MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders - Futures Only, March 14, 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  :    30,502:       462      2,445      1,311     24,393     15,301     26,166     19,057:     4,336     11,445
Old  :    30,502:       462      2,445      1,311     24,393     15,301     26,166     19,057:     4,336     11,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :       957:       -50        165         96        310        522        356        783:       601        174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        8.0        4.3       80.0       50.2       85.8       62.5:      14.2       37.5
Old  :     100.0:       1.5        8.0        4.3       80.0       50.2       85.8       62.5:      14.2       37.5
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  :        40:         4          9          6         17         16         23         29:
Old  :        40:         4          9          6         17         16         23         29:
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  :                 49.6       28.5       73.4       40.1       49.6       26.7       72.6       37.6
Old  :                 49.6       28.5       73.4       40.1       49.6       26.7       72.6       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                                                 Code-054642
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   144,113:    17,965     29,646     28,569     79,083     51,918    125,617    110,133:    18,496     33,980
Old  :   140,896:    17,904     29,687     27,823     77,660     50,860    123,387    108,370:    17,509     32,526
Other:     3,217:       637        535        170      1,423      1,058      2,230      1,763:       987      1,454
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -5,997:       600      2,532     -8,252      3,103       -330     -4,549     -6,050:    -1,448         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       20.6       19.8       54.9       36.0       87.2       76.4:      12.8       23.6
Old  :     100.0:      12.7       21.1       19.7       55.1       36.1       87.6       76.9:      12.4       23.1
Other:     100.0:      19.8       16.6        5.3       44.2       32.9       69.3       54.8:      30.7       45.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        52         70         63         31         36        122        152:
Old  :       192:        53         69         63         29         36        119        152:
Other:        36:         8          9          2          8         12         18         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.2       22.5       49.7       29.7       36.2       20.5       47.8       26.7
Old  :                 37.0       22.8       50.6       30.2       37.0       20.9       48.6       27.2
Other:                 36.4       33.0       57.1       45.2       36.1       28.1       53.7       39.9
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :     2,086:       694        158        191        581        787      1,466      1,136:       620        950
Old  :     2,074:       694        158        185        581        787      1,460      1,130:       614        944
Other:        12:         0          0          6          0          0          6          6:         6          6
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :      -116:        71        -11        -21       -137        118        -87         86:       -29       -202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        7.6        9.2       27.9       37.7       70.3       54.5:      29.7       45.5
Old  :     100.0:      33.5        7.6        8.9       28.0       37.9       70.4       54.5:      29.6       45.5
Other:     100.0:       0.0        0.0       50.0        0.0        0.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          7          4          7          6         17         14:
Old  :        23:         7          7          4          7          6         17         14:
Other:         1:         0          0          1          0          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  :                 40.3       31.9       56.6       47.2       39.8       30.5       52.0       38.8
Old  :                 40.5       32.1       56.7       47.2       40.1       30.7       52.3       39.1
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                                               Code-057642
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 40,000 POUNDS)                                               :
     :          :                                                                            :
All  :   217,731:    41,577     36,621     40,549    107,793     85,219    189,919    162,389:    27,812     55,342
Old  :   217,731:    41,577     36,621     40,549    107,793     85,219    189,919    162,389:    27,812     55,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :     9,070:       930     10,552      4,830        274     -8,233      6,034      7,149:     3,036      1,921
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       16.8       18.6       49.5       39.1       87.2       74.6:      12.8       25.4
Old  :     100.0:      19.1       16.8       18.6       49.5       39.1       87.2       74.6:      12.8       25.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        69         83         90         79        116        203        257:
Old  :       309:        69         83         90         79        116        203        257:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       14.2       37.4       21.5       25.2       10.7       35.9       16.0
Old  :                 25.2       14.2       37.4       21.5       25.2       10.7       35.9       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                                      Code-058643
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 110,000 BOARD FEET)                                          :
     :          :                                                                            :
All  :     3,944:     1,652        704        278        794      1,700      2,724      2,682:     1,220      1,262
Old  :     3,944:     1,652        704        278        794      1,700      2,724      2,682:     1,220      1,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :      -193:       -23        169         -1         24       -209          0        -41:      -193       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       17.8        7.0       20.1       43.1       69.1       68.0:      30.9       32.0
Old  :     100.0:      41.9       17.8        7.0       20.1       43.1       69.1       68.0:      30.9       32.0
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  :        47:        13         12          5         10         17         26         31:
