WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 2, 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  :   382,991:    66,023     78,661     51,991    241,612    201,925    359,626    332,577:    23,365     50,414
Old  :   345,252:    63,517     80,444     42,961    218,964    183,167    325,442    306,572:    19,810     38,680
Other:    37,739:    10,993      6,704        543     22,648     18,758     34,184     26,005:     3,555     11,734
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :       455:     2,263        449       -310     10,551     11,201     12,504     11,340:   -12,049    -10,885
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       20.5       13.6       63.1       52.7       93.9       86.8:       6.1       13.2
Old  :     100.0:      18.4       23.3       12.4       63.4       53.1       94.3       88.8:       5.7       11.2
Other:     100.0:      29.1       17.8        1.4       60.0       49.7       90.6       68.9:       9.4       31.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        81        122         97         44         73        206        229:
Old  :       302:        79        130         90         37         70        193        223:
Other:       109:        34         20          8         16         46         53         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.4       27.9       44.8       35.5       31.2       23.7       44.6       29.0
Old  :                 34.8       30.2       49.7       38.2       34.6       29.1       49.4       35.3
Other:                 46.0       23.8       60.2       35.5       40.0       21.3       54.2       30.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 2, 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  : 1,189,657:   302,724     90,961    190,161    568,273    664,472  1,061,158    945,594:   128,499    244,063
Old  :   674,724:   198,608    163,591     43,869    360,176    378,382    602,653    585,842:    72,071     88,882
Other:   514,933:   221,049     44,303     29,359    208,097    286,090    458,505    359,752:    56,428    155,181
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :     5,297:    10,129      5,552     15,114      6,326     14,517     31,569     35,183:   -26,272    -29,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.6       16.0       47.8       55.9       89.2       79.5:      10.8       20.5
Old  :     100.0:      29.4       24.2        6.5       53.4       56.1       89.3       86.8:      10.7       13.2
Other:     100.0:      42.9        8.6        5.7       40.4       55.6       89.0       69.9:      11.0       30.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       699:       186        137        172        201        291        493        534:
Old  :       653:       155        162         90        135        264        356        463:
Other:       553:       139         96         51        128        265        292        392:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       16.8       30.2       22.9       19.8       16.2       29.6       20.7
Old  :                 29.3       22.8       40.1       30.4       29.3       22.8       39.8       29.6
Other:                 23.2       14.0       34.2       20.2       23.1       13.9       33.2       18.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 2, 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  :    11,689:     4,621        157        913      2,948      8,613      8,482      9,683:     3,207      2,006
Old  :    11,688:     4,621        156        913      2,947      8,613      8,481      9,682:     3,207      2,006
Other:         1:         0          1          0          1          0          1          1:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :       565:        -1       -716        129        660      1,328        788        741:      -223       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5        1.3        7.8       25.2       73.7       72.6       82.8:      27.4       17.2
Old  :     100.0:      39.5        1.3        7.8       25.2       73.7       72.6       82.8:      27.4       17.2
Other:     100.0:       0.0      100.0        0.0      100.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        21          4         10         12         15         39         26:
Old  :        46:        21          4         10         12         15         39         26:
Other:         2:         0          1          0          1          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.9       42.3       41.6       63.6       24.9       40.9       38.9       55.9
Old  :                 24.9       42.3       41.6       63.6       24.9       40.9       38.9       56.0
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, May 2, 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  :   356,906:    55,608     69,636     63,080    191,712    137,682    310,400    270,398:    46,506     86,508
Old  :   238,469:    55,601     90,559     10,593    139,629     95,652    205,823    196,804:    32,646     41,665
Other:   118,437:    43,584     22,654      8,910     52,083     42,030    104,577     73,594:    13,860     44,843
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    -8,871:     9,740    -16,078        292     -7,629     22,040      2,403      6,254:   -11,274    -15,125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       19.5       17.7       53.7       38.6       87.0       75.8:      13.0       24.2
Old  :     100.0:      23.3       38.0        4.4       58.6       40.1       86.3       82.5:      13.7       17.5
Other:     100.0:      36.8       19.1        7.5       44.0       35.5       88.3       62.1:      11.7       37.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       391:       103        136        113         85        111        276        293:
Old  :       381:       111        139         44         65         96        207        250:
Other:       237:        71         62         39         52         85        144        168:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       12.4       33.4       19.6       20.6       11.9       30.4       17.5
