WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   574,241:    88,720     63,976    161,618    280,578    274,246    530,916    499,840:    43,325     74,401
Old  :   498,403:    85,538     77,591    130,572    244,545    236,490    460,655    444,653:    37,748     53,750
Other:    75,838:    28,978     12,182      5,250     36,032     37,755     70,261     55,188:     5,577     20,650
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -45,273:   -19,316     -8,724    -16,425     -7,747    -17,446    -43,487    -42,595:    -1,785     -2,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       11.1       28.1       48.9       47.8       92.5       87.0:       7.5       13.0
Old  :     100.0:      17.2       15.6       26.2       49.1       47.4       92.4       89.2:       7.6       10.8
Other:     100.0:      38.2       16.1        6.9       47.5       49.8       92.6       72.8:       7.4       27.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       117        110        150         75         94        295        282:
Old  :       351:       119        115        135         72         90        277        272:
Other:       167:        51         46         35         22         58         93        122:
     :----------------------------------------------------------------------------------------------------
     :             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       22.9       30.8       31.2       20.4       18.0       29.0       22.8
Old  :                 23.5       25.4       33.6       34.4       23.3       22.8       33.3       29.0
Other:                 36.6       18.4       52.3       29.4       31.8       17.1       47.6       26.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  : 1,651,025:   294,504     68,790    451,396    674,914    796,074  1,420,815  1,316,260:   230,210    334,765
Old  :   784,636:   130,524    170,436    157,820    390,405    356,108    678,749    684,363:   105,887    100,273
Other:   866,389:   302,339     36,713    155,217    284,509    439,966    742,065    631,897:   124,323    234,492
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -19,576:   -30,501      6,713      5,321     -2,443    -35,461    -27,624    -23,427:     8,048      3,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        4.2       27.3       40.9       48.2       86.1       79.7:      13.9       20.3
Old  :     100.0:      16.6       21.7       20.1       49.8       45.4       86.5       87.2:      13.5       12.8
Other:     100.0:      34.9        4.2       17.9       32.8       50.8       85.7       72.9:      14.3       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       765:       251        117        249        286        318        648        607:
Old  :       689:       164        175        184        244        273        517        529:
Other:       647:       205         92        132        190        293        443        475:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       17.2       22.6       23.0       14.0       13.2       20.9       17.3
Old  :                 23.5       22.3       33.3       30.2       23.5       20.2       32.7       25.9
Other:                 15.2       14.6       24.7       21.3       14.7       11.4       22.5       15.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :    15,379:     5,333        284      1,814      4,348     10,736     11,495     12,834:     3,884      2,545
Old  :    15,378:     5,333        284      1,814      4,347     10,736     11,494     12,834:     3,884      2,544
Other:         1:         0          0          0          1          0          1          0:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       126:       251        -20       -192       -190         17       -131       -195:       256        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7        1.8       11.8       28.3       69.8       74.7       83.4:      25.3       16.6
Old  :     100.0:      34.7        1.8       11.8       28.3       69.8       74.7       83.5:      25.3       16.5
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        24          3         13         12         16         44         30:
Old  :        52:        24          3         13         12         16         44         30:
Other:         1:         0          0          0          1          0          1          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       39.1       39.2       57.4       20.3       38.1       33.3       51.5
Old  :                 25.7       39.1       39.2       57.4       20.3       38.1       33.3       51.5
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   484,407:    57,997     62,943    149,552    202,451    161,204    410,000    373,699:    74,407    110,708
Old  :   240,866:    47,001     50,880     71,812     79,062     73,198    197,874    195,891:    42,992     44,976
Other:   243,540:    44,588     45,654     44,148    123,389     88,006    212,125    177,808:    31,415     65,732
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     3,560:     1,469     -6,691     15,605    -18,113     -6,754     -1,039      2,160:     4,599      1,400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       13.0       30.9       41.8       33.3       84.6       77.1:      15.4       22.9
Old  :     100.0:      19.5       21.1       29.8       32.8       30.4       82.2       81.3:      17.8       18.7
Other:     100.0:      18.3       18.7       18.1       50.7       36.1       87.1       73.0:      12.9       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       429:       132        131        185        108        113        351        353:
Old  :       379:       131        115        130         86         94        279        286:
Other:       307:        82         98         93         83        100        223        242:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       13.8       25.4       21.4       14.7        8.4       21.6       12.6