Old  :        47:        13         12          5         10         17         26         31:
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  :                 32.7       26.4       48.2       38.1       32.7       24.5       46.0       33.2
Old  :                 32.7       26.4       48.2       38.1       32.7       24.5       46.0       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                                             Code-061641
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 50,000 POUNDS)                                               :
     :          :                                                                            :
All  :    36,320:    13,365      7,316      3,129     14,135      9,453     30,629     19,898:     5,691     16,422
Old  :    36,320:    13,365      7,316      3,129     14,135      9,453     30,629     19,898:     5,691     16,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :      -858:    -1,049      1,291       -563        666       -737       -946         -9:        88       -849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8       20.1        8.6       38.9       26.0       84.3       54.8:      15.7       45.2
Old  :     100.0:      36.8       20.1        8.6       38.9       26.0       84.3       54.8:      15.7       45.2
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  :       160:        35         43         28         57         56        109        114:
Old  :       160:        35         43         28         57         56        109        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       10.5       32.5       16.7       21.4        6.1       29.4       11.0
Old  :                 23.0       10.5       32.5       16.7       21.4        6.1       29.4       11.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                           Code-090741
Commitments of Traders - Futures Only, March 14, 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 CANADIAN DOLLARS)                                    :
     :          :                                                                            :
All  :   125,712:    33,979     19,958      3,137     50,076     89,290     87,192    112,385:    38,520     13,327
Old  :   125,712:    33,979     19,958      3,137     50,076     89,290     87,192    112,385:    38,520     13,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -11,483:   -21,247      6,055      1,407      9,842    -15,872     -9,998     -8,410:    -1,485     -3,073
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.9        2.5       39.8       71.0       69.4       89.4:      30.6       10.6
Old  :     100.0:      27.0       15.9        2.5       39.8       71.0       69.4       89.4:      30.6       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        26         18          6         28         22         57         43:
Old  :        80:        26         18          6         28         22         57         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       41.8       33.4       62.1       16.7       35.8       25.0       51.0
Old  :                 20.9       41.8       33.4       62.1       16.7       35.8       25.0       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                                               Code-092741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 SWISS FRANCS)                                        :
     :          :                                                                            :
All  :    93,713:     7,429     55,807         36     78,117     14,175     85,582     70,018:     8,131     23,695
Old  :    93,713:     7,429     55,807         36     78,117     14,175     85,582     70,018:     8,131     23,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -34,066:    -8,546     -6,391        -77    -24,419    -24,514    -33,042    -30,982:    -1,024     -3,084
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       59.6        0.0       83.4       15.1       91.3       74.7:       8.7       25.3
Old  :     100.0:       7.9       59.6        0.0       83.4       15.1       91.3       74.7:       8.7       25.3
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  :        46:         4         26          1         10          8         15         34:
Old  :        46:         4         26          1         10          8         15         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       34.2       86.2       45.8       61.2       34.2       84.1       45.8
Old  :                 61.3       34.2       86.2       45.8       61.2       34.2       84.1       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                                              Code-095741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 500,000 MEXICAN PESOS)                                       :
     :          :                                                                            :
All  :    77,716:    35,654      5,724        397     35,277     67,501     71,328     73,622:     6,388      4,094
Old  :    77,716:    35,654      5,724        397     35,277     67,501     71,328     73,622:     6,388      4,094
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -21,126:    -5,076       -446     -1,089    -15,067    -19,860    -21,232    -21,395:       106        269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        7.4        0.5       45.4       86.9       91.8       94.7:       8.2        5.3
Old  :     100.0:      45.9        7.4        0.5       45.4       86.9       91.8       94.7:       8.2        5.3
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  :        71:        29         12          3         19         15         50         29:
Old  :        71:        29         12          3         19         15         50         29:
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  :                 36.2       68.2       56.6       86.1       24.2       49.8       36.4       58.3
Old  :                 36.2       68.2       56.6       86.1       24.2       49.8       36.4       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                                    Code-096742
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 62,500 POUNDS STERLING)                                      :
     :          :                                                                            :
All  :    70,017:    10,989     25,621         10     44,935     22,224     55,934     47,855:    14,083     22,162
Old  :    70,017:    10,989     25,621         10     44,935     22,224     55,934     47,855:    14,083     22,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -35,149:    -3,992     -1,704         -2    -26,936    -30,775    -30,930    -32,481:    -4,219     -2,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       36.6        0.0       64.2       31.7       79.9       68.3:      20.1       31.7
Old  :     100.0:      15.7       36.6        0.0       64.2       31.7       79.9       68.3:      20.1       31.7
