WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :   472,357:    78,828     66,801     97,859    259,733    245,443    436,420    410,103:    35,937     62,254
Old  :   428,735:    76,970     69,317     86,662    233,204    224,152    396,836    380,131:    31,899     48,604
Other:    43,622:    10,884      6,511      2,171     26,529     21,291     39,584     29,972:     4,038     13,650
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    37,152:     9,669       -787      9,918      8,854     20,970     28,441     30,101:     8,711      7,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       14.1       20.7       55.0       52.0       92.4       86.8:       7.6       13.2
Old  :     100.0:      18.0       16.2       20.2       54.4       52.3       92.6       88.7:       7.4       11.3
Other:     100.0:      25.0       14.9        5.0       60.8       48.8       90.7       68.7:       9.3       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:       100        123        133         51         82        250        259:
Old  :       332:        97        133        123         48         79        237        254:
Other:       121:        36         24         15         17         54         61         87:
     :----------------------------------------------------------------------------------------------------
     :             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       27.6       36.9       34.9       25.5       23.3       36.5       28.8
Old  :                 28.2       29.4       40.3       37.4       28.0       28.4       40.1       34.4
Other:                 44.3       23.4       57.1       34.1       38.4       20.0       50.8       28.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  : 1,513,004:   283,719     95,414    373,167    656,330    734,580  1,313,216  1,203,161:   199,788    309,843
Old  :   833,554:   159,740    173,035    150,476    406,331    388,488    716,547    711,999:   117,006    121,554
Other:   679,450:   233,449     31,849    113,221    249,999    346,092    596,669    491,162:    82,781    188,288
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    63,496:      -449     18,836     16,197     18,131        147     33,879     35,179:    29,618     28,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.3       24.7       43.4       48.6       86.8       79.5:      13.2       20.5
Old  :     100.0:      19.2       20.8       18.1       48.7       46.6       86.0       85.4:      14.0       14.6
Other:     100.0:      34.4        4.7       16.7       36.8       50.9       87.8       72.3:      12.2       27.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       721:       214        139        213        272        306        590        575:
Old  :       676:       161        177        161        238        267        493        511:
Other:       578:       161         92        105        162        281        373        433:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       16.3       24.6       22.2       15.7       13.5       23.5       17.0
Old  :                 23.5       19.3       32.4       26.4       23.5       16.9       32.3       21.8
Other:                 18.8       15.1       28.5       22.5       18.2       12.5       26.1       16.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :    13,800:     5,382        382      1,465      3,263      9,876     10,110     11,724:     3,690      2,077
Old  :    13,799:     5,382        381      1,465      3,262      9,876     10,109     11,723:     3,690      2,077
Other:         1:         0          1          0          1          0          1          1:        -0         -0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,089:       723        189         83         41        854        846      1,126:       243        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        2.8       10.6       23.6       71.6       73.3       85.0:      26.7       15.0
Old  :     100.0:      39.0        2.8       10.6       23.6       71.6       73.3       85.0:      26.7       15.0
Other:     100.0:       0.0      100.0        0.0      100.0        0.0      100.0      100.0:      -0.0       -0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        24          7         10         12         16         44         27:
Old  :        52:        24          7         10         12         16         44         27:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       38.8       37.8       59.8       21.3       37.4       34.5       51.7
Old  :                 22.4       38.8       37.8       59.8       21.3       37.4       34.5       51.7
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :   448,151:    62,905     59,254    109,323    205,083    166,183    377,312    334,760:    70,839    113,390
Old  :   298,240:    51,253     79,432     48,327    149,525    113,868    249,105    241,627:    49,134     56,613
Other:   149,911:    52,044     20,214     20,604     55,558     52,315    128,206     93,133:    21,705     56,778
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    17,076:     5,988     -6,447      4,502     -5,170      7,035      5,320      5,089:    11,756     11,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       13.2       24.4       45.8       37.1       84.2       74.7:      15.8       25.3
Old  :     100.0:      17.2       26.6       16.2       50.1       38.2       83.5       81.0:      16.5       19.0
Other:     100.0:      34.7       13.5       13.7       37.1       34.9       85.5       62.1:      14.5       37.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:       125        129        154        106        120        333        325:
Old  :       401:       115        150        102         88        110        268        298:
Other:       262:        83         58         67         71         93        187        193:
     :----------------------------------------------------------------------------------------------------
     :             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       14.4       28.6       21.9       16.9       10.5       24.8       15.3
Old  :                 25.7       16.0       35.7       24.7       25.7       12.7       34.9       19.4
Other:                 22.2       14.5       33.4       21.2       18.3       10.8       26.2       15.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,829:    12,165      3,098        324        330        491     12,819      3,913:     4,010     12,916
Old  :     7,446:     4,189      3,148         86        275        104      4,550      3,338:     2,896      4,108
Other:     9,383:     8,156        130         58         55        387      8,269        575:     1,114      8,808
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     1,239:     1,438        258       -160          0         31      1,278        129:       -39      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.3       18.4        1.9        2.0        2.9       76.2       23.3:      23.8       76.7
Old  :     100.0:      56.3       42.3        1.2        3.7        1.4       61.1       44.8:      38.9       55.2
Other:     100.0:      86.9        1.4        0.6        0.6        4.1       88.1        6.1:      11.9       93.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        15          8          8          1          2         19         15:
Old  :        26:        14          9          3          1          2         16         13:
Other:        12:         7          2          2          1          2          8          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       12.6       65.9       18.8       57.7       12.6       64.4       18.6
Old  :                 26.3       28.5       41.4       42.0       26.1       28.5       40.8       42.0
Other:                 87.5        5.5       88.1        6.1       86.9        5.5       87.5        5.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :   270,599:    75,225     13,252     47,908    117,123    189,599    240,256    250,759:    30,343     19,840
Old  :   207,330:    69,595     24,452     22,743     90,734    144,880    183,072    192,075:    24,258     15,255
Other:    63,269:    20,084      3,254     10,711     26,389     44,719     57,184     58,684:     6,085      4,585
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    -1,034:       697      1,478     -1,277       -397     -1,640       -978     -1,439:       -56        405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        4.9       17.7       43.3       70.1       88.8       92.7:      11.2        7.3
Old  :     100.0:      33.6       11.8       11.0       43.8       69.9       88.3       92.6:      11.7        7.4
Other:     100.0:      31.7        5.1       16.9       41.7       70.7       90.4       92.8:       9.6        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        83         32         51         55         59        170        123:
Old  :       197:        82         41         38         49         55        152        114:
Other:        98:        33         17         30         30         38         75         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       42.7       27.6       54.9       17.9       36.2       24.3       46.2
Old  :                 22.9       47.3       31.1       58.2       22.1       42.1       29.7       52.6
Other:                 28.9       37.8       46.8       54.0       25.6       32.5       38.6       44.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  : 1,196,046:    90,077    243,795    254,803    691,693    457,792  1,036,573    956,390:   159,472    239,656
Old  : 1,196,046:    90,077    243,795    254,803    691,693    457,792  1,036,573    956,390:   159,472    239,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    12,744:     8,448     -9,845      7,511    -13,994      7,190      1,965      4,856:    10,779      7,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       20.4       21.3       57.8       38.3       86.7       80.0:      13.3       20.0
Old  :     100.0:       7.5       20.4       21.3       57.8       38.3       86.7       80.0:      13.3       20.0
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  :       211:        38         65         70         89         88        167        183:
Old  :       211:        38         65         70         89         88        167        183:
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  :                 20.4       16.0       30.7       23.5       13.9        8.3       20.8       13.7
Old  :                 20.4       16.0       30.7       23.5       13.9        8.3       20.8       13.7
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, May 9, 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  :   188,899:    28,383     41,004     35,117     94,584     90,134    158,084    166,255:    30,815     22,644
Old  :   138,435:    28,714     36,819     19,116     65,455     65,607    113,284    121,541:    25,151     16,893
Other:    50,464:     5,960     10,475      9,711     29,129     24,528     44,800     44,714:     5,665      5,751
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     2,375:    -1,624     -1,254        410      1,950      4,057        736      3,213:     1,639       -838
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       21.7       18.6       50.1       47.7       83.7       88.0:      16.3       12.0
Old  :     100.0:      20.7       26.6       13.8       47.3       47.4       81.8       87.8:      18.2       12.2
Other:     100.0:      11.8       20.8       19.2       57.7       48.6       88.8       88.6:      11.2       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        44         51         52         60         60        136        147:
Old  :       180:        52         49         46         55         49        128        132:
Other:       101:        18         28         26         41         40         77         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       24.1       32.0       35.8       21.3       21.7       28.7       30.3
Old  :                 22.1       26.5       30.0       39.1       21.9       26.2       28.9       38.0
Other:                 33.4       25.7       46.4       40.2       31.8       22.0       42.9       34.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,818:     3,131        385      1,634      4,366      7,895      9,131      9,914:     2,687      1,904
Old  :     6,041:     3,039        532        255      1,701      4,143      4,995      4,931:     1,046      1,109
Other:     5,777:       644        404        827      2,665      3,752      4,136      4,983:     1,642        794
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :       279:        20        -41        251         51        -47        323        164:       -44        115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        3.3       13.8       36.9       66.8       77.3       83.9:      22.7       16.1
Old  :     100.0:      50.3        8.8        4.2       28.2       68.6       82.7       81.6:      17.3       18.4
Other:     100.0:      11.1        7.0       14.3       46.1       64.9       71.6       86.3:      28.4       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        21          7         11         20         20         44         35:
Old  :        51:        17          8          4         13         18         32         28:
Other:        33:        10          4          9         13         13         26         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       47.4       38.4       59.7       18.1       36.4       29.6       42.4
Old  :                 35.0       45.3       55.7       60.3       35.0       40.6       55.7       54.5
Other:                 33.6       57.1       47.7       71.6       22.6       40.4       30.0       49.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :   611,284:   209,497    179,447     10,644    278,683    302,298    498,823    492,388:   112,461    118,896
Old  :   611,284:   209,497    179,447     10,644    278,683    302,298    498,823    492,388:   112,461    118,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    57,870:    27,181     17,448      1,809     27,522     41,599     56,511     60,856:     1,359     -2,986
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3       29.4        1.7       45.6       49.5       81.6       80.5:      18.4       19.5
Old  :     100.0:      34.3       29.4        1.7       45.6       49.5       81.6       80.5:      18.4       19.5
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  :       178:        43         44         17         69         62        120        115:
Old  :       178:        43         44         17         69         62        120        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       13.0       30.0       22.3       18.3       12.0       29.8       21.1
Old  :                 18.4       13.0       30.0       22.3       18.3       12.0       29.8       21.1
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, May 9, 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  : 3,210,326:   640,361    630,391    471,453  1,811,976  1,593,068  2,923,789  2,694,912:   286,537    515,414
Old  : 3,210,326:   640,361    630,391    471,453  1,811,976  1,593,068  2,923,789  2,694,912:   286,537    515,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :   163,338:    24,555     18,460     -4,437     74,168     58,186     94,286     72,209:    69,052     91,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       19.6       14.7       56.4       49.6       91.1       83.9:       8.9       16.1
Old  :     100.0:      19.9       19.6       14.7       56.4       49.6       91.1       83.9:       8.9       16.1
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  :       317:        64         87         91        132        134        245        263:
Old  :       317:        64         87         91        132        134        245        263:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       21.8       35.8       31.1       19.6       20.7       27.2       26.2
Old  :                 26.1       21.8       35.8       31.1       19.6       20.7       27.2       26.2
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, May 9, 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  : 1,562,056:   276,553    299,530    192,731    861,446    726,933  1,330,731  1,219,194:   231,325    342,862
Old  : 1,562,056:   276,553    299,530    192,731    861,446    726,933  1,330,731  1,219,194:   231,325    342,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :    27,955:   -22,064     14,932     22,367      7,715     -3,323      8,019     33,976:    19,937     -6,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       19.2       12.3       55.1       46.5       85.2       78.1:      14.8       21.9
Old  :     100.0:      17.7       19.2       12.3       55.1       46.5       85.2       78.1:      14.8       21.9
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  :       207:        45         55         47         74         85        142        164:
Old  :       207:        45         55         47         74         85        142        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  :                 20.5       13.2       31.2       21.1       15.9       11.2       25.1       17.0
Old  :                 20.5       13.2       31.2       21.1       15.9       11.2       25.1       17.0
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, May 9, 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  :   787,874:   157,290    119,210    317,232    283,713    319,841    758,235    756,283:    29,639     31,590
