WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,557
COMMITMENTS
  74,881   60,625   94,243  223,776  218,459  392,900  373,327   38,657   58,230

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -17,586)
  -2,404   -7,929   -8,126   -5,853   -1,300  -16,384  -17,356   -1,202     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     14.0     21.8     51.9     50.6     91.0     86.5      9.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      345)
     129      103      133       58       81      276      248
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,257,355
COMMITMENTS
 246,828   80,092  268,722  547,668  613,559  1063217  962,373  194,138  294,982

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -52,872)
   6,568  -14,277  -40,360   -6,325    7,439  -40,117  -47,198  -12,756   -5,674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      6.4     21.4     43.6     48.8     84.6     76.5     15.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      662)
     194      107      196      245      285      551      516
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,186
COMMITMENTS
   5,587      268      586    2,022    9,504    8,195   10,358    3,990    1,827

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -348)
    -224     -101     -142      226       40     -141     -203     -207     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.8      2.2      4.8     16.6     78.0     67.3     85.0     32.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22        4        6       10       14       36       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      416,569
COMMITMENTS
  55,486   57,848   87,632  203,282  162,704  346,400  308,184   70,169  108,385

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -55,712)
  -6,933    7,450  -19,481  -16,518  -30,726  -42,931  -42,756  -12,781  -12,956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     13.9     21.0     48.8     39.1     83.2     74.0     16.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      369)
      93      118      135      110      118      298      302
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,289
COMMITMENTS
   8,526    3,928    1,420        0        0    9,946    5,348    4,343    8,941

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.7     27.5      9.9      0.0      0.0     69.6     37.4     30.4     62.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      14        8       10        0        0       17       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      199,520
COMMITMENTS
  27,365   20,381   38,585  105,475  119,509  171,425  178,476   28,095   21,044

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -8,907)
  -1,115   -4,532   -2,675   -7,023   -1,814  -10,813   -9,021    1,906      114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     10.2     19.3     52.9     59.9     85.9     89.5     14.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      40       44       44       50       47      123      118
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      770,780
COMMITMENTS
  94,108   84,385   91,434  430,556  396,776  616,098  572,595  154,682  198,185

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -59,321)
 -12,176   -2,078  -27,001  -28,697  -22,647  -67,874  -51,726    8,553   -7,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     10.9     11.9     55.9     51.5     79.9     74.3     20.1     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      30       38       48       72       78      129      138
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      151,052
COMMITMENTS
  20,476   32,634   27,326   75,644   63,528  123,446  123,488   27,606   27,564

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -2,324)
    -658   13,047   -5,059    3,099  -10,746   -2,619   -2,758      295      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     21.6     18.1     50.1     42.1     81.7     81.8     18.3     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      37       47       37       50       52      109      121
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,768
COMMITMENTS
   4,225      521    1,305    4,158    9,317    9,687   11,142    3,081    1,626

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -1,500)
     -96      143     -186     -144     -224     -427     -267   -1,074   -1,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.1      4.1     10.2     32.6     73.0     75.9     87.3     24.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      24        7        8       18       21       46       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      489,940
COMMITMENTS
 136,144  149,900   11,779  249,560  199,734  397,483  361,413   92,457  128,527

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:    -27,155)
  -1,074   10,301   -5,110  -19,488  -40,728  -25,673  -35,537   -1,482    8,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8     30.6      2.4     50.9     40.8     81.1     73.8     18.9     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      29       39       18       60       61      101      106
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,417,721
COMMITMENTS
 590,408  418,022  301,407  1233676  1241490  2125491  1960919  292,230  456,803

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:   -108,408)
  37,376   -8,357  -66,702 -119,422  -52,903 -148,747 -127,961   40,340   19,554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     17.3     12.5     51.0     51.3     87.9     81.1     12.1     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      60       79       88      106      112      214      231
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,497,044
COMMITMENTS
 370,114  376,322  108,202  828,657  683,129  1306972  1167652  190,072  329,392

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:   -201,900)
  10,725   -3,237  -85,250 -142,758 -105,652 -217,282 -194,138   15,382   -7,762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.7     25.1      7.2     55.4     45.6     87.3     78.0     12.7     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      37       50       39       75       90      134      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      912,801
COMMITMENTS
 114,838  106,929  419,175  315,509  336,407  849,522  862,512   63,279   50,289

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     64,626)
   8,651       32   39,949   13,750   19,106   62,351   59,087    2,275    5,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     11.7     45.9     34.6     36.9     93.1     94.5      6.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      34       40       52       63       55      129      117
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,484
COMMITMENTS
  11,829    8,519      676   17,848   26,516   30,354   35,712   13,130    7,772

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:       -784)
    -860     -250      -15      142     -161     -733     -426      -52     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.2     19.6      1.6     41.0     61.0     69.8     82.1     30.2     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      15       13        8       22       12       41       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,442
COMMITMENTS
  42,999   27,979    4,685   37,218   38,959   84,902   71,623    9,539   22,819

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -2,786)
  -4,960    1,999      593      986   -2,371   -3,381      221      594   -3,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.5     29.6      5.0     39.4     41.3     89.9     75.8     10.1     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      38       25       21       17       20       63       58
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       24,159
COMMITMENTS
   7,620    2,909      557   15,621   20,286   23,798   23,752      361      407

CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST:     -7,659)
      19     -187        0   -7,700   -7,497   -7,681   -7,684       22       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     12.0      2.3     64.7     84.0     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       8       11        6       14       18       23       34
 

Updated March 3, 2006