MILK - CHICAGO MERCANTILE EXCHANGE                                                                      Code-052641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :    39,516:        17      1,934      4,695     29,789     17,069     34,501     23,698:     5,015     15,818
Old  :    39,516:        17      1,934      4,695     29,789     17,069     34,501     23,698:     5,015     15,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     1,529:         9       -568        183      1,485        294      1,676        -91:      -147      1,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.9       11.9       75.4       43.2       87.3       60.0:      12.7       40.0
Old  :     100.0:       0.0        4.9       11.9       75.4       43.2       87.3       60.0:      12.7       40.0
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  :        44:         3         11         11         22         18         33         32:
Old  :        44:         3         11         11         22         18         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       24.3       72.8       38.1       50.4       21.2       68.4       30.8
Old  :                 50.4       24.3       72.8       38.1       50.4       21.2       68.4       30.8
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   151,376:    18,470     27,806     33,754     81,420     54,539    133,644    116,099:    17,732     35,277
Old  :   147,485:    18,603     28,067     32,495     79,712     53,264    130,810    113,826:    16,675     33,659
Other:     3,891:       801        673        325      1,708      1,275      2,834      2,273:     1,057      1,618
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -1,938:       596       -250       -332        420       -355        684       -936:    -2,622     -1,002
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       18.4       22.3       53.8       36.0       88.3       76.7:      11.7       23.3
Old  :     100.0:      12.6       19.0       22.0       54.0       36.1       88.7       77.2:      11.3       22.8
Other:     100.0:      20.6       17.3        8.4       43.9       32.8       72.8       58.4:      27.2       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        55         68         73         36         38        133        157:
Old  :       193:        55         69         73         34         38        130        157:
Other:        42:        10         12          7         10         12         25         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       21.4       48.1       28.9       34.6       19.0       45.8       25.0
Old  :                 35.5       21.7       49.4       29.4       35.5       19.3       46.9       25.5
Other:                 35.2       32.7       53.6       43.8       35.2       28.4       52.3       38.8
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                                         Code-056641
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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  :     1,925:       511        210        173        553        705      1,237      1,088:       689        838
Old  :     1,913:       511        210        167        553        705      1,231      1,082:       683        832
Other:        12:         0          0          6          0          0          6          6:         6          6
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -217:      -200         32        -36        -28        -82       -264        -86:        47       -131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       10.9        9.0       28.7       36.6       64.2       56.5:      35.8       43.5
Old  :     100.0:      26.7       11.0        8.7       28.9       36.8       64.3       56.5:      35.7       43.5
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  :        21:         6          6          4          5          6         14         13:
Old  :        21:         6          6          4          5          6         14         13:
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  :                 38.2       34.8       54.7       49.4       35.9       31.9       49.1       40.8
Old  :                 38.4       35.0       54.7       49.4       36.1       32.1       49.4       41.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   260,913:    37,942     37,447     65,544    126,031     96,968    229,517    199,960:    31,395     60,953
Old  :   260,913:    37,942     37,447     65,544    126,031     96,968    229,517    199,960:    31,395     60,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     6,956:      -819      5,862      3,572      3,740       -977      6,493      8,457:       463     -1,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       14.4       25.1       48.3       37.2       88.0       76.6:      12.0       23.4
Old  :     100.0:      14.5       14.4       25.1       48.3       37.2       88.0       76.6:      12.0       23.4
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  :       331:        76         92         97        103        128        232        281:
Old  :       331:        76         92         97        103        128        232        281:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       12.2       32.7       20.1       21.2        6.0       30.3       10.4
Old  :                 21.2       12.2       32.7       20.1       21.2        6.0       30.3       10.4
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :     4,323:     1,563        739        546        808      1,448      2,917      2,733:     1,405      1,590
Old  :     4,323:     1,563        739        546        808      1,448      2,917      2,733:     1,405      1,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :        46:       -72        147         59        -11       -391        -24       -185:        71        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       17.1       12.6       18.7       33.5       67.5       63.2:      32.5       36.8
