WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, February 21, 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  :   390,551:    73,670     81,651     61,827    220,426    195,643    355,923    339,121:    34,628     51,430
Old  :   245,346:    62,521     92,689      5,007    157,176    129,967    224,704    227,663:    20,642     17,683
Other:   145,205:    58,297     36,110      9,672     63,250     65,676    131,219    111,458:    13,986     33,747
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    11,431:    -2,085      5,274      4,334     11,550      5,655     13,799     15,263:    -2,368     -3,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       20.9       15.8       56.4       50.1       91.1       86.8:       8.9       13.2
Old  :     100.0:      25.5       37.8        2.0       64.1       53.0       91.6       92.8:       8.4        7.2
Other:     100.0:      40.1       24.9        6.7       43.6       45.2       90.4       76.8:       9.6       23.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:       107        117        108         45         64        238        225:
Old  :       277:        90        116         40         33         48        151        177:
Other:       219:        83         66         55         28         63        141        155:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       26.9       42.5       34.6       29.2       24.6       42.3       29.8
Old  :                 41.9       33.6       57.2       43.3       41.9       33.1       57.2       42.7
Other:                 31.4       23.4       44.1       30.6       30.1       21.4       42.4       28.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, February 21, 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  : 1,062,926:   254,766     99,588    159,067    488,874    539,114    902,707    797,769:   160,219    265,157
Old  :   794,265:   216,649    150,586     70,839    381,566    399,202    669,054    620,627:   125,211    173,638
Other:   268,661:   114,720     25,605     11,625    107,308    139,912    233,653    177,142:    35,008     91,519
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    17,881:    17,411        295     -5,767      6,426     24,601     18,070     19,129:      -189     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        9.4       15.0       46.0       50.7       84.9       75.1:      15.1       24.9
Old  :     100.0:      27.3       19.0        8.9       48.0       50.3       84.2       78.1:      15.8       21.9
Other:     100.0:      42.7        9.5        4.3       39.9       52.1       87.0       65.9:      13.0       34.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       626:       198         98        156        187        253        469        458:
Old  :       611:       172        138        118        160        241        405        435:
Other:       415:       100         67         25         90        212        200        294:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       14.0       26.9       19.3       18.2       13.1       26.6       17.8
Old  :                 22.9       14.8       31.8       20.1       22.8       13.7       31.5       18.2
Other:                 26.8       14.2       37.2       21.0       25.8       13.7       36.2       19.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, February 21, 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  :    11,579:     5,849        271        337      1,473      9,096      7,659      9,704:     3,920      1,875
Old  :     9,349:     5,410        516         52        897      7,419      6,359      7,987:     2,990      1,362
Other:     2,230:       684          0         40        576      1,677      1,300      1,717:       930        513
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :        43:      -157        -35         65         96         48          4         78:        39        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5        2.3        2.9       12.7       78.6       66.1       83.8:      33.9       16.2
Old  :     100.0:      57.9        5.5        0.6        9.6       79.4       68.0       85.4:      32.0       14.6
Other:     100.0:      30.7        0.0        1.8       25.8       75.2       58.3       77.0:      41.7       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        24          6          6         10         14         38         23:
Old  :        48:        21          9          2          4         14         27         23:
Other:        20:         9          0          4          7          8         16         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       43.7       39.7       68.0       26.8       40.3       38.4       63.4
Old  :                 33.2       43.0       47.4       67.8       33.2       43.0       47.4       67.8
Other:                 36.9       63.2       52.6       75.2       34.6       62.1       48.6       71.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, February 21, 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  :   376,082:    65,152     50,631     55,050    190,857    161,992    311,059    267,673:    65,023    108,409
Old  :   312,533:    63,607     65,870     29,876    162,916    139,673    256,399    235,419:    56,134     77,114
Other:    63,549:    24,864      8,080      1,855     27,941     22,319     54,660     32,254:     8,889     31,295
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    13,512:     6,244    -10,041      1,554        795      6,818      8,593     -1,669:     4,919     15,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.5       14.6       50.7       43.1       82.7       71.2:      17.3       28.8
Old  :     100.0:      20.4       21.1        9.6       52.1       44.7       82.0       75.3:      18.0       24.7
Other:     100.0:      39.1       12.7        2.9       44.0       35.1       86.0       50.8:      14.0       49.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       356:       101         98        117         96        108        278        273:
Old  :       350:       108        105         90         89        102        247        258:
Other:       174:        48         35         14         42         68        100        110:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       15.4       31.8       23.4       19.0       10.5       26.8       14.7
Old  :                 24.8       17.3       36.8       26.7       24.4       14.7       33.9       21.3
Other:                 33.3       15.3       44.3       22.0       33.1       14.1       43.9       20.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, February 21, 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  :   182,795:    31,055     25,327     27,081    100,261    110,289    158,397    162,697:    24,398     20,098
Old  :   160,229:    32,202     26,063     18,190     88,382     97,415    138,774    141,668:    21,455     18,561
Other:    22,566:     4,626      5,037      3,118     11,879     12,874     19,623     21,029:     2,943      1,537
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    -1,297:     3,464     -5,574       -902     -5,909      5,707     -3,347       -769:     2,050       -528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       13.9       14.8       54.8       60.3       86.7       89.0:      13.3       11.0