Old  :                 14.1       16.1       24.6       26.5        9.0        8.5       13.0       13.0
Other:                 25.0       16.5       36.5       24.2       25.0       12.8       35.7       17.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 2006                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    20,820:    15,421      6,580        582        175        583     16,178      7,745:     4,642     13,075
Old  :     8,161:     5,418      4,831          7        175        148      5,600      4,986:     2,561      3,175
Other:    12,659:    10,501      2,247         77          0        435     10,578      2,759:     2,081      9,900
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       618:     2,121      1,179       -547       -490          8      1,084        640:      -466        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.1       31.6        2.8        0.8        2.8       77.7       37.2:      22.3       62.8
Old  :     100.0:      66.4       59.2        0.1        2.1        1.8       68.6       61.1:      31.4       38.9
Other:     100.0:      83.0       17.8        0.6        0.0        3.4       83.6       21.8:      16.4       78.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        14          9          6          1          2         16         16:
Old  :        24:        10         11          2          1          2         12         14:
Other:        16:         7          7          3          0          2          8         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.2       24.6       69.4       31.1       58.3       24.6       67.4       31.1
Old  :                 45.3       39.5       61.4       54.7       45.2       39.5       61.4       54.7
Other:                 79.9       18.0       83.6       20.9       79.3       17.9       83.0       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   283,576:    65,570     19,186     59,951    126,596    185,062    252,117    264,199:    31,459     19,377
Old  :   136,723:    50,745     27,053     20,800     42,442     76,151    113,987    124,004:    22,736     12,719
Other:   146,854:    28,192      5,500     25,784     84,154    108,911    138,130    140,195:     8,724      6,658
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -7,482:    -4,405      3,472     -6,895      2,481     -7,830     -8,819    -11,253:     1,337      3,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        6.8       21.1       44.6       65.3       88.9       93.2:      11.1        6.8
Old  :     100.0:      37.1       19.8       15.2       31.0       55.7       83.4       90.7:      16.6        9.3
Other:     100.0:      19.2        3.7       17.6       57.3       74.2       94.1       95.5:       5.9        4.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       196:        74         42         56         53         53        162        129:
Old  :       182:        73         42         39         44         47        134        113:
Other:       123:        33         31         37         38         39         95         85:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       37.0       27.6       49.0       16.6       31.1       23.1       38.8
Old  :                 13.7       28.5       22.8       41.4       10.4       22.5       16.7       32.1
Other:                 31.4       46.0       44.9       59.6       29.1       42.0       41.0       49.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  : 1,029,967:   126,211    172,317    184,292    562,916    477,553    873,418    834,162:   156,549    195,805
Old  : 1,029,967:   126,211    172,317    184,292    562,916    477,553    873,418    834,162:   156,549    195,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    31,517:    20,887    -14,888     17,985     -3,611     29,144     35,261     32,241:    -3,744       -724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       16.7       17.9       54.7       46.4       84.8       81.0:      15.2       19.0
Old  :     100.0:      12.3       16.7       17.9       54.7       46.4       84.8       81.0:      15.2       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  :       202:        41         52         54         82         95        150        174:
Old  :       202:        41         52         54         82         95        150        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       20.1       28.1       28.2       13.3       12.8       19.6       18.4
Old  :                 19.2       20.1       28.1       28.2       13.3       12.8       19.6       18.4
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, June 13, 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  :   201,077:    29,965     33,657     38,321    100,324    105,004    168,611    176,982:    32,467     24,095
Old  :   122,332:    29,315     25,901     13,180     57,057     66,233     99,552    105,314:    22,780     17,018
Other:    78,745:    11,304     18,410     14,487     43,267     38,770     69,058     71,667:     9,686      7,077
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    -5,240:    -3,380     -3,843      2,244     -4,068     -3,192     -5,205     -4,791:       -35       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       16.7       19.1       49.9       52.2       83.9       88.0:      16.1       12.0
Old  :     100.0:      24.0       21.2       10.8       46.6       54.1       81.4       86.1:      18.6       13.9
Other:     100.0:      14.4       23.4       18.4       54.9       49.2       87.7       91.0:      12.3        9.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        44         50         47         56         57        131        135:
Old  :       165:        55         45         38         53         47        122        116:
Other:       114:        25         33         27         42         41         86         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.3       30.0       33.6       42.0       23.5       25.0       29.4       36.2
Old  :                 23.2       34.6       29.8       45.5       22.6       34.0       29.1       43.9
Other:                 34.6       29.0       44.4       44.0       31.7       26.6       40.3       40.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :    15,900:     4,855        265      1,823      4,852     11,525     11,530     13,614:     4,369      2,286
Old  :     5,844:     3,777        255        158        397      4,801      4,333      5,215:     1,512        629
Other:    10,055:     1,844        776        899      4,455      6,724      7,198      8,399:     2,858      1,656
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       -16:      -143         31       -188        170       -324       -160       -481:       144        464
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        1.7       11.5       30.5       72.5       72.5       85.6:      27.5       14.4
Old  :     100.0:      64.6        4.4        2.7        6.8       82.2       74.1       89.2:      25.9       10.8
Other:     100.0:      18.3        7.7        8.9       44.3       66.9       71.6       83.5:      28.4       16.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        72:        31          9         10         25         24         62         37:
Old  :        51:        24          5          4          8         18         33         26:
Other:        57:        17          8          8         24         20         47         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       51.3       29.0       62.1       11.1       44.6       20.4       51.5
Old  :                 34.0       53.8       49.8       71.5       34.0       53.7       48.9       71.4
Other:                 24.7       53.2       37.3       64.9       20.9       44.9       31.4       53.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  :   549,479:   117,501    132,732     11,926    307,495    298,990    436,922    443,648:   112,557    105,831
Old  :   549,479:   117,501    132,732     11,926    307,495    298,990    436,922    443,648:   112,557    105,831
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    11,848:     1,585     13,193        512     21,667      3,674     23,764     17,379:   -11,917     -5,531
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       24.2        2.2       56.0       54.4       79.5       80.7:      20.5       19.3
Old  :     100.0:      21.4       24.2        2.2       56.0       54.4       79.5       80.7:      20.5       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  :       159:        29         39         19         64         70        102        119:
Old  :       159:        29         39         19         64         70        102        119:
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  :                 20.7       14.1       34.2       24.8       20.4       13.0       33.7       22.8
Old  :                 20.7       14.1       34.2       24.8       20.4       13.0       33.7       22.8
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, June 13, 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  : 2,513,373:   483,456    386,747    328,598  1,405,332  1,384,128  2,217,387  2,099,473:   295,986    413,900
Old  : 2,513,373:   483,456    386,747    328,598  1,405,332  1,384,128  2,217,387  2,099,473:   295,986    413,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :   -40,819:   -64,543    -53,911     12,402     -4,652      8,233    -56,794    -33,276:    15,974     -7,543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       15.4       13.1       55.9       55.1       88.2       83.5:      11.8       16.5
Old  :     100.0:      19.2       15.4       13.1       55.9       55.1       88.2       83.5:      11.8       16.5
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  :       309:        66         74         88        134        139        239        262:
Old  :       309:        66         74         88        134        139        239        262:
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  :                 20.3       22.0       29.9       31.4       15.7       19.7       24.5       25.3
Old  :                 20.3       22.0       29.9       31.4       15.7       19.7       24.5       25.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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  : 1,381,214:   270,633    248,633    128,977    768,122    729,423  1,167,732  1,107,032:   213,483    274,182
Old  : 1,381,214:   270,633    248,633    128,977    768,122    729,423  1,167,732  1,107,032:   213,483    274,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     5,551:     2,719    -13,213       -565    -11,806     17,487     -9,652      3,708:    15,203      1,843
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       18.0        9.3       55.6       52.8       84.5       80.1:      15.5       19.9
Old  :     100.0:      19.6       18.0        9.3       55.6       52.8       84.5       80.1:      15.5       19.9
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  :       208:        38         61         47         77         91        142        172:
Old  :       208:        38         61         47         77         91        142        172:
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  :                 24.3       16.1       34.9       25.9       19.5       13.4       29.2       19.8
Old  :                 24.3       16.1       34.9       25.9       19.5       13.4       29.2       19.8
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, June 13, 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  :   729,704:   191,050    174,708    241,363    248,974    279,715    681,387    695,786:    48,317     33,918