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  :        53:        11         17          1         19         11         31         28:
Old  :        53:        11         17          1         19         11         31         28:
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  :                 38.7       37.8       58.2       49.6       32.9       26.7       49.9       38.5
Old  :                 38.7       37.8       58.2       49.6       32.9       26.7       49.9       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                                              Code-097741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 12,500,000 JAPANESE YEN)                                     :
     :          :                                                                            :
All  :   189,513:    24,814     70,103        151    135,112     85,072    160,077    155,326:    29,436     34,187
Old  :   189,513:    24,814     70,103        151    135,112     85,072    160,077    155,326:    29,436     34,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -59,099:   -11,924     -8,466       -195    -41,635    -49,192    -53,754    -57,853:    -5,345     -1,246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       37.0        0.1       71.3       44.9       84.5       82.0:      15.5       18.0
Old  :     100.0:      13.1       37.0        0.1       71.3       44.9       84.5       82.0:      15.5       18.0
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  :        89:        19         33          4         28         20         48         56:
Old  :        89:        19         33          4         28         20         48         56:
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  :                 39.1       35.3       58.6       51.5       35.6       31.2       52.2       42.5
Old  :                 39.1       35.3       58.6       51.5       35.6       31.2       52.2       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                                                   Code-099741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 125,000 EUROS)                                               :
     :          :                                                                            :
All  :   134,870:    55,058     27,074      1,435     35,565     69,607     92,058     98,116:    42,812     36,754
Old  :   134,870:    55,058     27,074      1,435     35,565     69,607     92,058     98,116:    42,812     36,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -42,525:     5,181     -8,925     -1,155    -40,218    -28,871    -36,192    -38,951:    -6,333     -3,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       20.1        1.1       26.4       51.6       68.3       72.7:      31.7       27.3
Old  :     100.0:      40.8       20.1        1.1       26.4       51.6       68.3       72.7:      31.7       27.3
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  :       118:        50         32         10         20         26         75         63:
Old  :       118:        50         32         10         20         26         75         63:
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  :                 24.6       34.5       35.1       44.5       24.4       32.8       34.8       41.7
Old  :                 24.6       34.5       35.1       44.5       24.4       32.8       34.8       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                        Code-112741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF NZ$ 100,000)                                                 :
     :          :                                                                            :
All  :    10,702:     4,349      1,746          0      5,389      7,052      9,738      8,798:       964      1,904
Old  :    10,702:     4,349      1,746          0      5,389      7,052      9,738      8,798:       964      1,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -7,280:       -15        228       -123     -7,177     -7,407     -7,315     -7,302:        35         22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       16.3        0.0       50.4       65.9       91.0       82.2:       9.0       17.8
Old  :     100.0:      40.6       16.3        0.0       50.4       65.9       91.0       82.2:       9.0       17.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5          6          0         12          6         17         12:
Old  :        27:         5          6          0         12          6         17         12:
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  :                 46.2       65.7       66.4       77.7       45.5       65.7       65.6       75.4
Old  :                 46.2       65.7       66.4       77.7       45.5       65.7       65.6       75.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                                        Code-032741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $3,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  :    56,844:    21,200         76      1,055     28,449     48,337     50,704     49,468:     6,140      7,376
Old  :    56,844:    21,200         76      1,055     28,449     48,337     50,704     49,468:     6,140      7,376
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    12,935:    12,914     -1,904       -188       -167     12,000     12,559      9,908:       376      3,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3        0.1        1.9       50.0       85.0       89.2       87.0:      10.8       13.0
Old  :     100.0:      37.3        0.1        1.9       50.0       85.0       89.2       87.0:      10.8       13.0
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  :        24:         6          1          3          9         13         16         16:
Old  :        24:         6          1          3          9         13         16         16:
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  :                 51.8       64.4       74.0       80.0       50.0       62.8       71.8       76.9
Old  :                 51.8       64.4       74.0       80.0       50.0       62.8       71.8       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                                       Code-132741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $1,000,000 FACE VALUE)                                       :
     :          :                                                                            :
All  : 9,285,730: 1,009,907  1,234,778  1,270,234  6,042,624  5,311,299  8,322,765  7,816,311:   962,965  1,469,419
Old  : 9,285,730: 1,009,907  1,234,778  1,270,234  6,042,624  5,311,299  8,322,765  7,816,311:   962,965  1,469,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :  -904,742:  -187,450   -385,723    -44,586   -661,492   -461,767   -893,528   -892,076:   -11,214    -12,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       13.3       13.7       65.1       57.2       89.6       84.2:      10.4       15.8
