WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, May 23, 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  :   522,295:   110,708     94,459     92,625    279,155    262,540    482,488    449,624:    39,807     72,671
Old  :   453,590:   109,851    105,524     67,290    241,957    227,193    419,098    400,007:    34,492     53,583
Other:    68,705:    23,325     11,403      2,867     37,198     35,347     63,390     49,617:     5,315     19,088
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    45,238:    15,487     14,002     11,566     19,745     16,021     46,798     41,589:    -1,560      3,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.1       17.7       53.4       50.3       92.4       86.1:       7.6       13.9
Old  :     100.0:      24.2       23.3       14.8       53.3       50.1       92.4       88.2:       7.6       11.8
Other:     100.0:      33.9       16.6        4.2       54.1       51.4       92.3       72.2:       7.7       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       112        136        119         49         82        269        252:
Old  :       362:       113        141        104         41         80        245        247:
Other:       152:        47         34         20         22         59         77        108:
     :----------------------------------------------------------------------------------------------------
     :             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       24.2       34.5       31.4       23.3       19.1       33.9       25.0
Old  :                 26.9       26.4       39.1       34.3       26.8       24.7       38.9       31.5
Other:                 43.1       21.5       57.0       31.8       38.2       19.2       52.1       28.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, May 23, 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  : 1,350,711:   350,825     93,903    232,745    600,242    746,060  1,183,812  1,072,708:   166,899    278,003
Old  :   714,678:   199,189    168,216     63,383    362,334    383,251    624,906    614,850:    89,772     99,828
Other:   636,033:   272,495     46,546     48,503    237,908    362,809    558,906    457,858:    77,127    178,175
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    36,389:     9,463     13,140     34,115      2,416      4,652     45,994     51,907:    -9,605    -15,518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        7.0       17.2       44.4       55.2       87.6       79.4:      12.4       20.6
Old  :     100.0:      27.9       23.5        8.9       50.7       53.6       87.4       86.0:      12.6       14.0
Other:     100.0:      42.8        7.3        7.6       37.4       57.0       87.9       72.0:      12.1       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       739:       240        111        166        213        299        533        524:
Old  :       674:       176        154         63        144        263        366        436:
Other:       601:       167         93         71        144        281        344        418:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       17.0       26.5       23.2       17.5       16.4       26.2       20.8
Old  :                 27.0       24.3       37.3       32.9       27.0       24.3       37.3       31.6
Other:                 19.4       14.4       29.7       21.0       19.4       14.3       28.5       19.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, May 23, 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  :    14,628:     6,065        306      1,349      3,321     10,907     10,735     12,562:     3,893      2,066
Old  :    14,627:     6,065        305      1,349      3,320     10,907     10,734     12,561:     3,893      2,066
Other:         1:         0          1          0          1          0          1          1:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :       542:       286         43        349        111        588        746        980:      -204       -438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5        2.1        9.2       22.7       74.6       73.4       85.9:      26.6       14.1
Old  :     100.0:      41.5        2.1        9.2       22.7       74.6       73.4       85.9:      26.6       14.1
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  :        53:        22          6         14         12         16         45         31:
Old  :        53:        22          6         14         12         16         45         31:
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  :                 21.7       43.8       36.9       61.8       21.2       41.7       35.2       55.4
Old  :                 21.7       43.8       36.9       61.8       21.2       41.7       35.2       55.4
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 23, 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  :   372,852:    59,890     72,265     65,277    188,548    137,057    313,715    274,599:    59,137     98,253
Old  :   229,043:    51,618     85,866      8,535    131,493     87,502    191,646    181,903:    37,397     47,140
Other:   143,809:    47,697     25,824     17,317     57,055     49,555    122,069     92,696:    21,740     51,113
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :   -15,247:    -9,438      9,038       -719      1,597    -16,423     -8,560     -8,104:    -6,687     -7,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.4       17.5       50.6       36.8       84.1       73.6:      15.9       26.4
Old  :     100.0:      22.5       37.5        3.7       57.4       38.2       83.7       79.4:      16.3       20.6
Other:     100.0:      33.2       18.0       12.0       39.7       34.5       84.9       64.5:      15.1       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       393:        99        118        121         88        114        279        301:
Old  :       376:       106        126         45         65         97        198        251:
Other:       264:        68         69         53         62         91        166        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       12.5       31.4       18.8       19.8       11.8       28.7       16.7