Old  :                 31.6       15.1       43.7       24.4       31.6       14.4       43.4       23.6
Other:                 28.0       12.6       40.1       19.7       26.3       12.3       37.3       18.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 2, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,590:    10,727      2,840        484        330        460     11,541      3,784:     4,049     11,806
Old  :     6,732:     3,119      2,886        380        275         87      3,774      3,353:     2,958      3,379
Other:     8,858:     7,654          0         58         55        373      7,767        431:     1,091      8,427
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :       506:       776       -495         30       -200         50        606       -415:      -100        921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.8       18.2        3.1        2.1        3.0       74.0       24.3:      26.0       75.7
Old  :     100.0:      46.3       42.9        5.6        4.1        1.3       56.1       49.8:      43.9       50.2
Other:     100.0:      86.4        0.0        0.7        0.6        4.2       87.7        4.9:      12.3       95.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        12          7          6          1          2         15         13:
Old  :        22:        11          8          4          1          2         13         13:
Other:         8:         5          0          2          1          2          6          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 59.0       13.9       66.9       20.3       58.2       13.8       65.7       20.0
Old  :                 26.2       32.1       42.7       46.4       25.9       32.1       41.6       43.7
Other:                 87.4        4.9       87.7        4.9       86.7        4.2       87.0        4.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 2, 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  :   241,226:    77,456     11,145     31,746    102,808    180,289    212,010    223,180:    29,216     18,046
Old  :   186,980:    69,940     21,367     12,119     80,478    138,921    162,537    172,407:    24,443     14,573
Other:    54,246:    20,307      2,569      6,836     22,330     41,368     49,473     50,773:     4,773      3,473
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    22,501:    17,040     -5,335      1,593        708     23,430     19,341     19,688:     3,160      2,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        4.6       13.2       42.6       74.7       87.9       92.5:      12.1        7.5
Old  :     100.0:      37.4       11.4        6.5       43.0       74.3       86.9       92.2:      13.1        7.8
Other:     100.0:      37.4        4.7       12.6       41.2       76.3       91.2       93.6:       8.8        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        82         24         42         48         48        155        107:
Old  :       188:        77         36         31         43         43        138         98:
Other:        91:        33         14         20         26         29         65         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       47.3       30.1       60.4       20.5       42.8       27.3       53.9
Old  :                 24.5       51.2       33.1       62.9       24.5       48.9       32.9       60.6
Other:                 34.1       43.9       54.0       61.1       31.0       41.1       45.0       54.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 2, 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  :   851,211:    99,924    278,424     27,168    607,526    342,225    734,618    647,817:   116,593    203,394
Old  :   851,211:    99,924    278,424     27,168    607,526    342,225    734,618    647,817:   116,593    203,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    35,304:     1,271     25,802      5,636     34,498     15,847     41,405     47,285:    -6,101    -11,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       32.7        3.2       71.4       40.2       86.3       76.1:      13.7       23.9
Old  :     100.0:      11.7       32.7        3.2       71.4       40.2       86.3       76.1:      13.7       23.9
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  :       193:        29         64         30         71         73        115        152:
Old  :       193:        29         64         30         71         73        115        152:
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  :                 27.4       17.4       38.2       26.5       22.0       11.3       31.1       20.1
Old  :                 27.4       17.4       38.2       26.5       22.0       11.3       31.1       20.1
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, May 2, 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  :   171,157:    32,788     42,150     26,019     85,658     80,648    144,465    148,817:    26,692     22,340
Old  :   127,572:    31,734     37,517     14,511     59,949     58,964    106,194    110,992:    21,378     16,580
Other:    43,585:     5,529      9,108      7,033     25,709     21,684     38,271     37,825:     5,314      5,760
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :      -609:     5,412     -1,969       -705     -3,581      5,006      1,126      2,332:    -1,735     -2,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       24.6       15.2       50.0       47.1       84.4       86.9:      15.6       13.1
Old  :     100.0:      24.9       29.4       11.4       47.0       46.2       83.2       87.0:      16.8       13.0
Other:     100.0:      12.7       20.9       16.1       59.0       49.8       87.8       86.8:      12.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        48         42         42         54         51        127        126:
Old  :       172:        57         39         38         50         44        123        114:
Other:        91:        20         25         16         33         29         65         58:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       25.1       31.8       35.7       19.6       24.2       27.9       32.5