Old  :     100.0:      36.2       17.1       12.6       18.7       33.5       67.5       63.2:      32.5       36.8
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  :        45:        11         16          9          9         15         26         34:
Old  :        45:        11         16          9          9         15         26         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  :                 30.1       21.6       45.2       32.8       30.1       17.9       40.0       25.7
Old  :                 30.1       21.6       45.2       32.8       30.1       17.9       40.0       25.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    42,427:    14,429      4,605      8,315     13,526      9,569     36,270     22,489:     6,157     19,938
Old  :    42,427:    14,429      4,605      8,315     13,526      9,569     36,270     22,489:     6,157     19,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -403:     1,118       -806      1,058     -1,757       -764        419       -513:      -822        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       10.9       19.6       31.9       22.6       85.5       53.0:      14.5       47.0
Old  :     100.0:      34.0       10.9       19.6       31.9       22.6       85.5       53.0:      14.5       47.0
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  :       172:        39         45         35         67         59        129        120:
Old  :       172:        39         45         35         67         59        129        120:
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  :                 23.9       12.2       33.8       18.2       19.3        5.3       25.8        8.6
Old  :                 23.9       12.2       33.8       18.2       19.3        5.3       25.8        8.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    92,290:    19,159     22,725      3,245     33,236     49,418     55,640     75,389:    36,650     16,901
Old  :    92,290:    19,159     22,725      3,245     33,236     49,418     55,640     75,389:    36,650     16,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -40,070:   -15,318      1,950     -1,758    -17,936    -41,860    -35,012    -41,668:    -5,058      1,598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.6        3.5       36.0       53.5       60.3       81.7:      39.7       18.3
Old  :     100.0:      20.8       24.6        3.5       36.0       53.5       60.3       81.7:      39.7       18.3
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  :        76:        25         20          9         23         20         50         47:
Old  :        76:        25         20          9         23         20         50         47:
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  :                 17.6       37.4       28.7       53.6       17.1       36.7       25.8       49.7
Old  :                 17.6       37.4       28.7       53.6       17.1       36.7       25.8       49.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    84,373:     3,780     50,327          0     70,852     10,688     74,632     61,015:     9,742     23,358
Old  :    84,373:     3,780     50,327          0     70,852     10,688     74,632     61,015:     9,742     23,358
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -10,374:    -3,970     -5,480        -36     -7,408     -3,731    -11,414     -9,247:     1,040     -1,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5       59.6        0.0       84.0       12.7       88.5       72.3:      11.5       27.7
Old  :     100.0:       4.5       59.6        0.0       84.0       12.7       88.5       72.3:      11.5       27.7
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  :        48:         6         24          0         13         10         19         34:
Old  :        48:         6         24          0         13         10         19         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  :                 64.6       35.7       79.9       47.5       64.4       35.7       77.9       47.5
Old  :                 64.6       35.7       79.9       47.5       64.4       35.7       77.9       47.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    73,692:    28,530      7,520        385     39,679     61,773     68,594     69,678:     5,098      4,014
Old  :    73,692:    28,530      7,520        385     39,679     61,773     68,594     69,678:     5,098      4,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -4,024:    -7,124      1,796        -12      4,402     -5,728     -2,734     -3,944:    -1,290        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       10.2        0.5       53.8       83.8       93.1       94.6:       6.9        5.4
Old  :     100.0:      38.7       10.2        0.5       53.8       83.8       93.1       94.6:       6.9        5.4
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  :        67:        27         13          3         18         14         46         30:
Old  :        67:        27         13          3         18         14         46         30:
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  :                 38.1       68.4       56.6       83.9       23.9       49.5       35.0       58.9
Old  :                 38.1       68.4       56.6       83.9       23.9       49.5       35.0       58.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    70,682:    12,993     18,578      1,149     40,692     31,227     54,834     50,954:    15,848     19,727
Old  :    70,682:    12,993     18,578      1,149     40,692     31,227     54,834     50,954:    15,848     19,727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -1,893:     2,230     -7,255         17     -4,905      8,725     -2,659      1,487:       766     -3,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       26.3        1.6       57.6       44.2       77.6       72.1:      22.4       27.9
