WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      609,988
COMMITMENTS
 114,872   73,675  157,757  292,227  296,629  564,856  528,061   45,133   81,928

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     66,601)
  16,263    9,706   28,689   22,264   22,627   67,216   61,022     -614    5,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     12.1     25.9     47.9     48.6     92.6     86.6      7.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     134      125      146       64       93      305      280
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,684,064
COMMITMENTS
 329,319   65,702  452,291  681,135  838,583  1462745  1356577  221,319  327,487

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     36,030)
 -10,746   -3,640   57,134    8,483    4,261   54,871   57,754  -18,841  -21,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      3.9     26.9     40.4     49.8     86.9     80.6     13.1     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      770)
     262      118      233      277      322      642      592
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,847
COMMITMENTS
   6,155      302    1,873    3,610   11,421   11,639   13,596    4,208    2,250

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:        617)
     284       17      397      155      627      836    1,041     -218     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.8      1.9     11.8     22.8     72.1     73.4     85.8     26.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      23        8       14       12       17       47       32
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      464,932
COMMITMENTS
  56,653   70,540  117,350  217,951  162,529  391,954  350,419   72,978  114,513

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    -11,665)
 -11,767   12,410    1,556    7,025  -16,653   -3,186   -2,687   -8,478   -8,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     15.2     25.2     46.9     35.0     84.3     75.4     15.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      411)
     114      126      170      109      118      333      337
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,526
COMMITMENTS
  13,020    3,355      340      605      548   13,965    4,243    3,561   13,283

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -135)
     201      326        4      245       10      450      340     -585     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.3     19.1      1.9      3.5      3.1     79.7     24.2     20.3     75.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        8        1        2       16       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      278,136
COMMITMENTS
  66,096   11,368   58,999  124,347  191,259  249,441  261,625   28,695   16,511

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -4,256)
 -12,143   -1,340    5,064    6,293   -5,620     -786   -1,896   -3,470   -2,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8      4.1     21.2     44.7     68.8     89.7     94.1     10.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      79       32       57       54       56      168      124
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,235,286
COMMITMENTS
 108,974  206,304  264,128  693,480  529,954  1066583  1000386  168,703  234,900

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      3,304)
  13,698  -36,897    7,093  -26,360   47,308   -5,569   17,504    8,873  -14,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     16.7     21.4     56.1     42.9     86.3     81.0     13.7     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      45       60       72       89      100      172      194
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      207,628
COMMITMENTS
  25,867   53,297   37,272  114,453   92,126  177,593  182,694   30,035   24,934

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     15,944)
    -812   11,422    3,292   14,290    1,149   16,770   15,863     -826       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     25.7     18.0     55.1     44.4     85.5     88.0     14.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      35       61       52       60       57      130      152
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,471
COMMITMENTS
   4,187      180    1,739    4,555   10,668   10,481   12,587    3,990    1,884

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:      1,750)
     453       29       76      639    1,526    1,168    1,631      582      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      1.2     12.0     31.5     73.7     72.4     87.0     27.6     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      31        4       13       22       22       56       36
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      658,024
COMMITMENTS
 173,105  155,971   16,492  333,544  362,087  523,141  534,550  134,883  123,473

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:    -32,541)
 -36,014  -10,644    2,260    7,833  -33,573  -25,922  -41,957   -6,620    9,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     23.7      2.5     50.7     55.0     79.5     81.2     20.5     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      42       45       23       66       72      120      128
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,049,816
COMMITMENTS
 626,621  518,638  480,826  1624583  1549358  2732030  2548822  317,787  500,994

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:   -137,459)
 -21,029  -44,901  -21,213 -109,527  -61,448 -151,769 -127,562   14,311   -9,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     17.0     15.8     53.3     50.8     89.6     83.6     10.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      72       82       90      128      144      245      271
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,611,007
COMMITMENTS
 295,635  284,328  193,807  873,645  788,347  1363087  1266482  247,920  344,525

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     29,199)
 -22,284  -20,366   -4,422   43,096   35,990   16,390   11,202   12,809   17,997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     17.6     12.0     54.2     48.9     84.6     78.6     15.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      42       59       54       78       94      150      177
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      843,346
COMMITMENTS
 139,940  129,657  329,569  336,862  349,348  806,372  808,574   36,975   34,773

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     61,259)
 -28,453   -7,824   49,907   39,558   26,156   61,011   68,239      247   -6,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     15.4     39.1     39.9     41.4     95.6     95.9      4.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      41       26       50       61       60      122      117
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,302
COMMITMENTS
   5,544    2,518    2,730    3,232   11,392   11,506   16,640   16,796   11,662

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -9,158)
    -529   -2,044      569   -3,266   -1,853   -3,227   -3,328   -5,931   -5,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      8.9      9.6     11.4     40.3     40.7     58.8     59.3     41.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        9        9        6        6       23       20
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,110
COMMITMENTS
  12,177    7,585      678   19,459   32,645   32,315   40,908   14,795    6,202

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -2,559)
  -2,575    1,098      -73     -419      934   -3,067    1,959      508   -4,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8     16.1      1.4     41.3     69.3     68.6     86.8     31.4     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      20       13        8       17       12       41       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       95,298
COMMITMENTS
  55,795   18,770    3,346   21,891   47,016   81,032   69,132   14,266   26,167

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:     -7,009)
  -4,097    3,034   -2,030    4,550   -2,845   -1,576   -1,841   -5,433   -5,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     19.7      3.5     23.0     49.3     85.0     72.5     15.0     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      35       25       18       23       21       65       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       11,802
COMMITMENTS
   2,076    2,896      370    8,804    8,044   11,250   11,310      552      492

CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST:       -864)
    -264      249        0     -977   -1,057   -1,241     -808      377      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     24.5      3.1     74.6     68.2     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5       14        5       13        9       21       25
 

Updated May 26, 2006