WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      441,469
COMMITMENTS
  60,571   60,378  109,245  235,012  208,927  404,828  378,550   36,640   62,919

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      5,773)
    -673    1,234    4,260      959   -3,267    4,546    2,227    1,227    3,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     13.7     24.7     53.2     47.3     91.7     85.7      8.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
     118       94      134       63       77      259      253
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,322,489
COMMITMENTS
 198,621  133,561  319,488  608,575  576,256  1126684  1029305  195,805  293,184

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     25,672)
  -2,933   14,708   14,711    8,028   -5,514   19,806   23,905    5,866    1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.1     24.2     46.0     43.6     85.2     77.8     14.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     177      126      181      251      268      517      510
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       11,335
COMMITMENTS
   3,673      687      886    3,538    7,771    8,097    9,344    3,237    1,990

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        -94)
    -189       87      102       12     -186      -75        2      -19      -96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      6.1      7.8     31.2     68.6     71.4     82.4     28.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14       10        7       12       15       32       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      427,818
COMMITMENTS
  46,222   79,965   95,590  213,721  138,372  355,532  313,928   72,285  113,890

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:      1,476)
  -4,140       16     -993    2,473   -1,452   -2,659   -2,429    4,135    3,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     18.7     22.3     50.0     32.3     83.1     73.4     16.9     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     109      136      145      113      106      314      317
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,701
COMMITMENTS
   9,213    3,480      950        0      217   10,163    4,647    4,538   10,054

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        447)
     689     -395        8        0      217      697     -170     -250      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    62.7     23.7      6.5      0.0      1.5     69.1     31.6     30.9     68.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13       11        7        0        1       14       18
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      210,628
COMMITMENTS
  34,954   20,643   42,865  110,909  127,361  188,728  190,869   21,900   19,759

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -4,779)
  -2,293    3,681      766   -2,973   -8,926   -4,501   -4,479     -279     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      9.8     20.4     52.7     60.5     89.6     90.6     10.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      46       41       48       50       46      126      119
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      783,168
COMMITMENTS
  51,020  121,932  112,521  496,861  352,830  660,402  587,283  122,766  195,885

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:    -26,384)
     146   25,238  -19,175   -6,319  -18,175  -25,348  -12,111   -1,036  -14,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     15.6     14.4     63.4     45.1     84.3     75.0     15.7     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      28       48       47       72       72      128      139
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      166,683
COMMITMENTS
  23,946   34,059   35,414   77,377   69,058  136,736  138,531   29,947   28,152

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        144)
   4,399   -3,559     -421   -3,614    5,011      364    1,032     -220     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     20.4     21.2     46.4     41.4     82.0     83.1     18.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      44       49       53       60       57      139      138
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       12,249
COMMITMENTS
   3,505      348    1,718    4,170    8,285    9,393   10,351    2,856    1,897

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:        587)
     -13      -22      474       54      -81      515      370       72      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      2.8     14.0     34.0     67.6     76.7     84.5     23.3     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      24        7       13       20       19       49       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      474,112
COMMITMENTS
 155,881  117,633   13,367  225,870  218,734  395,118  349,734   78,995  124,378

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:    -28,856)
     913    1,226     -869  -21,476  -26,862  -21,432  -26,505   -7,424   -2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     24.8      2.8     47.6     46.1     83.3     73.8     16.7     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      35       34       18       58       62      102      105
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,546,529
COMMITMENTS
 589,035  428,257  287,970  1437919  1361496  2314923  2077723  231,606  468,807

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:    -73,352)
   1,079   64,721  -54,838  -14,050  -40,848  -67,809  -30,965   -5,543  -42,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1     16.8     11.3     56.5     53.5     90.9     81.6      9.1     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      60       77       79      117      123      217      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,362,006
COMMITMENTS
 269,333  283,445  135,211  800,986  652,607  1205531  1071263  156,475  290,743

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -3,938)
   1,884    5,018     -611    6,583  -11,953    7,857   -7,546  -11,794    3,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8     20.8      9.9     58.8     47.9     88.5     78.7     11.5     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      40       51       47       75       87      136      164
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:    1,031,553
COMMITMENTS
 167,789  192,354  411,422  386,157  382,387  965,368  986,163   66,185   45,390

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     33,279)
  35,538   32,214    6,232    2,140     -833   43,910   37,613  -10,632   -4,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     18.6     39.9     37.4     37.1     93.6     95.6      6.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      46       31       56       53       53      125      118
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,090
COMMITMENTS
  10,285    7,313      739   15,954   25,214   26,978   33,266   14,111    7,824

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -1,466)
    -266     -209      -28     -125     -306     -419     -543   -1,047     -923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     17.8      1.8     38.8     61.4     65.7     81.0     34.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      21        7        8       16       12       37       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       74,975
COMMITMENTS
  47,298   19,439    5,295   12,585   23,766   65,178   48,500    9,797   26,475

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:     -1,548)
  -4,520   -2,120    2,183      791    2,304   -1,546    2,367       -2   -3,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    63.1     25.9      7.1     16.8     31.7     86.9     64.7     13.1     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      31       28       18       15       21       54       59
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,011
COMMITMENTS
   1,778    2,404      239   11,624   11,074   13,641   13,717      370      294

CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST:       -405)
       0      -27        0     -497     -394     -497     -421       92       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     17.2      1.7     83.0     79.0     97.4     97.9      2.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6       11        4       14       12       22       25
 

Updated March 31, 2006