Old  :     100.0:      18.4       26.3        1.6       57.6       44.2       77.6       72.1:      22.4       27.9
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  :        56:        13         17          6         20         14         36         34:
Old  :        56:        13         17          6         20         14         36         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  :                 37.3       34.8       54.0       50.0       32.4       23.8       45.3       39.0
Old  :                 37.3       34.8       54.0       50.0       32.4       23.8       45.3       39.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   219,199:    21,782     52,485      3,529    161,746    131,010    187,056    187,024:    32,143     32,175
Old  :   219,199:    21,782     52,485      3,529    161,746    131,010    187,056    187,024:    32,143     32,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -12,275:    -2,195    -17,625      1,016    -11,257      9,043    -12,437     -7,566:       161     -4,709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       23.9        1.6       73.8       59.8       85.3       85.3:      14.7       14.7
Old  :     100.0:       9.9       23.9        1.6       73.8       59.8       85.3       85.3:      14.7       14.7
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  :        84:        15         31          7         27         28         46         62:
Old  :        84:        15         31          7         27         28         46         62:
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  :                 49.8       35.1       65.6       52.5       40.1       26.1       48.4       36.8
Old  :                 49.8       35.1       65.6       52.5       40.1       26.1       48.4       36.8
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   168,080:    53,052     15,426     18,654     40,804     91,097    112,510    125,177:    55,570     42,904
Old  :   168,080:    53,052     15,426     18,654     40,804     91,097    112,510    125,177:    55,570     42,904
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    12,088:     1,923    -10,824      3,170       -248     19,320      4,845     11,666:     7,243        422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        9.2       11.1       24.3       54.2       66.9       74.5:      33.1       25.5
Old  :     100.0:      31.6        9.2       11.1       24.3       54.2       66.9       74.5:      33.1       25.5
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  :       121:        47         32         40         27         31         90         87:
Old  :       121:        47         32         40         27         31         90         87:
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       32.0       29.4       43.2       18.1       30.5       28.6       40.3
Old  :                 18.5       32.0       29.4       43.2       18.1       30.5       28.6       40.3
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    11,380:     3,661      1,924          0      5,968      7,496      9,629      9,420:     1,751      1,960
Old  :    11,380:     3,661      1,924          0      5,968      7,496      9,629      9,420:     1,751      1,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :       678:      -688        178          0        579        444       -109        622:       787         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       16.9        0.0       52.4       65.9       84.6       82.8:      15.4       17.2
Old  :     100.0:      32.2       16.9        0.0       52.4       65.9       84.6       82.8:      15.4       17.2
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:         5          6          0         11          8         16         14:
Old  :        28:         5          6          0         11          8         16         14:
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  :                 43.2       66.3       64.7       76.6       42.6       66.3       61.3       75.6
Old  :                 43.2       66.3       64.7       76.6       42.6       66.3       61.3       75.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    65,041:    26,868        873      1,133     31,975     56,558     59,976     58,564:     5,065      6,477
Old  :    65,041:    26,868        873      1,133     31,975     56,558     59,976     58,564:     5,065      6,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     8,197:     5,668        797         78      3,526      8,221      9,272      9,096:    -1,075       -899
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.3        1.3        1.7       49.2       87.0       92.2       90.0:       7.8       10.0
Old  :     100.0:      41.3        1.3        1.7       49.2       87.0       92.2       90.0:       7.8       10.0
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  :        29:         7          1          3         11         17         18         21:
Old  :        29:         7          1          3         11         17         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       55.3       72.0       75.5       48.0       55.3       69.3       71.7
Old  :                 49.5       55.3       72.0       75.5       48.0       55.3       69.3       71.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :15,566,011:   697,715    855,084  5,582,534  8,193,777  7,589,356 14,474,025 14,026,973: 1,091,986  1,539,038
Old  :15,566,011:   697,715    855,084  5,582,534  8,193,777  7,589,356 14,474,025 14,026,973: 1,091,986  1,539,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   487,211:  -140,216   -235,560    560,144     32,097    216,189    452,026    540,773:    35,185    -53,563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        5.5       35.9       52.6       48.8       93.0       90.1:       7.0        9.9