Old  :     100.0:      10.9       13.3       13.7       65.1       57.2       89.6       84.2:      10.4       15.8
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  :       301:        61         59         98        140        156        251        280:
Old  :       301:        61         59         98        140        156        251        280:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       14.1       47.1       22.0       33.4       10.9       40.8       18.0
Old  :                 35.4       14.1       47.1       22.0       33.4       10.9       40.8       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                       Code-138741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 500 INDEX X $250.00)                                                  :
     :          :                                                                            :
All  :   739,997:    66,542     42,357     20,467    484,643    547,447    571,652    610,271:   168,345    129,726
Old  :   739,997:    66,542     42,357     20,467    484,643    547,447    571,652    610,271:   168,345    129,726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    44,307:       583     -5,998      8,460     14,464     21,833     23,507     24,295:    20,800     20,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        5.7        2.8       65.5       74.0       77.3       82.5:      22.7       17.5
Old  :     100.0:       9.0        5.7        2.8       65.5       74.0       77.3       82.5:      22.7       17.5
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  :       183:        35         34         22         94         69        146        109:
Old  :       183:        35         34         22         94         69        146        109:
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  :                 18.5       29.8       26.5       41.7       18.4       28.5       26.4       40.4
Old  :                 18.5       29.8       26.5       41.7       18.4       28.5       26.4       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-13874A
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($50 X S&P 500 INDEX)                                                      :
     :          :                                                                            :
All  : 1,703,932:   257,022    388,229     62,957  1,020,940  1,022,051  1,340,919  1,473,237:   363,013    230,695
Old  : 1,703,932:   257,022    388,229     62,957  1,020,940  1,022,051  1,340,919  1,473,237:   363,013    230,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   352,204:     9,251     -9,589     18,157    253,940    234,823    281,348    243,391:    70,856    108,813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       22.8        3.7       59.9       60.0       78.7       86.5:      21.3       13.5
Old  :     100.0:      15.1       22.8        3.7       59.9       60.0       78.7       86.5:      21.3       13.5
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  :       232:        63         61         40         78         77        160        160:
Old  :       232:        63         61         40         78         77        160        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  :                 23.2       25.3       35.0       39.7       14.9       17.7       22.7       27.4
Old  :                 23.2       25.3       35.0       39.7       14.9       17.7       22.7       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-338741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $500)                                                     :
     :          :                                                                            :
All  :    14,716:     2,199        705          0      7,611     12,210      9,810     12,915:     4,906      1,801
Old  :    14,716:     2,199        705          0      7,611     12,210      9,810     12,915:     4,906      1,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :     1,628:      -203        -28        -29      1,208      1,319        976      1,262:       652        366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        4.8        0.0       51.7       83.0       66.7       87.8:      33.3       12.2
Old  :     100.0:      14.9        4.8        0.0       51.7       83.0       66.7       87.8:      33.3       12.2
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  :        28:         4          1          0         17         15         21         16:
Old  :        28:         4          1          0         17         15         21         16:
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  :                 33.2       44.6       47.4       67.9       26.5       41.1       40.5       61.4
Old  :                 33.2       44.6       47.4       67.9       26.5       41.1       40.5       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                Code-33874A
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (S&P 400 INDEX X $100)                                                     :
     :          :                                                                            :
All  :    66,827:     6,788     13,036        191     51,787     45,627     58,766     58,854:     8,061      7,973
Old  :    66,827:     6,788     13,036        191     51,787     45,627     58,766     58,854:     8,061      7,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    13,690:       309        591       -413     11,891      9,235     11,787      9,413:     1,903      4,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       19.5        0.3       77.5       68.3       87.9       88.1:      12.1       11.9
Old  :     100.0:      10.2       19.5        0.3       77.5       68.3       87.9       88.1:      12.1       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  :        55:         8          8          2         32         26         41         35:
Old  :        55:         8          8          2         32         26         41         35:
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  :                 45.1       38.4       64.7       55.9       41.3       36.8       53.5       51.6
Old  :                 45.1       38.4       64.7       55.9       41.3       36.8       53.5       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                                                              Code-16264H
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CME HDD INDEX X $20)                                                      :
     :          :                                                                            :
All  :     3,040:     2,250      1,005          0        775      2,035      3,025      3,040:        15          0