Old  :                 19.2       25.7       29.3       38.5       19.1       25.2       28.1       37.5
Other:                 37.4       28.6       51.0       43.8       37.0       25.4       47.2       38.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 2, 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  :    10,524:     3,176        324        801      4,000      7,782      7,977      8,907:     2,547      1,617
Old  :     5,694:     2,905        498         71      1,710      4,138      4,686      4,707:     1,008        987
Other:     4,830:       712        267        289      2,290      3,644      3,291      4,200:     1,539        630
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :      -455:      -331        -25         -3         65       -484       -269       -512:      -186         57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        3.1        7.6       38.0       73.9       75.8       84.6:      24.2       15.4
Old  :     100.0:      51.0        8.7        1.2       30.0       72.7       82.3       82.7:      17.7       17.3
Other:     100.0:      14.7        5.5        6.0       47.4       75.4       68.1       87.0:      31.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        19          6          7         18         20         38         32:
Old  :        47:        14          9          3         10         18         26         28:
Other:        29:         8          2          6         12         13         21         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  :                 26.9       52.2       40.9       63.7       19.0       38.9       32.0       46.0
Old  :                 33.9       48.0       56.5       63.0       33.9       40.7       56.4       55.7
Other:                 38.5       66.4       49.6       78.2       26.4       47.0       35.7       58.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 2, 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  :   535,887:   183,370    162,076      1,142    241,848    251,797    426,360    415,015:   109,527    120,872
Old  :   535,887:   183,370    162,076      1,142    241,848    251,797    426,360    415,015:   109,527    120,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    34,738:     8,675      9,265       -161     20,766     25,050     29,280     34,154:     5,458        584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       30.2        0.2       45.1       47.0       79.6       77.4:      20.4       22.6
Old  :     100.0:      34.2       30.2        0.2       45.1       47.0       79.6       77.4:      20.4       22.6
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  :       167:        38         43          8         58         57        101        103:
Old  :       167:        38         43          8         58         57        101        103:
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  :                 20.9       13.9       33.9       23.7       20.8       12.9       33.7       22.0
Old  :                 20.9       13.9       33.9       23.7       20.8       12.9       33.7       22.0
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, May 2, 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  : 2,301,583:   670,231    642,045     90,649  1,355,059  1,191,626  2,115,939  1,924,320:   185,644    377,263
Old  : 2,301,583:   670,231    642,045     90,649  1,355,059  1,191,626  2,115,939  1,924,320:   185,644    377,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :   -60,399:    53,298     24,625      5,700    -62,653    -49,294     -3,655    -18,969:   -56,744    -41,430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       27.9        3.9       58.9       51.8       91.9       83.6:       8.1       16.4
Old  :     100.0:      29.1       27.9        3.9       58.9       51.8       91.9       83.6:       8.1       16.4
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  :       290:        65         83         41         97        108        183        211:
Old  :       290:        65         83         41         97        108        183        211:
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  :                 29.9       31.0       40.5       39.8       25.1       29.9       34.3       36.7
Old  :                 29.9       31.0       40.5       39.8       25.1       29.9       34.3       36.7
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, May 2, 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  : 1,323,151:   291,118    283,880     45,526    787,419    665,511  1,124,063    994,917:   199,088    328,234
Old  : 1,323,151:   291,118    283,880     45,526    787,419    665,511  1,124,063    994,917:   199,088    328,234
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    12,269:   -20,816    -20,042      6,712     22,660     27,755      8,556     14,425:     3,713     -2,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       21.5        3.4       59.5       50.3       85.0       75.2:      15.0       24.8
Old  :     100.0:      22.0       21.5        3.4       59.5       50.3       85.0       75.2:      15.0       24.8
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  :       195:        49         44         26         67         75        125        136:
Old  :       195:        49         44         26         67         75        125        136:
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  :                 23.5       15.7       34.7       25.2       19.3       12.6       28.0       20.6
Old  :                 23.5       15.7       34.7       25.2       19.3       12.6       28.0       20.6
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, May 2, 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  :   448,199:   158,513    144,567     87,876    168,006    190,167    414,395    422,610:    33,804     25,589
Old  :   448,199:   158,513    144,567     87,876    168,006    190,167    414,395    422,610:    33,804     25,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :  -100,779:   -48,279    -67,287      2,789    -43,937    -32,078    -89,427    -96,576:   -11,352     -4,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4       32.3       19.6       37.5       42.4       92.5       94.3:       7.5        5.7