Old  :     100.0:       4.5        5.5       35.9       52.6       48.8       93.0       90.1:       7.0        9.9
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  :       325:        67         76        121        150        162        286        300:
Old  :       325:        67         76        121        150        162        286        300:
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  :                 26.9       16.8       38.3       25.8       21.6        7.6       25.2       11.5
Old  :                 26.9       16.8       38.3       25.8       21.6        7.6       25.2       11.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   729,418:    68,048     53,476     38,646    468,939    496,636    575,633    588,758:   153,785    140,659
Old  :   729,418:    68,048     53,476     38,646    468,939    496,636    575,633    588,758:   153,785    140,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -98,310:    -3,664     11,989    -24,088    -37,913    -73,721    -65,664    -85,821:   -32,646    -12,490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        7.3        5.3       64.3       68.1       78.9       80.7:      21.1       19.3
Old  :     100.0:       9.3        7.3        5.3       64.3       68.1       78.9       80.7:      21.1       19.3
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  :       200:        43         43         54         87         64        164        127:
Old  :       200:        43         43         54         87         64        164        127:
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       26.8       26.5       39.1       18.3       26.3       26.2       38.4
Old  :                 18.5       26.8       26.5       39.1       18.3       26.3       26.2       38.4
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 with Delta-adjusted Options and Futures Combined, March 21, 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  : 1,220,725:   218,676    280,334     37,990    551,401    771,527    808,067  1,089,851:   412,658    130,874
Old  : 1,220,725:   218,676    280,334     37,990    551,401    771,527    808,067  1,089,851:   412,658    130,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :  -541,184:   -34,437   -106,550    -55,985   -494,142   -269,424   -584,563   -431,958:    43,379   -109,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       23.0        3.1       45.2       63.2       66.2       89.3:      33.8       10.7
Old  :     100.0:      17.9       23.0        3.1       45.2       63.2       66.2       89.3:      33.8       10.7
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  :       207:        49         59         35         69         67        143        136:
Old  :       207:        49         59         35         69         67        143        136:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       31.4       28.3       46.4       16.1       29.6       25.1       43.0
Old  :                 17.9       31.4       28.3       46.4       16.1       29.6       25.1       43.0
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    11,132:     1,901        705          0      5,815      9,211      7,716      9,916:     3,416      1,216
Old  :    11,132:     1,901        705          0      5,815      9,211      7,716      9,916:     3,416      1,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -3,584:      -298          0         -0     -1,796     -2,999     -2,094     -2,999:    -1,490       -585
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        6.3        0.0       52.2       82.7       69.3       89.1:      30.7       10.9
Old  :     100.0:      17.1        6.3        0.0       52.2       82.7       69.3       89.1:      30.7       10.9
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  :        27:         4          1          1         12         14         16         16:
Old  :        27:         4          1          1         12         14         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  :                 33.8       45.8       50.6       71.8       33.8       43.4       50.4       67.7
Old  :                 33.8       45.8       50.6       71.8       33.8       43.4       50.4       67.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    41,638:     6,158     12,426          0     28,871     26,130     35,029     38,556:     6,609      3,082
Old  :    41,638:     6,158     12,426          0     28,871     26,130     35,029     38,556:     6,609      3,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -25,189:      -630       -610       -191    -22,916    -19,497    -23,737    -20,298:    -1,452     -4,891
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       29.8        0.0       69.3       62.8       84.1       92.6:      15.9        7.4
Old  :     100.0:      14.8       29.8        0.0       69.3       62.8       84.1       92.6:      15.9        7.4
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  :        50:         6          8          0         22         22         28         30:
Old  :        50:         6          8          0         22         22         28         30:
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  :                 44.8       42.9       66.5       65.0       44.8       40.3       62.0       59.8
Old  :                 44.8       42.9       66.5       65.0       44.8       40.3       62.0       59.8
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :     8,054:     2,856      1,143      2,025      3,090      4,862      7,970      8,029:        84         25