Old  :                 32.1       15.0       43.6       23.5       32.1       14.7       43.3       22.6
Other:                 22.4       11.9       34.8       18.7       21.3       11.5       31.5       16.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, May 23, 2006                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,526:    13,020      3,355        340        605        548     13,965      4,243:     3,561     13,283
Old  :     6,773:     3,712      2,941         36        550        131      4,298      3,108:     2,475      3,665
Other:    10,753:     9,553        659         59         55        417      9,667      1,135:     1,086      9,618
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :      -135:       201        326          4        245         10        450        340:      -585       -475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.3       19.1        1.9        3.5        3.1       79.7       24.2:      20.3       75.8
Old  :     100.0:      54.8       43.4        0.5        8.1        1.9       63.5       45.9:      36.5       54.1
Other:     100.0:      88.8        6.1        0.5        0.5        3.9       89.9       10.6:      10.1       89.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          8          8          1          2         16         16:
Old  :        23:        11          9          3          1          2         13         13:
Other:        15:         7          5          2          1          2          8          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 63.3       12.0       72.4       19.7       62.7       12.0       71.1       19.7
Old  :                 36.7       26.9       53.6       42.6       36.5       26.9       53.4       42.6
Other:                 88.8        8.3       89.9       10.4       88.2        8.3       89.4       10.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, May 23, 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  :   242,773:    73,232     11,120     37,246    105,285    179,373    215,763    227,739:    27,010     15,034
Old  :   172,507:    62,741     26,686      8,573     80,396    126,510    151,710    161,769:    20,797     10,738
Other:    70,266:    28,602      2,545     10,562     24,889     52,863     64,053     65,970:     6,213      4,296
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -6,763:    -7,160     -1,223      1,465      2,205     -5,171     -3,490     -4,929:    -3,273     -1,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        4.6       15.3       43.4       73.9       88.9       93.8:      11.1        6.2
Old  :     100.0:      36.4       15.5        5.0       46.6       73.3       87.9       93.8:      12.1        6.2
Other:     100.0:      40.7        3.6       15.0       35.4       75.2       91.2       93.9:       8.8        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        81         29         45         49         53        158        113:
Old  :       186:        74         39         32         39         45        134         98:
Other:       108:        43         14         22         31         36         80         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.0       42.1       29.3       56.4       19.6       39.4       26.7       50.6
Old  :                 26.5       46.6       35.7       60.3       26.4       43.8       34.8       57.5
Other:                 23.3       41.1       40.7       56.2       19.1       36.7       32.3       48.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, May 23, 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  :   875,358:   111,914    227,728     51,157    574,786    392,878    737,857    671,763:   137,501    203,595
Old  :   875,358:   111,914    227,728     51,157    574,786    392,878    737,857    671,763:   137,501    203,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -3,387:     4,046    -45,549     15,132    -33,929     38,628    -14,751      8,211:    11,364    -11,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       26.0        5.8       65.7       44.9       84.3       76.7:      15.7       23.3
Old  :     100.0:      12.8       26.0        5.8       65.7       44.9       84.3       76.7:      15.7       23.3
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  :       201:        37         59         40         73         86        131        164:
Old  :       201:        37         59         40         73         86        131        164:
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  :                 24.2       20.2       34.5       30.0       17.6       15.2       25.7       21.1
Old  :                 24.2       20.2       34.5       30.0       17.6       15.2       25.7       21.1
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 23, 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  :   189,648:    30,812     53,015     25,401    105,919     86,952    162,132    165,368:    27,516     24,280
Old  :   135,375:    29,021     50,072     11,108     74,573     55,232    114,702    116,412:    20,673     18,963
Other:    54,273:     7,935      9,087      8,149     31,346     31,720     47,430     48,956:     6,843      5,317
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    13,868:       558     10,824        796     13,281      1,584     14,635     13,204:      -767        664
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       28.0       13.4       55.9       45.8       85.5       87.2:      14.5       12.8
Old  :     100.0:      21.4       37.0        8.2       55.1       40.8       84.7       86.0:      15.3       14.0
Other:     100.0:      14.6       16.7       15.0       57.8       58.4       87.4       90.2:      12.6        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        38         55         46         57         50        124        139:
Old  :       175:        51         53         34         52         37        113        118:
Other:       101:        21         25         19         37         38         70         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  :                 28.7       23.2       38.0       34.8       26.3       22.0       33.8       30.0
Old  :                 29.1       24.4       37.8       36.2       29.1       24.4       37.5       35.8
Other:                 35.9       32.0       48.0       47.1       34.1       29.8       43.6       42.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, May 23, 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  :    12,921:     4,087        182        932      4,271     10,200      9,290     11,314:     3,631      1,607
Old  :     6,805:     3,144        435        134      1,752      5,504      5,030      6,073:     1,775        732
Other:     6,116:     1,379        183        362      2,519      4,696      4,260      5,241:     1,856        875
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :     1,508:       222         10         78        716      1,353      1,016      1,441:       492         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        1.4        7.2       33.1       78.9       71.9       87.6:      28.1       12.4
Old  :     100.0:      46.2        6.4        2.0       25.7       80.9       73.9       89.2:      26.1       10.8
Other:     100.0:      22.5        3.0        5.9       41.2       76.8       69.7       85.7:      30.3       14.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        29          3         11         18         21         49         34:
Old  :        56:        20          9          1          8         19         28         29:
Other:        37:        14          2          6         12         14         26         22:
     :----------------------------------------------------------------------------------------------------
     :             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       53.2       31.0       65.7       13.2       45.6       24.1       54.4
Old  :                 27.2       47.8       47.2       67.1       27.2       47.8       47.2       67.1
Other:                 32.1       66.2       45.8       75.8       24.9       53.8       35.6       62.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, May 23, 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  :   641,406:   174,711    155,243      9,857    324,292    354,552    508,860    519,652:   132,546    121,754
Old  :   641,406:   174,711    155,243      9,857    324,292    354,552    508,860    519,652:   132,546    121,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :   -24,508:   -34,923    -10,449      4,651     12,380    -27,785    -17,892    -33,583:    -6,616      9,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       24.2        1.5       50.6       55.3       79.3       81.0:      20.7       19.0
Old  :     100.0:      27.2       24.2        1.5       50.6       55.3       79.3       81.0:      20.7       19.0
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  :       180:        44         42         14         63         72        112        123:
Old  :       180:        44         42         14         63         72        112        123:
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  :                 18.0       15.0       29.9       24.2       17.8       11.7       29.0       19.9
Old  :                 18.0       15.0       29.9       24.2       17.8       11.7       29.0       19.9
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 23, 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  : 2,253,508:   638,046    545,438    100,901  1,232,379  1,158,526  1,971,326  1,804,865:   282,182    448,643
Old  : 2,253,508:   638,046    545,438    100,901  1,232,379  1,158,526  1,971,326  1,804,865:   282,182    448,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :  -138,253:   -56,032    -42,069    -10,064    -87,954    -74,082   -154,050   -126,215:    15,797    -12,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       24.2        4.5       54.7       51.4       87.5       80.1:      12.5       19.9
Old  :     100.0:      28.3       24.2        4.5       54.7       51.4       87.5       80.1:      12.5       19.9
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  :       304:        68         80         55        101        123        197        230:
Old  :       304:        68         80         55        101        123        197        230:
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  :                 25.9       24.1       37.3       32.4       22.9       22.5       31.3       29.5
Old  :                 25.9       24.1       37.3       32.4       22.9       22.5       31.3       29.5
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 23, 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  : 1,377,128:   289,395    288,856     53,227    800,554    707,407  1,143,176  1,049,490:   233,952    327,638
Old  : 1,377,128:   289,395    288,856     53,227    800,554    707,407  1,143,176  1,049,490:   233,952    327,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    35,530:   -21,922    -23,949      3,653     40,843     36,908     22,574     16,612:    12,956     18,918
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       21.0        3.9       58.1       51.4       83.0       76.2:      17.0       23.8
Old  :     100.0:      21.0       21.0        3.9       58.1       51.4       83.0       76.2:      17.0       23.8
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  :       203:        40         55         37         68         86        126        160:
Old  :       203:        40         55         37         68         86        126        160:
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  :                 21.6       14.9       33.9       24.8       18.0       11.7       28.8       17.2
Old  :                 21.6       14.9       33.9       24.8       18.0       11.7       28.8       17.2
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 23, 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  :   459,494:   134,616    166,600     67,052    224,093    200,661    425,761    434,313:    33,733     25,181