Old  :     3,040:     2,250      1,005          0        775      2,035      3,025      3,040:        15          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :         0:      -225        300          0        225       -300          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0       33.1        0.0       25.5       66.9       99.5      100.0:       0.5        0.0
Old  :     100.0:      74.0       33.1        0.0       25.5       66.9       99.5      100.0:       0.5        0.0
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  :        20:         7          5          0          3          5         10         10:
Old  :        20:         7          5          0          3          5         10         10:
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  :                 71.5       87.5       97.0       96.7       71.5       87.5       97.0       96.7
Old  :                 71.5       87.5       97.0       96.7       71.5       87.5       97.0       96.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                                    Code-209741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NASDAQ 100 INDEX X $100)                                                  :
     :          :                                                                            :
All  :    90,832:    12,183      9,239      3,816     46,917     65,427     62,916     78,482:    27,916     12,350
Old  :    90,832:    12,183      9,239      3,816     46,917     65,427     62,916     78,482:    27,916     12,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    15,950:    -1,095         51      2,876      8,908      9,740     10,689     12,667:     5,261      3,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       10.2        4.2       51.7       72.0       69.3       86.4:      30.7       13.6
Old  :     100.0:      13.4       10.2        4.2       51.7       72.0       69.3       86.4:      30.7       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        16         16         11         37         37         60         59:
Old  :        86:        16         16         11         37         37         60         59:
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  :                 26.7       24.9       37.2       40.6       21.0       22.6       27.6       36.7
Old  :                 26.7       24.9       37.2       40.6       21.0       22.6       27.6       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                             Code-209742
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ( NASDAQ 100 STOCK INDEX X $20)                                            :
     :          :                                                                            :
All  :   482,497:   116,396    103,456     18,817    311,140    269,960    446,353    392,233:    36,144     90,264
Old  :   482,497:   116,396    103,456     18,817    311,140    269,960    446,353    392,233:    36,144     90,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    74,006:     2,633    -20,644     10,261     48,285     73,153     61,179     62,770:    12,827     11,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       21.4        3.9       64.5       56.0       92.5       81.3:       7.5       18.7
Old  :     100.0:      24.1       21.4        3.9       64.5       56.0       92.5       81.3:       7.5       18.7
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  :       219:        79         68         31         52         57        147        141:
Old  :       219:        79         68         31         52         57        147        141:
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  :                 41.1       28.8       52.0       40.4       25.5       17.1       31.7       23.6
Old  :                 41.1       28.8       52.0       40.4       25.5       17.1       31.7       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                                         Code-232741
Commitments of Traders - Futures Only, March 14, 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 AUSTRALIAN DOLLARS)                                  :
     :          :                                                                            :
All  :    43,094:    16,571     14,937          0     15,857     12,127     32,428     27,064:    10,666     16,030
Old  :    43,094:    16,571     14,937          0     15,857     12,127     32,428     27,064:    10,666     16,030
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -24,613:      -232     -4,762       -578    -20,654    -19,940    -21,464    -25,280:    -3,149        667
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       34.7        0.0       36.8       28.1       75.2       62.8:      24.8       37.2
Old  :     100.0:      38.5       34.7        0.0       36.8       28.1       75.2       62.8:      24.8       37.2
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  :        44:        12         14          0         10         13         22         27:
Old  :        44:        12         14          0         10         13         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       24.3       50.7       36.9       36.9       23.9       49.3       36.5
Old  :                 37.1       24.3       50.7       36.9       36.9       23.9       49.3       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                            Code-239741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $500)                                                 :
     :          :                                                                            :
All  :    46,896:     5,404      7,281      3,745     31,387     26,462     40,536     37,488:     6,360      9,408
Old  :    46,896:     5,404      7,281      3,745     31,387     26,462     40,536     37,488:     6,360      9,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    12,649:        20        465      3,551      8,131      6,908     11,702     10,924:       947      1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       15.5        8.0       66.9       56.4       86.4       79.9:      13.6       20.1
Old  :     100.0:      11.5       15.5        8.0       66.9       56.4       86.4       79.9:      13.6       20.1
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  :        64:         4         15          7         34         23         44         40:
Old  :        64:         4         15          7         34         23         44         40:
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  :                 36.0       34.4       55.7       46.7       30.3       21.0       39.8       29.6
Old  :                 36.0       34.4       55.7       46.7       30.3       21.0       39.8       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                            Code-239742
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (RUSSEL 2000 INDEX X $100)                                                 :
     :          :                                                                            :