Old  :   729,704:   191,050    174,708    241,363    248,974    279,715    681,387    695,786:    48,317     33,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    51,846:    62,632     55,328     -1,547    -17,780     -7,703     43,304     46,078:     8,541      5,768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       23.9       33.1       34.1       38.3       93.4       95.4:       6.6        4.6
Old  :     100.0:      26.2       23.9       33.1       34.1       38.3       93.4       95.4:       6.6        4.6
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  :       152:        50         30         52         66         55        137        119:
Old  :       152:        50         30         52         66         55        137        119:
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  :                 24.4       32.6       35.4       44.2       12.3       16.6       18.2       22.3
Old  :                 24.4       32.6       35.4       44.2       12.3       16.6       18.2       22.3
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, June 13, 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  :    28,723:     8,345      4,437      1,363      2,252     14,353     11,960     20,154:    16,762      8,569
Old  :    28,723:     8,345      4,437      1,363      2,252     14,353     11,960     20,154:    16,762      8,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :     7,846:     2,381      2,997        474       -326      4,296      2,529      7,767:     5,317         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       15.4        4.7        7.8       50.0       41.6       70.2:      58.4       29.8
Old  :     100.0:      29.1       15.4        4.7        7.8       50.0       41.6       70.2:      58.4       29.8
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  :        33:        17          6          3          5         10         22         19:
Old  :        33:        17          6          3          5         10         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       44.4       27.7       58.5       19.4       44.4       25.7       58.3
Old  :                 19.5       44.4       27.7       58.5       19.4       44.4       25.7       58.3
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, June 13, 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  :    67,357:    11,177      6,763     11,162     26,417     40,473     48,755     58,398:    18,601      8,959
Old  :    67,357:    11,177      6,763     11,162     26,417     40,473     48,755     58,398:    18,601      8,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    18,668:      -414     -1,166      9,825      6,598      6,707     16,009     15,366:     2,658      3,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       10.0       16.6       39.2       60.1       72.4       86.7:      27.6       13.3
Old  :     100.0:      16.6       10.0       16.6       39.2       60.1       72.4       86.7:      27.6       13.3
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:        16         14         17         24         19         52         39:
Old  :        61:        16         14         17         24         19         52         39:
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  :                 21.2       31.8       36.4       55.2       17.6       27.4       27.2       44.2
Old  :                 21.2       31.8       36.4       55.2       17.6       27.4       27.2       44.2
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, June 13, 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  :   131,947:    62,670     15,472     33,282     21,388     57,197    117,341    105,952:    14,607     25,996
Old  :   131,947:    62,670     15,472     33,282     21,388     57,197    117,341    105,952:    14,607     25,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :    32,134:      -748      1,091     28,469      3,147      3,357     30,869     32,916:     1,265       -782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       11.7       25.2       16.2       43.3       88.9       80.3:      11.1       19.7
Old  :     100.0:      47.5       11.7       25.2       16.2       43.3       88.9       80.3:      11.1       19.7
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  :        96:        39         22         34         28         26         82         68:
Old  :        96:        39         22         34         28         26         82         68:
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  :                 42.3       37.6       52.6       50.0       33.8       27.8       39.1       34.0
Old  :                 42.3       37.6       52.6       50.0       33.8       27.8       39.1       34.0
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, June 13, 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  :    12,948:     3,348      2,384      1,831      7,570      8,160     12,749     12,375:       199        573
Old  :    12,948:     3,348      2,384      1,831      7,570      8,160     12,749     12,375:       199        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 6, 2006                         :
     :       329:       147        -43        261        -58         65        350        283:       -21         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       18.4       14.1       58.5       63.0       98.5       95.6:       1.5        4.4
Old  :     100.0:      25.9       18.4       14.1       58.5       63.0       98.5       95.6:       1.5        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  :        36:         6         12          4         12         11         19         26:
Old  :        36:         6         12          4         12         11         19         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  :                 52.5       63.0       79.0       78.7       40.2       50.8       65.5       61.8
Old  :                 52.5       63.0       79.0       78.7       40.2       50.8       65.5       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 16, 2006