Old  :     8,054:     2,856      1,143      2,025      3,090      4,862      7,970      8,029:        84         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     1,118:      -212        560        999        524       -204      1,311      1,355:      -193       -237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       14.2       25.1       38.4       60.4       99.0       99.7:       1.0        0.3
Old  :     100.0:      35.5       14.2       25.1       38.4       60.4       99.0       99.7:       1.0        0.3
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  :        22:         8          5          5          7          8         17         16:
Old  :        22:         8          5          5          7          8         17         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  :                 49.4       64.2       77.6       88.4       34.8       49.2       50.5       56.9
Old  :                 49.4       64.2       77.6       88.4       34.8       49.2       50.5       56.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    56,354:    16,049     10,811         54     30,756     35,770     46,859     46,635:     9,495      9,719
Old  :    56,354:    16,049     10,811         54     30,756     35,770     46,859     46,635:     9,495      9,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -34,746:     3,777      1,572     -3,764    -16,199    -29,789    -16,186    -31,981:   -18,560     -2,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5       19.2        0.1       54.6       63.5       83.2       82.8:      16.8       17.2
Old  :     100.0:      28.5       19.2        0.1       54.6       63.5       83.2       82.8:      16.8       17.2
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  :        81:        18         15          2         28         27         47         43:
Old  :        81:        18         15          2         28         27         47         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  :                 39.8       34.4       50.9       50.6       39.8       34.4       50.9       48.7
Old  :                 39.8       34.4       50.9       50.6       39.8       34.4       50.9       48.7
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   228,937:    75,460    105,876      3,756    112,827    101,889    192,042    211,520:    36,895     17,417
Old  :   228,937:    75,460    105,876      3,756    112,827    101,889    192,042    211,520:    36,895     17,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :  -259,893:   -40,418      3,204    -19,289   -200,701   -170,650   -260,408   -186,735:       515    -73,157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.0       46.2        1.6       49.3       44.5       83.9       92.4:      16.1        7.6
Old  :     100.0:      33.0       46.2        1.6       49.3       44.5       83.9       92.4:      16.1        7.6
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  :       199:        75         59         13         41         40        123        105:
Old  :       199:        75         59         13         41         40        123        105:
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       28.3       36.5       42.0       25.4       26.4       33.8       38.6
Old  :                 26.7       28.3       36.5       42.0       25.4       26.4       33.8       38.6
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    62,501:    19,135     30,491        886     28,478      9,527     48,499     40,904:    14,001     21,597
Old  :    62,501:    19,135     30,491        886     28,478      9,527     48,499     40,904:    14,001     21,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    19,101:     2,564     15,554        886     12,621     -2,600     16,071     13,840:     3,029      5,261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       48.8        1.4       45.6       15.2       77.6       65.4:      22.4       34.6
Old  :     100.0:      30.6       48.8        1.4       45.6       15.2       77.6       65.4:      22.4       34.6
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  :        53:        13         20          2         17          8         31         29:
Old  :        53:        13         20          2         17          8         31         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  :                 27.6       31.0       42.9       43.3       27.5       30.7       42.2       42.5
Old  :                 27.6       31.0       42.9       43.3       27.5       30.7       42.2       42.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    31,498:     5,026      4,957         20     22,627     18,672     27,673     23,650:     3,826      7,849
Old  :    31,498:     5,026      4,957         20     22,627     18,672     27,673     23,650:     3,826      7,849
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :   -15,422:      -378     -2,324     -3,725     -8,770     -7,790    -12,872    -13,839:    -2,549     -1,583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       15.7        0.1       71.8       59.3       87.9       75.1:      12.1       24.9
Old  :     100.0:      16.0       15.7        0.1       71.8       59.3       87.9       75.1:      12.1       24.9
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  :        61:         5         10          1         29         25         35         35:
Old  :        61:         5         10          1         29         25         35         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  :                 37.3       28.4       52.9       41.7       35.6       25.8       51.2       39.1
Old  :                 37.3       28.4       52.9       41.7       35.6       25.8       51.2       39.1
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :   292,756:    70,186     62,848      2,445    193,199    213,736    265,830    279,028:    26,927     13,728