All  :   387,982:    32,191     69,515     45,681    284,454    255,961    362,326    371,157:    25,656     16,825
Old  :   387,982:    32,191     69,515     45,681    284,454    255,961    362,326    371,157:    25,656     16,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    82,663:       481     -2,664     41,146     40,825     40,546     82,452     79,028:       211      3,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       17.9       11.8       73.3       66.0       93.4       95.7:       6.6        4.3
Old  :     100.0:       8.3       17.9       11.8       73.3       66.0       93.4       95.7:       6.6        4.3
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  :       165:        31         58         17         45         58         86        124:
Old  :       165:        31         58         17         45         58         86        124:
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  :                 54.0       25.7       70.1       44.9       43.3       23.0       48.8       34.7
Old  :                 54.0       25.7       70.1       44.9       43.3       23.0       48.8       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                                      Code-240741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X $5.00)                                                     :
     :          :                                                                            :
All  :    48,033:    14,453     14,791        187     22,491     25,438     37,131     40,416:    10,902      7,617
Old  :    48,033:    14,453     14,791        187     22,491     25,438     37,131     40,416:    10,902      7,617
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -26,596:    -5,755       -556     -1,964    -14,107    -19,455    -21,826    -21,975:    -4,770     -4,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1       30.8        0.4       46.8       53.0       77.3       84.1:      22.7       15.9
Old  :     100.0:      30.1       30.8        0.4       46.8       53.0       77.3       84.1:      22.7       15.9
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  :        79:        25         20          3         14         22         42         42:
Old  :        79:        25         20          3         14         22         42         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       37.5       47.6       49.7       35.4       34.5       47.1       46.7
Old  :                 35.4       37.5       47.6       49.7       35.4       34.5       47.1       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                            Code-240743
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NIKKEI INDEX X 500 YEN)                                                   :
     :          :                                                                            :
All  :    33,840:    13,105      2,751        105     15,684     10,225     28,894     13,081:     4,946     20,759
Old  :    33,840:    13,105      2,751        105     15,684     10,225     28,894     13,081:     4,946     20,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :   -17,320:      -138     -8,863     -4,809     -9,516    -18,833    -14,463    -32,505:    -2,857     15,185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7        8.1        0.3       46.3       30.2       85.4       38.7:      14.6       61.3
Old  :     100.0:      38.7        8.1        0.3       46.3       30.2       85.4       38.7:      14.6       61.3
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  :        44:        15          4          1         17         11         32         16:
Old  :        44:        15          4          1         17         11         32         16:
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  :                 36.5       22.0       53.9       32.0       36.5       18.4       53.2       28.1
Old  :                 36.5       22.0       53.9       32.0       36.5       18.4       53.2       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE                                             Code-256741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (GSCI X $250)                                                              :
     :          :                                                                            :
All  :    24,123:     6,280      1,208        236     16,977     22,234     23,493     23,678:       630        445
Old  :    24,123:     6,280      1,208        236     16,977     22,234     23,493     23,678:       630        445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        5.0        1.0       70.4       92.2       97.4       98.2:       2.6        1.8
Old  :     100.0:      26.0        5.0        1.0       70.4       92.2       97.4       98.2:       2.6        1.8
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  :        21:         9          3          3          6          4         16          9:
Old  :        21:         9          3          3          6          4         16          9:
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  :                 73.5       93.8       90.3       97.8       73.1       89.8       85.3       91.2
Old  :                 73.5       93.8       90.3       97.8       73.1       89.8       85.3       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                                       Code-597741
Commitments of Traders - Futures Only, March 14, 2006                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF Y100,000,000 FACE VALUE)                                     :
     :          :                                                                            :
All  :    34,727:     5,195      3,115        892     14,130     23,235     20,217     27,242:    14,510      7,485
Old  :    34,727:     5,195      3,115        892     14,130     23,235     20,217     27,242:    14,510      7,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 7, 2006                        :
     :    -9,674:       -12        185       -739     -2,300     -9,682     -3,051    -10,236:    -6,623        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        9.0        2.6       40.7       66.9       58.2       78.4:      41.8       21.6
Old  :     100.0:      15.0        9.0        2.6       40.7       66.9       58.2       78.4:      41.8       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         9         10          6         16         26         28         40:
Old  :        49:         9         10          6         16         26         28         40:
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  :                 40.2       39.9       47.4       53.2       21.0       30.5       26.6       38.9
Old  :                 40.2       39.9       47.4       53.2       21.0       30.5       26.6       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 17, 2006