Old  :     100.0:      20.1       16.3       11.4       55.2       60.8       86.6       88.4:      13.4       11.6
Other:     100.0:      20.5       22.3       13.8       52.6       57.1       87.0       93.2:      13.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        46         47         45         43         42        117        120:
Old  :       165:        51         49         41         42         41        114        116:
Other:        52:        11         16         10         12         17         28         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       36.5       38.2       47.2       24.6       32.7       34.2       39.3
Old  :                 28.5       36.4       40.4       47.7       28.1       32.8       39.0       42.6
Other:                 61.7       47.2       77.0       61.3       57.6       46.3       65.9       58.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, February 21, 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  :   668,942:   124,162    103,454     18,082    397,834    362,150    540,078    483,686:   128,864    185,256
Old  :   668,942:   124,162    103,454     18,082    397,834    362,150    540,078    483,686:   128,864    185,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    -5,289:    -2,639    -13,925      9,738    -15,427      4,259     -8,328         72:     3,039     -5,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.5        2.7       59.5       54.1       80.7       72.3:      19.3       27.7
Old  :     100.0:      18.6       15.5        2.7       59.5       54.1       80.7       72.3:      19.3       27.7
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  :       163:        38         35         33         59         74        113        127:
Old  :       163:        38         35         33         59         74        113        127:
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  :                 25.3       17.3       35.5       27.4       15.5       12.0       24.1       19.0
Old  :                 25.3       17.3       35.5       27.4       15.5       12.0       24.1       19.0
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 - Futures Only, February 21, 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  :   133,035:    20,270     19,777     21,185     67,032     67,010    108,487    107,972:    24,548     25,063
Old  :   114,029:    20,965     17,918     15,351     54,813     58,334     91,129     91,603:    22,900     22,426
Other:    19,006:     2,046      4,600      3,093     12,219      8,676     17,358     16,369:     1,648      2,637
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     1,865:    -1,811     -1,269       -930      4,322      1,681      1,581       -518:       284      2,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       14.9       15.9       50.4       50.4       81.5       81.2:      18.5       18.8
Old  :     100.0:      18.4       15.7       13.5       48.1       51.2       79.9       80.3:      20.1       19.7
Other:     100.0:      10.8       24.2       16.3       64.3       45.6       91.3       86.1:       8.7       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        33         42         36         51         50        109        111:
Old  :       146:        39         39         35         50         49        108        109:
Other:        61:        16         11          9         20         24         40         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.3       20.0       31.7       31.0       15.1       16.8       24.0       23.3
Old  :                 18.3       20.2       29.2       32.2       16.1       16.4       23.3       24.0
Other:                 48.7       42.6       64.8       58.1       48.7       42.6       60.8       52.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, February 21, 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  :    13,168:     4,429        321        865      3,890      9,276      9,184     10,462:     3,984      2,706
Old  :    11,041:     4,189        383        567      2,844      7,809      7,600      8,759:     3,441      2,282
Other:     2,127:       402        100        136      1,046      1,467      1,584      1,703:       543        424
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :       497:      -163        -27        100        354       -291        291       -218:       206        715
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.6        2.4        6.6       29.5       70.4       69.7       79.5:      30.3       20.5
Old  :     100.0:      37.9        3.5        5.1       25.8       70.7       68.8       79.3:      31.2       20.7
Other:     100.0:      18.9        4.7        6.4       49.2       69.0       74.5       80.1:      25.5       19.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        25          6          8         19         19         47         31:
Old  :        57:        23          6          8         17         16         43         27:
Other:        26:         6          5          7          8         12         18         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.8       53.9       33.9       62.2       16.8       44.5       26.2       51.4
Old  :                 21.8       55.1       33.5       64.2       20.0       48.1       30.0       56.7
Other:                 46.2       52.2       60.0       66.3       32.4       30.1       38.9       43.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, February 21, 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  :   504,744:   137,470    138,946      9,833    268,777    239,715    416,080    388,494:    88,664    116,250
Old  :   504,744:   137,470    138,946      9,833    268,777    239,715    416,080    388,494:    88,664    116,250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    18,186:     4,758     -2,309      5,786      9,169     21,091     19,713     24,568:    -1,527     -6,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       27.5        1.9       53.3       47.5       82.4       77.0:      17.6       23.0
Old  :     100.0:      27.2       27.5        1.9       53.3       47.5       82.4       77.0:      17.6       23.0
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  :       152:        31         38          7         59         59         92        102:
Old  :       152:        31         38          7         59         59         92        102:
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  :                 22.9       18.7       36.5       28.2       22.9       17.4       35.5       26.2
Old  :                 22.9       18.7       36.5       28.2       22.9       17.4       35.5       26.2
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 - Futures Only, February 21, 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  : 1,924,084:   587,819    441,223     65,621  1,048,977  1,020,520  1,702,417  1,527,364:   221,667    396,720
Old  : 1,924,084:   587,819    441,223     65,621  1,048,977  1,020,520  1,702,417  1,527,364:   221,667    396,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :   -73,590:     4,273      8,511     11,777    -65,960    -57,606    -49,910    -37,318:   -23,680    -36,272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       22.9        3.4       54.5       53.0       88.5       79.4:      11.5       20.6