Old  :   787,874:   157,290    119,210    317,232    283,713    319,841    758,235    756,283:    29,639     31,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :   -57,480:    -5,974      7,131    -54,001      9,809     -8,502    -50,167    -55,373:    -7,313     -2,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       15.1       40.3       36.0       40.6       96.2       96.0:       3.8        4.0
Old  :     100.0:      20.0       15.1       40.3       36.0       40.6       96.2       96.0:       3.8        4.0
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  :       134:        39         29         50         57         56        119        115:
Old  :       134:        39         29         50         57         56        119        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       31.0       41.4       43.6        7.7       10.9       12.9       15.3
Old  :                 29.2       31.0       41.4       43.6        7.7       10.9       12.9       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    24,893:     4,934      2,812      2,119      5,385      8,244     12,438     13,175:    12,455     11,718
Old  :    24,893:     4,934      2,812      2,119      5,385      8,244     12,438     13,175:    12,455     11,718
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     4,922:        26     -1,771        652        463        527      1,141       -593:     3,782      5,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       11.3        8.5       21.6       33.1       50.0       52.9:      50.0       47.1
Old  :     100.0:      19.8       11.3        8.5       21.6       33.1       50.0       52.9:      50.0       47.1
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  :        24:        10          6          7          6          7         19         17:
Old  :        24:        10          6          7          6          7         19         17:
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  :                 24.9       31.9       37.5       42.4       23.2       28.7       29.6       33.8
Old  :                 24.9       31.9       37.5       42.4       23.2       28.7       29.6       33.8
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, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    47,631:    12,585      7,021        726     21,616     30,695     34,927     38,442:    12,705      9,189
Old  :    47,631:    12,585      7,021        726     21,616     30,695     34,927     38,442:    12,705      9,189
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :       138:      -420       -271        117       -148        200       -451         47:       588         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       14.7        1.5       45.4       64.4       73.3       80.7:      26.7       19.3
Old  :     100.0:      26.4       14.7        1.5       45.4       64.4       73.3       80.7:      26.7       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        19         15          8         20         10         42         30:
Old  :        61:        19         15          8         20         10         42         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       40.3       43.9       64.1       27.6       36.9       43.2       60.7
Old  :                 27.6       40.3       43.9       64.1       27.6       36.9       43.2       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 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  :    98,305:    64,138     18,629      5,387     17,853     43,168     87,377     67,184:    10,928     31,121
Old  :    98,305:    64,138     18,629      5,387     17,853     43,168     87,377     67,184:    10,928     31,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :     6,401:     8,087     -2,018        131     -1,187      4,248      7,031      2,362:      -630      4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.2       19.0        5.5       18.2       43.9       88.9       68.3:      11.1       31.7
Old  :     100.0:      65.2       19.0        5.5       18.2       43.9       88.9       68.3:      11.1       31.7
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  :        99:        33         30         22         21         23         68         61:
Old  :        99:        33         30         22         21         23         68         61:
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  :                 46.3       29.9       57.2       40.3       45.1       27.8       55.7       38.1
Old  :                 46.3       29.9       57.2       40.3       45.1       27.8       55.7       38.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 9, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    12,674:     1,882      3,038        259     10,358      9,149     12,499     12,446:       175        228
Old  :    12,674:     1,882      3,038        259     10,358      9,149     12,499     12,446:       175        228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 2, 2006                          :
     :      -151:        44        160          0        -21       -356         23       -196:      -174         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       24.0        2.0       81.7       72.2       98.6       98.2:       1.4        1.8
Old  :     100.0:      14.8       24.0        2.0       81.7       72.2       98.6       98.2:       1.4        1.8
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  :        39:         5         14          5         13         10         21         26:
Old  :        39:         5         14          5         13         10         21         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       65.1       73.7       78.4       45.4       59.9       72.5       71.5
Old  :                 45.4       65.1       73.7       78.4       45.4       59.9       72.5       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 12, 2006