Old  :   459,494:   134,616    166,600     67,052    224,093    200,661    425,761    434,313:    33,733     25,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    35,821:    -9,987     21,792     11,532     34,192      9,926     35,737     43,250:        84     -7,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       36.3       14.6       48.8       43.7       92.7       94.5:       7.3        5.5
Old  :     100.0:      29.3       36.3       14.6       48.8       43.7       92.7       94.5:       7.3        5.5
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  :       127:        33         27         39         51         53        103        102:
Old  :       127:        33         27         39         51         53        103        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  :                 18.1       28.7       30.6       41.7       17.1       24.8       27.2       34.8
Old  :                 18.1       28.7       30.6       41.7       17.1       24.8       27.2       34.8
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 23, 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  :    24,200:     5,361      3,191        347      2,830     10,321      8,538     13,859:    15,662     10,341
Old  :    24,200:     5,361      3,191        347      2,830     10,321      8,538     13,859:    15,662     10,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -8,755:      -580     -1,732        345     -2,863     -1,848     -3,098     -3,235:    -5,657     -5,520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       13.2        1.4       11.7       42.6       35.3       57.3:      64.7       42.7
Old  :     100.0:      22.2       13.2        1.4       11.7       42.6       35.3       57.3:      64.7       42.7
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:         9         10          3          4          6         15         17:
Old  :        26:         9         10          3          4          6         15         17:
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  :                 21.6       40.5       29.7       50.6       18.9       40.5       26.5       48.1
Old  :                 21.6       40.5       29.7       50.6       18.9       40.5       26.5       48.1
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 23, 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  :    45,283:    12,094      7,478         39     19,250     32,398     31,383     39,915:    13,900      5,368
Old  :    45,283:    12,094      7,478         39     19,250     32,398     31,383     39,915:    13,900      5,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -2,469:    -2,340      1,089         36       -288        884     -2,592      2,009:       123     -4,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       16.5        0.1       42.5       71.5       69.3       88.1:      30.7       11.9
Old  :     100.0:      26.7       16.5        0.1       42.5       71.5       69.3       88.1:      30.7       11.9
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  :        59:        20         12          4         17         12         39         26:
Old  :        59:        20         12          4         17         12         39         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  :                 26.5       44.6       43.3       69.5       26.5       40.6       42.2       65.4
Old  :                 26.5       44.6       43.3       69.5       26.5       40.6       42.2       65.4
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 23, 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  :    87,205:    55,161     16,725        683     18,349     44,286     74,193     61,694:    13,012     25,511
Old  :    87,205:    55,161     16,725        683     18,349     44,286     74,193     61,694:    13,012     25,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :    -4,214:    -4,467      3,108       -313      6,174     -2,409      1,394        386:    -5,608     -4,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.3       19.2        0.8       21.0       50.8       85.1       70.7:      14.9       29.3
Old  :     100.0:      63.3       19.2        0.8       21.0       50.8       85.1       70.7:      14.9       29.3
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  :        91:        31         26          7         22         18         54         50:
Old  :        91:        31         26          7         22         18         54         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  :                 48.5       39.4       58.2       49.0       48.5       39.4       58.2       48.7
Old  :                 48.5       39.4       58.2       49.0       48.5       39.4       58.2       48.7
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 23, 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  :    11,802:     2,076      2,896        370      8,804      8,044     11,250     11,310:       552        492
Old  :    11,802:     2,076      2,896        370      8,804      8,044     11,250     11,310:       552        492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 16, 2006                         :
     :      -864:      -264        249          0       -977     -1,057     -1,241       -808:       377        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       24.5        3.1       74.6       68.2       95.3       95.8:       4.7        4.2
Old  :     100.0:      17.6       24.5        3.1       74.6       68.2       95.3       95.8:       4.7        4.2
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  :        37:         5         14          5         13          9         21         25:
Old  :        37:         5         14          5         13          9         21         25:
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  :                 45.0       62.3       71.7       76.7       45.0       56.8       70.4       68.9
Old  :                 45.0       62.3       71.7       76.7       45.0       56.8       70.4       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 26, 2006