WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      534,155
COMMITMENTS
 103,381   91,660  115,465  274,939  256,892  493,785  464,017   40,370   70,138

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -3,898)
 -14,642   -4,836   12,874   -4,041  -10,562   -5,809   -2,524    1,911   -1,374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     17.2     21.6     51.5     48.1     92.4     86.9      7.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      371)
     108      127      134       60       82      285      265
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,347,142
COMMITMENTS
 347,964   87,099  230,116  594,824  744,573  1172904  1061788  174,238  285,354

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      2,076)
  -3,297    2,231     -751   -6,020   -9,150  -10,068   -7,670   12,144    9,746

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      6.5     17.1     44.2     55.3     87.1     78.8     12.9     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      741)
     244      108      168      220      296      553      513
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,023
COMMITMENTS
   5,037      278    1,447    4,173   10,235   10,657   11,960    3,366    2,063

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:         18)
     -94       23      127      598     -137      631       13     -613        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9      2.0     10.3     29.8     73.0     76.0     85.3     24.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        5       15       13       15       44       31
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      383,302
COMMITMENTS
  67,728   80,212   68,184  191,146  141,017  327,058  289,413   56,244   93,889

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -1,215)
   7,487   -5,718     -394   -6,770    5,779      323     -333   -1,538     -882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     20.9     17.8     49.9     36.8     85.3     75.5     14.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     101      124      125       90      112      284      307
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       20,202
COMMITMENTS
  13,300    5,401    1,129      665      575   15,094    7,105    5,108   13,097

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:        816)
     423    1,598     -816      -45       20     -438      802    1,254       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.8     26.7      5.6      3.3      2.8     74.7     35.2     25.3     64.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14       11        8        2        2       20       17
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      253,948
COMMITMENTS
  82,337   14,938   42,561  100,520  181,924  225,418  239,423   28,530   14,525

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      3,615)
   4,683    2,161    2,493   -3,953   -1,454    3,223    3,200      392      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      5.9     16.8     39.6     71.6     88.8     94.3     11.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      85       31       48       47       51      162      117
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      763,828
COMMITMENTS
 104,827  198,863   31,703  487,102  359,816  623,632  590,382  140,196  173,446

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -32,302)
  23,716   -6,896  -11,036  -44,498   16,776  -31,818   -1,156     -484  -31,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     26.0      4.2     63.8     47.1     81.6     77.3     18.4     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      33       46       24       68       77      114      134
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      187,685
COMMITMENTS
  37,564   37,436   24,331   95,729  102,597  157,624  164,364   30,061   23,321

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -16,032)
   3,816  -23,700   -1,814  -20,757   10,609  -18,755  -14,905    2,723   -1,127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     19.9     13.0     51.0     54.7     84.0     87.6     16.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      45       50       40       53       51      124      125
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,355
COMMITMENTS
   4,811      196    1,308    4,405   11,313   10,524   12,817    3,831    1,538

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -453)
    -138      -56       28     -200     -406     -310     -434     -143      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5      1.4      9.1     30.7     78.8     73.3     89.3     26.7     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      33        5       11       19       22       57       34
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      529,334
COMMITMENTS
 115,881  117,545    9,745  280,913  291,856  406,539  419,146  122,795  110,188

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -62,972)
 -44,799  -11,157   -9,417  -11,481  -20,305  -65,697  -40,879    2,725  -22,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     22.2      1.8     53.1     55.1     76.8     79.2     23.2     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      22       33       12       64       65       94      102
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,017,563
COMMITMENTS
 548,436  477,682   46,071  1165145  1100565  1759652  1624318  257,911  393,245

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -71,348)
  -8,257  -18,995  -44,064   -4,033    4,692  -56,354  -58,367  -14,994  -12,981

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     23.7      2.3     57.8     54.5     87.2     80.5     12.8     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      62       76       41      112      119      196      214
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,246,977
COMMITMENTS
 269,481  283,033   39,225  748,739  659,503  1057445  981,761  189,532  265,216

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:     -7,986)
   1,455  -13,850  -13,868   17,367   55,957    4,954   28,239  -12,940  -36,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     22.7      3.1     60.0     52.9     84.8     78.7     15.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      33       53       21       71       83      112      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      454,366
COMMITMENTS
 126,574  157,022   70,667  219,165  201,537  416,406  429,226   37,960   25,140

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:    -29,476)
 -15,006  -19,881   -1,179  -14,253   -9,656  -30,438  -30,716      962    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     34.6     15.6     48.2     44.4     91.6     94.5      8.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      35       24       36       56       48      108       96
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       19,220
COMMITMENTS
   6,128    1,647        1    2,355    9,758    8,484   11,406   10,736    7,814

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:       -457)
   1,263    1,157     -597   -1,037   -3,497     -371   -2,937      -86    2,480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      8.6      0.0     12.3     50.8     44.1     59.3     55.9     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      13        3        1        6        7       20       10
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       46,634
COMMITMENTS
  11,526    7,746      609   19,542   33,438   31,677   41,793   14,957    4,841

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      1,827)
  -1,001      503      565      757    1,333      321    2,401    1,506     -574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     16.6      1.3     41.9     71.7     67.9     89.6     32.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      15       15        5       17       13       37       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,749
COMMITMENTS
  63,020   12,421      993   13,537   50,239   77,550   63,653   12,199   26,096

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      1,359)
   2,354   -1,789       31   -2,110    1,113      275     -645    1,084    2,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.2     13.8      1.1     15.1     56.0     86.4     70.9     13.6     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      37       15        9       21       21       60       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 06/06/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,619
COMMITMENTS
   3,201    2,427    1,570    7,628    8,095   12,399   12,092      220      527

CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST:      1,013)
     212     -351    1,111     -317      268    1,006    1,028        7      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     19.2     12.4     60.4     64.1     98.3     95.8      1.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6       12        4       11       11       18       26
 

Updated June 9, 2006