WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      477,057
COMMITMENTS
  95,221   80,457   81,059  259,410  246,519  435,690  408,035   41,367   69,022

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     61,519)
  20,335    1,496   22,350    9,470   25,235   52,155   49,081    9,364   12,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     16.9     17.0     54.4     51.7     91.3     85.5      8.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     108      123      119       44       80      250      250
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,314,322
COMMITMENTS
 341,362   80,763  198,630  597,826  741,408  1137818  1020801  176,504  293,521

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     71,961)
  34,489  -31,694    2,130   15,651   77,893   52,270   48,329   19,691   23,632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      6.1     15.1     45.5     56.4     86.6     77.7     13.4     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      722)
     235      109      152      205      296      512      509
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,086
COMMITMENTS
   5,779      263    1,000    3,210   10,319    9,989   11,582    4,097    2,504

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      1,325)
     443      -95       11      216      867      670      783      655      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      1.9      7.1     22.8     73.3     70.9     82.2     29.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        4       10       12       15       41       26
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      388,099
COMMITMENTS
  69,328   63,227   65,996  186,951  153,480  322,275  282,703   65,824  105,396

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     19,963)
   7,419   -1,331    2,613    1,884   11,215   11,916   12,497    8,047    7,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     16.3     17.0     48.2     39.5     83.0     72.8     17.0     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      398)
     119      110      118       86      115      292      290
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,661
COMMITMENTS
  12,819    3,029      336      360      538   13,515    3,903    4,146   13,758

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        832)
     654      -69       12       30       47      696      -10      136      842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     17.2      1.9      2.0      3.0     76.5     22.1     23.5     77.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        1        2       17       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      249,536
COMMITMENTS
  80,392   12,343   35,781  103,080  184,544  219,253  232,668   30,283   16,868

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      8,589)
   1,687     -330    4,830      844    5,565    7,361   10,065    1,228   -1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2      4.9     14.3     41.3     74.0     87.9     93.2     12.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      87       29       45       49       54      164      114
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      878,745
COMMITMENTS
 107,868  273,277   36,025  608,715  354,250  752,608  663,552  126,137  215,193

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     29,648)
     762   -1,710    6,912   26,047   15,282   33,721   20,484   -4,073    9,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     31.1      4.1     69.3     40.3     85.6     75.5     14.4     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      32       63       33       84       80      133      159
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      175,780
COMMITMENTS
  30,254   42,191   24,605   92,638   85,368  147,497  152,164   28,283   23,616

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,665)
    -655    1,220   -1,989    5,219    1,160    2,575      391       90    2,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     24.0     14.0     52.7     48.6     83.9     86.6     16.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      42       47       41       55       49      123      129
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,413
COMMITMENTS
   3,865      172      854    3,555    8,847    8,274    9,873    3,139    1,540

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:        718)
     445     -202       -1     -354    1,103       90      900      628     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9      1.5      7.5     31.1     77.5     72.5     86.5     27.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      25        5       10       18       20       46       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      665,914
COMMITMENTS
 209,634  165,692    5,206  311,912  382,337  526,752  553,235  139,162  112,679

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     77,662)
  -1,329  -13,498    3,792   46,441   92,553   48,904   82,847   28,758   -5,185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     24.9      0.8     46.8     57.4     79.1     83.1     20.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      49       41       14       62       67      118      115
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,391,761
COMMITMENTS
 694,078  587,507  110,965  1320333  1232608  2125376  1931080  266,385  460,681

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:    -46,689)
     205  -79,066   33,145  -90,708      942  -57,358  -44,979   10,669   -1,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     24.6      4.6     55.2     51.5     88.9     80.7     11.1     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      74       79       49      108      116      203      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,341,598
COMMITMENTS
 311,317  312,805   49,574  759,711  670,499  1120602  1032878  220,996  308,720

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     13,096)
  39,290   10,166      926  -29,782   18,505   10,434   29,597    2,662  -16,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     23.3      3.7     56.6     50.0     83.5     77.0     16.5     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      45       53       33       70       83      130      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      423,673
COMMITMENTS
 144,603  144,808   55,520  189,901  190,735  390,024  391,063   33,649   32,610

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      3,992)
  -3,924      813  -14,052   15,556    7,613   -2,420   -5,626    6,412    9,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     34.2     13.1     44.8     45.0     92.1     92.3      7.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      34       27       37       52       55      103      104
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       32,955
COMMITMENTS
   5,941    4,923        2    5,693   12,169   11,636   17,094   21,319   15,861

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:     11,936)
     984    1,855     -199    1,132    4,792    1,917    6,448   10,019    5,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     14.9      0.0     17.3     36.9     35.3     51.9     64.7     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9       11        1        5        7       14       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,752
COMMITMENTS
  14,434    6,389        3   19,538   31,514   33,975   37,906   13,777    9,846

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      2,085)
   2,344     -467      -34   -1,696      990      614      489    1,471    1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     13.4      0.0     40.9     66.0     71.1     79.4     28.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      23       10        2       18       12       42       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       91,419
COMMITMENTS
  59,628   13,617      996   12,175   46,695   72,799   61,308   18,620   30,111

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:      3,520)
  -4,358   -2,720      -28     -449    5,945   -4,835    3,197    8,355      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.2     14.9      1.1     13.3     51.1     79.6     67.1     20.4     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      37       22        7       19       24       57       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 05/16/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,666
COMMITMENTS
   2,340    2,647      370    9,781    9,101   12,491   12,118      175      548

CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST:         -8)
     458     -391      111     -577      -48       -8     -328        0      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     20.9      2.9     77.2     71.9     98.6     95.7      1.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6       14        5       13        9       21       26
 

Updated May 19, 2006