WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      438,815
COMMITMENTS
  76,395   56,118   99,565  226,634  225,647  402,594  381,330   36,221   57,485

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      7,258)
   1,513   -4,507    5,322    2,858    7,188    9,694    8,003   -2,436     -746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     12.8     22.7     51.6     51.4     91.7     86.9      8.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     122      117      137       56       79      283      253
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,255,067
COMMITMENTS
 235,525   80,257  271,770  555,715  607,282  1063011  959,309  192,056  295,757

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -2,288)
 -11,302      165    3,049    8,047   -6,277     -207   -3,063   -2,082      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      6.4     21.7     44.3     48.4     84.7     76.4     15.3     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     213       93      199      247      285      560      523
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,233
COMMITMENTS
   5,527      258      530    2,274    9,739    8,331   10,527    3,902    1,706

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:         47)
     -59       -9      -57      252      234      136      168      -89     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2      2.1      4.3     18.6     79.6     68.1     86.1     31.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      21        5        4       12       15       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      418,719
COMMITMENTS
  57,057   58,680   94,459  199,459  157,734  350,975  310,873   67,743  107,845

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      2,149)
   1,571      832    6,827   -3,824   -4,970    4,575    2,689   -2,425     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     14.0     22.6     47.6     37.7     83.8     74.2     16.2     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     100      132      143      110      121      310      311
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,538
COMMITMENTS
   8,502    3,807    1,116        0        0    9,618    4,923    4,920    9,615

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:        249)
     -24     -121     -304        0        0     -328     -425      577      674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     26.2      7.7      0.0      0.0     66.2     33.9     33.8     66.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      12        8        9        0        0       14       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      219,805
COMMITMENTS
  41,898   16,901   42,650  108,222  140,448  192,770  199,999   27,035   19,806

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     20,285)
  14,533   -3,480    4,065    2,747   20,939   21,345   21,523   -1,060   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      7.7     19.4     49.2     63.9     87.7     91.0     12.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      55       48       47       49       49      140      120
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      835,108
COMMITMENTS
  45,813   80,392  149,141  494,998  388,657  689,952  618,190  145,156  216,918

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     64,327)
 -48,295   -3,994   57,707   64,441   -8,119   73,854   45,594   -9,526   18,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      9.6     17.9     59.3     46.5     82.6     74.0     17.4     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      33       34       47       73       79      127      139
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      159,962
COMMITMENTS
  20,839   35,494   31,913   81,148   65,424  133,900  132,831   26,062   27,131

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      8,910)
     363    2,860    4,587    5,503    1,896   10,454    9,343   -1,544     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     22.2     20.0     50.7     40.9     83.7     83.0     16.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      39       57       43       55       51      120      133
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,421
COMMITMENTS
   4,196      422    1,209    4,121    9,261    9,526   10,893    2,895    1,528

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:       -348)
     -29      -99      -95      -37      -55     -161     -249     -187      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      3.4      9.7     33.2     74.6     76.7     87.7     23.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      26        6        8       21       21       50       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      455,422
COMMITMENTS
 115,080  129,912   12,482  232,708  188,492  360,271  330,887   95,152  124,536

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:    -34,517)
 -21,064  -19,987      703  -16,851  -11,242  -37,212  -30,526    2,695   -3,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     28.5      2.7     51.1     41.4     79.1     72.7     20.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      23       36       16       58       54       91       96
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,801,886
COMMITMENTS
 632,568  540,860  422,094  1468824  1375666  2523486  2338621  278,401  463,265

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:    384,165)
  42,159  122,838  120,687  235,148  134,177  397,994  377,702  -13,829    6,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.6     19.3     15.1     52.4     49.1     90.1     83.5      9.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      62       97       90      115      117      229      252
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,488,010
COMMITMENTS
 309,409  371,421  150,406  833,709  621,136  1293524  1142964  194,486  345,047

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -9,034)
 -60,705   -4,901   42,204    5,053  -61,992  -13,448  -24,688    4,414   15,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     25.0     10.1     56.0     41.7     86.9     76.8     13.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       53       43       70       78      130      152
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      764,570
COMMITMENTS
  98,281  139,646  336,030  271,308  243,723  705,619  719,399   58,951   45,171

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:   -148,231)
 -16,557   32,717  -83,145  -44,201  -92,684 -143,903 -143,113   -4,328   -5,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     18.3     44.0     35.5     31.9     92.3     94.1      7.7      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      39       33       47       56       47      120      105
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       45,213
COMMITMENTS
  12,085    8,818      659   19,064   26,785   31,808   36,262   13,405    8,951

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      1,729)
     256      299      -17    1,215      268    1,455      550      275    1,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7     19.5      1.5     42.2     59.2     70.4     80.2     29.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       13        8       25       13       45       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,766
COMMITMENTS
  41,874   31,216    5,483   40,400   35,891   87,757   72,590   10,009   25,177

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:      3,325)
  -1,125    3,237      798    3,182   -3,068    2,855      967      470    2,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.8     31.9      5.6     41.3     36.7     89.8     74.2     10.2     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      34       27       23       18       19       64       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       21,891
COMMITMENTS
   7,423    2,879      506   13,672   18,193   21,601   21,578      290      313

CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST:     -2,268)
    -197      -30      -51   -1,949   -2,093   -2,197   -2,174      -71      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9     13.2      2.3     62.5     83.1     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6       12        5       16       19       23       35
 

Updated March 10, 2006