Old  :   292,756:    70,186     62,848      2,445    193,199    213,736    265,830    279,028:    26,927     13,728
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :  -100,701:    38,283     -6,370    -46,615    -92,966    -43,522   -101,298    -96,506:       597     -4,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.5        0.8       66.0       73.0       90.8       95.3:       9.2        4.7
Old  :     100.0:      24.0       21.5        0.8       66.0       73.0       90.8       95.3:       9.2        4.7
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  :       166:        32         68         31         40         45         94        122:
Old  :       166:        32         68         31         40         45         94        122:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       33.2       66.5       52.4       50.7       31.8       62.3       48.1
Old  :                 50.7       33.2       66.5       52.4       50.7       31.8       62.3       48.1
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    50,424:    16,735     15,902        596     22,942     25,109     40,272     41,606:    10,152      8,818
Old  :    50,424:    16,735     15,902        596     22,942     25,109     40,272     41,606:    10,152      8,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     1,975:     2,427      1,090        247         51       -345      2,725        992:      -750        983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       31.5        1.2       45.5       49.8       79.9       82.5:      20.1       17.5
Old  :     100.0:      33.2       31.5        1.2       45.5       49.8       79.9       82.5:      20.1       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  :        84:        28         23          7         14         23         47         48:
Old  :        84:        28         23          7         14         23         47         48:
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  :                 35.8       36.3       47.2       48.3       35.8       33.5       46.9       45.5
Old  :                 35.8       36.3       47.2       48.3       35.8       33.5       46.9       45.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    36,790:    15,319      3,157          0     13,437     12,037     28,756     15,194:     8,034     21,596
Old  :    36,790:    15,319      3,157          0     13,437     12,037     28,756     15,194:     8,034     21,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :     2,950:     2,214        406       -105     -2,247      1,812       -138      2,113:     3,088        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        8.6        0.0       36.5       32.7       78.2       41.3:      21.8       58.7
Old  :     100.0:      41.6        8.6        0.0       36.5       32.7       78.2       41.3:      21.8       58.7
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  :        45:        16          5          0         14         14         30         19:
Old  :        45:        16          5          0         14         14         30         19:
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  :                 31.0       21.9       48.0       31.1       31.0       17.3       46.6       26.5
Old  :                 31.0       21.9       48.0       31.1       31.0       17.3       46.6       26.5
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    22,706:     6,250        761        239     15,454     21,088     21,943     22,088:       763        618
Old  :    22,706:     6,250        761        239     15,454     21,088     21,943     22,088:       763        618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :    -1,420:       -30       -447          3     -1,523     -1,146     -1,550     -1,590:       130        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5        3.4        1.1       68.1       92.9       96.6       97.3:       3.4        2.7
Old  :     100.0:      27.5        3.4        1.1       68.1       92.9       96.6       97.3:       3.4        2.7
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  :        21:         9          3          2          7          4         16          9:
Old  :        21:         9          3          2          7          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  :                 78.2       94.6       90.2       97.1       77.8       94.3       89.8       95.9
Old  :                 78.2       94.6       90.2       97.1       77.8       94.3       89.8       95.9
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 with Delta-adjusted Options and Futures Combined, March 21, 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  :    33,930:     5,308      5,420      1,085     14,216     21,875     20,609     28,380:    13,321      5,550
Old  :    33,930:     5,308      5,420      1,085     14,216     21,875     20,609     28,380:    13,321      5,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 14, 2006                       :
     :      -808:       113      2,305        193         86     -1,360        392      1,138:    -1,200     -1,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       16.0        3.2       41.9       64.5       60.7       83.6:      39.3       16.4
Old  :     100.0:      15.6       16.0        3.2       41.9       64.5       60.7       83.6:      39.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        10         10          8         17         24         31         40:
Old  :        51:        10         10          8         17         24         31         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  :                 38.6       40.7       46.1       57.7       21.6       33.4       28.0       45.4
Old  :                 38.6       40.7       46.1       57.7       21.6       33.4       28.0       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 24, 2006