Old  :     100.0:      30.6       22.9        3.4       54.5       53.0       88.5       79.4:      11.5       20.6
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  :       263:        63         61         41         97         99        176        185:
Old  :       263:        63         61         41         97         99        176        185:
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  :                 30.7       27.4       39.2       35.8       26.6       25.4       35.1       33.1
Old  :                 30.7       27.4       39.2       35.8       26.6       25.4       35.1       33.1
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 - Futures Only, February 21, 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  : 1,483,956:   372,596    386,242     57,898    894,809    721,686  1,325,303  1,165,826:   158,653    318,130
Old  : 1,483,956:   372,596    386,242     57,898    894,809    721,686  1,325,303  1,165,826:   158,653    318,130
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    69,258:    31,898     20,221      4,902     26,765     46,032     63,565     71,155:     5,693     -1,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       26.0        3.9       60.3       48.6       89.3       78.6:      10.7       21.4
Old  :     100.0:      25.1       26.0        3.9       60.3       48.6       89.3       78.6:      10.7       21.4
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  :       212:        51         47         32         67         86        125        158:
Old  :       212:        51         47         32         67         86        125        158:
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  :                 28.0       21.7       39.1       30.0       21.0       18.1       29.9       24.8
Old  :                 28.0       21.7       39.1       30.0       21.0       18.1       29.9       24.8
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 - Futures Only, February 21, 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  :   514,889:   112,976    119,082    131,465    224,761    229,782    469,202    480,329:    45,687     34,560
Old  :   514,889:   112,976    119,082    131,465    224,761    229,782    469,202    480,329:    45,687     34,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :   -12,617:   -22,882     -4,430     11,628      2,413     -9,851     -8,841     -2,653:    -3,776     -9,964
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.1       25.5       43.7       44.6       91.1       93.3:       8.9        6.7
Old  :     100.0:      21.9       23.1       25.5       43.7       44.6       91.1       93.3:       8.9        6.7
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  :       131:        33         29         38         58         49        117         94:
Old  :       131:        33         29         38         58         49        117         94:
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  :                 18.7       29.4       32.1       41.7       12.8       18.8       21.1       25.4
Old  :                 18.7       29.4       32.1       41.7       12.8       18.8       21.1       25.4
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 - Futures Only, February 21, 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  :    42,617:    12,530      8,744         34     17,443     26,518     30,007     35,296:    12,610      7,321
Old  :    42,617:    12,530      8,744         34     17,443     26,518     30,007     35,296:    12,610      7,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :     3,956:     2,972      2,156         19        712      1,513      3,703      3,688:       253        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       20.5        0.1       40.9       62.2       70.4       82.8:      29.6       17.2
Old  :     100.0:      29.4       20.5        0.1       40.9       62.2       70.4       82.8:      29.6       17.2
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  :        60:        15         13          2         24         12         40         26:
Old  :        60:        15         13          2         24         12         40         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  :                 25.2       42.0       40.7       62.0       25.1       41.9       40.6       60.7
Old  :                 25.2       42.0       40.7       62.0       25.1       41.9       40.6       60.7
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 - Futures Only, February 21, 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  :    92,295:    48,224     26,573      1,165     34,750     39,988     84,139     67,726:     8,156     24,569
Old  :    92,295:    48,224     26,573      1,165     34,750     39,988     84,139     67,726:     8,156     24,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :       139:     1,825      1,452        216       -933      1,047      1,108      2,715:      -969     -2,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.2       28.8        1.3       37.7       43.3       91.2       73.4:       8.8       26.6
Old  :     100.0:      52.2       28.8        1.3       37.7       43.3       91.2       73.4:       8.8       26.6
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  :        87:        32         24          6         16         20         52         46:
Old  :        87:        32         24          6         16         20         52         46:
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  :                 47.3       37.5       58.1       52.6       47.3       37.4       58.1       51.1
Old  :                 47.3       37.5       58.1       52.6       47.3       37.4       58.1       51.1
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 - Futures Only, February 21, 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  :    31,818:     7,601      3,096        557     23,321     27,783     31,479     31,436:       339        382
Old  :    31,818:     7,601      3,096        557     23,321     27,783     31,479     31,436:       339        382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 14, 2006                    :
     :    -1,046:        58       -568          0     -1,057       -485       -999     -1,053:       -47          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        9.7        1.8       73.3       87.3       98.9       98.8:       1.1        1.2
Old  :     100.0:      23.9        9.7        1.8       73.3       87.3       98.9       98.8:       1.1        1.2
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  :        47:         8         11          6         16         18         25         34:
Old  :        47:         8         11          6         16         18         25         34:
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  :                 65.7       56.8       84.7       79.1       64.5       54.5       78.7       69.9
Old  :                 65.7       56.8       84.7       79.1       64.5       54.5       78.7       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 24, 2006