.4
Other:     100.0:      19.1        4.9       13.1       40.9       64.1       73.1       82.1:      26.9       17.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        24          7         13         20         19         49         34:
Old  :        54:        18         10          9         17         18         42         30:
Other:        33:        12          3          8         10         14         23         24:
     :----------------------------------------------------------------------------------------------------
     :             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       46.4       40.1       59.0       18.8       35.5       27.5       42.1
Old  :                 29.5       47.9       43.0       61.2       25.2       39.3       36.9       47.3
Other:                 38.3       47.9       53.3       61.8       26.2       31.9       32.8       43.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  :   474,112:   155,881    117,633     13,367    225,870    218,734    395,118    349,734:    78,995    124,378
Old  :   474,112:   155,881    117,633     13,367    225,870    218,734    395,118    349,734:    78,995    124,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :   -28,856:       913      1,226       -869    -21,476    -26,862    -21,432    -26,505:    -7,424     -2,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       24.8        2.8       47.6       46.1       83.3       73.8:      16.7       26.2
Old  :     100.0:      32.9       24.8        2.8       47.6       46.1       83.3       73.8:      16.7       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:        35         34         18         58         62        102        105:
Old  :       151:        35         34         18         58         62        102        105:
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  :                 23.8       13.1       37.1       22.3       23.8       12.6       36.4       21.0
Old  :                 23.8       13.1       37.1       22.3       23.8       12.6       36.4       21.0
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, March 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  : 2,546,529:   589,035    428,257    287,970  1,437,919  1,361,496  2,314,923  2,077,723:   231,606    468,807
Old  : 2,546,529:   589,035    428,257    287,970  1,437,919  1,361,496  2,314,923  2,077,723:   231,606    468,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :   -73,352:     1,079     64,721    -54,838    -14,050    -40,848    -67,809    -30,965:    -5,543    -42,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.8       11.3       56.5       53.5       90.9       81.6:       9.1       18.4
Old  :     100.0:      23.1       16.8       11.3       56.5       53.5       90.9       81.6:       9.1       18.4
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  :       288:        60         77         79        117        123        217        239:
Old  :       288:        60         77         79        117        123        217        239:
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  :                 28.6       25.9       37.7       33.7       21.9       24.5       30.2       29.2
Old  :                 28.6       25.9       37.7       33.7       21.9       24.5       30.2       29.2
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, March 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  : 1,362,006:   269,333    283,445    135,211    800,986    652,607  1,205,531  1,071,263:   156,475    290,743
Old  : 1,362,006:   269,333    283,445    135,211    800,986    652,607  1,205,531  1,071,263:   156,475    290,743
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -3,938:     1,884      5,018       -611      6,583    -11,953      7,857     -7,546:   -11,794      3,608
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       20.8        9.9       58.8       47.9       88.5       78.7:      11.5       21.3
Old  :     100.0:      19.8       20.8        9.9       58.8       47.9       88.5       78.7:      11.5       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       197:        40         51         47         75         87        136        164:
Old  :       197:        40         51         47         75         87        136        164:
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  :                 24.2       15.9       34.3       22.1       20.4       14.8       30.1       20.6
Old  :                 24.2       15.9       34.3       22.1       20.4       14.8       30.1       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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  : 1,031,553:   167,789    192,354    411,422    386,157    382,387    965,368    986,163:    66,185     45,390
Old  : 1,031,553:   167,789    192,354    411,422    386,157    382,387    965,368    986,163:    66,185     45,390
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    33,279:    35,538     32,214      6,232      2,140       -833     43,910     37,613:   -10,632     -4,335
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.6       39.9       37.4       37.1       93.6       95.6:       6.4        4.4
Old  :     100.0:      16.3       18.6       39.9       37.4       37.1       93.6       95.6:       6.4        4.4
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  :       143:        46         31         56         53         53        125        118:
Old  :       143:        46         31         56         53         53        125        118:
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  :                 29.5       32.8       40.3       44.9        9.0       14.9       14.4       18.9
Old  :                 29.5       32.8       40.3       44.9        9.0       14.9       14.4       18.9
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, March 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  :    41,090:    10,285      7,313        739     15,954     25,214     26,978     33,266:    14,111      7,824
Old  :    41,090:    10,285      7,313        739     15,954     25,214     26,978     33,266:    14,111      7,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -1,466:      -266       -209        -28       -125       -306       -419       -543:    -1,047       -923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       17.8        1.8       38.8       61.4       65.7       81.0:      34.3       19.0
Old  :     100.0:      25.0       17.8        1.8       38.8       61.4       65.7       81.0:      34.3       19.0
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  :        54:        21          7          8         16         12         37         27:
Old  :        54:        21          7          8         16         12         37         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       40.4       44.3       60.6       29.5       40.4       44.3       60.6
Old  :                 29.5       40.4       44.3       60.6       29.5       40.4       44.3       60.6
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, March 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  :    74,975:    47,298     19,439      5,295     12,585     23,766     65,178     48,500:     9,797     26,475
Old  :    74,975:    47,298     19,439      5,295     12,585     23,766     65,178     48,500:     9,797     26,475
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :    -1,548:    -4,520     -2,120      2,183        791      2,304     -1,546      2,367:        -2     -3,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1       25.9        7.1       16.8       31.7       86.9       64.7:      13.1       35.3
Old  :     100.0:      63.1       25.9        7.1       16.8       31.7       86.9       64.7:      13.1       35.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        31         28         18         15         21         54         59:
Old  :        89:        31         28         18         15         21         54         59:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       25.3       56.5       33.6       43.8       23.8       53.9       31.0
Old  :                 44.4       25.3       56.5       33.6       43.8       23.8       53.9       31.0
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, March 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  :    14,011:     1,778      2,404        239     11,624     11,074     13,641     13,717:       370        294
Old  :    14,011:     1,778      2,404        239     11,624     11,074     13,641     13,717:       370        294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 21, 2006                       :
     :      -405:         0        -27          0       -497       -394       -497       -421:        92         16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       17.2        1.7       83.0       79.0       97.4       97.9:       2.6        2.1
Old  :     100.0:      12.7       17.2        1.7       83.0       79.0       97.4       97.9:       2.6        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         6         11          4         14         12         22         25:
Old  :        40:         6         11          4         14         12         22         25:
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  :                 52.3       62.7       76.3       80.3       52.3       57.5       75.2       73.7
Old  :                 52.3       62.7       76.3       80.3       52.3       57.5       75.2       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 31, 2006