Old  :     100.0:      35.4       32.3       19.6       37.5       42.4       92.5       94.3:       7.5        5.7
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  :       121:        27         30         35         50         45         98         93:
Old  :       121:        27         30         35         50         45         98         93:
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  :                 20.7       27.5       34.6       40.6       18.5       23.8       27.9       30.8
Old  :                 20.7       27.5       34.6       40.6       18.5       23.8       27.9       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                                                              Code-088606
Commitments of Traders - Futures Only, May 2, 2006                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TROY OUNCES)                                             :
     :          :                                                                            :
All  :    17,784:     4,900      4,816        280      4,665      7,231      9,845     12,327:     7,939      5,457
Old  :    17,784:     4,900      4,816        280      4,665      7,231      9,845     12,327:     7,939      5,457
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    -1,079:      -449       -447        -45        184     -1,008       -310     -1,500:      -769        421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       27.1        1.6       26.2       40.7       55.4       69.3:      44.6       30.7
Old  :     100.0:      27.6       27.1        1.6       26.2       40.7       55.4       69.3:      44.6       30.7
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  :        26:        10          7          2          5          5         16         13:
Old  :        26:        10          7          2          5          5         16         13:
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  :                 35.4       48.9       47.7       63.7       35.4       47.4       44.7       59.8
Old  :                 35.4       48.9       47.7       63.7       35.4       47.4       44.7       59.8
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, May 2, 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  :    45,692:    12,687      7,194         36     21,454     30,343     34,177     37,573:    11,515      8,119
Old  :    45,692:    12,687      7,194         36     21,454     30,343     34,177     37,573:    11,515      8,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :       190:       868       -396         11         90         53        969       -332:      -779        522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       15.7        0.1       47.0       66.4       74.8       82.2:      25.2       17.8
Old  :     100.0:      27.8       15.7        0.1       47.0       66.4       74.8       82.2:      25.2       17.8
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  :        59:        21         11          1         20         10         42         21:
Old  :        59:        21         11          1         20         10         42         21:
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  :                 30.3       41.8       47.7       66.6       30.3       38.2       47.0       63.0
Old  :                 30.3       41.8       47.7       66.6       30.3       38.2       47.0       63.0
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, May 2, 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  :    81,171:    55,921     18,974        392     14,497     36,376     70,810     55,742:    10,361     25,429
Old  :    81,171:    55,921     18,974        392     14,497     36,376     70,810     55,742:    10,361     25,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :     4,185:     2,945         93         80        713      1,888      3,738      2,061:       447      2,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.9       23.4        0.5       17.9       44.8       87.2       68.7:      12.8       31.3
Old  :     100.0:      68.9       23.4        0.5       17.9       44.8       87.2       68.7:      12.8       31.3
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  :        92:        31         27          4         18         20         50         50:
Old  :        92:        31         27          4         18         20         50         50:
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  :                 50.1       30.4       61.3       40.5       50.1       30.4       61.3       40.5
Old  :                 50.1       30.4       61.3       40.5       50.1       30.4       61.3       40.5
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, May 2, 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  :    12,825:     1,838      2,878        259     10,379      9,505     12,476     12,642:       349        183
Old  :    12,825:     1,838      2,878        259     10,379      9,505     12,476     12,642:       349        183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 25, 2006                       :
     :    -1,012:    -1,113        146         20        122     -1,184       -971     -1,018:       -41          6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       22.4        2.0       80.9       74.1       97.3       98.6:       2.7        1.4
Old  :     100.0:      14.3       22.4        2.0       80.9       74.1       97.3       98.6:       2.7        1.4
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  :        40:         5         15          5         13         10         21         27:
Old  :        40:         5         15          5         13         10         21         27:
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  :                 45.3       67.0       73.2       79.7       45.3       61.9       72.0       72.9
Old  :                 45.3       67.0       73.2       79.7       45.3       61.9       72.0       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 5, 2006