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					                                              EUROS




                                                       As of Date In Report Date as    CFTC Contract
Market and Exchange Names                              Form YYMMDD MM DD YYYY          Market Code
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060425              4/25/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060418              4/18/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060411              4/11/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060404               4/4/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060328              3/28/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060321              3/21/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060314              3/14/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060307               3/7/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060228              2/28/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060221              2/21/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060214              2/14/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060207               2/7/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060131              1/31/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060124              1/24/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060117              1/17/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060110              1/10/2006   132741
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE      060103               1/3/2006   132741




                                              Page 1
                                                   EUROS




                            CFTC                       NonComm         NonComm        NonComm
CFTC Market   CFTC Region   Commodity   Open Interest  Positions Long Positions Short Postions Spread Comm Positions
Code          Code          Code        All            All             All            All             Long All
CME           00            132             18,173,841         869,804      1,251,381       6,916,576      9,155,229
CME           00            132             17,283,688         898,044      1,212,894       6,334,599      8,802,785
CME           00            132             17,389,178         903,206      1,313,076       6,345,301      9,017,128
CME           00            132             17,024,146         860,685      1,212,170       6,147,261      8,849,349
CME           00            132             16,146,743         839,616        916,782       5,775,891      8,459,835
CME           00            132             15,566,011         697,715        855,084       5,582,534      8,193,777
CME           00            132             15,078,800         837,931      1,090,644       5,022,390      8,161,680
CME           00            132             17,574,194         801,699      1,196,802       6,355,179      9,326,821
CME           00            132             16,779,809         711,342      1,295,644       5,947,166      9,048,717
CME           00            132             16,518,690         742,151      1,195,310       5,890,064      8,875,769
CME           00            132             16,285,944         748,173      1,071,652       5,844,297      8,675,791
CME           00            132             15,784,353         738,612      1,060,080       5,536,388      8,444,654
CME           00            132             14,998,231         705,635        899,115       5,131,609      8,139,942
CME           00            132             14,402,928         672,464        772,452       4,851,737      7,871,129
CME           00            132             14,372,905         696,498        791,656       4,797,047      7,864,613
CME           00            132             14,327,372         624,530        789,581       4,882,683      7,829,906
CME           00            132             13,564,227         617,300        896,583       4,371,368      7,649,116




                                                   Page 2
                                                         EUROS




                Tot Rept       Tot Rept       NonRept         NonRept                       NonComm         NonComm
Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest  Positions Long Positions Short
Short All       All            All            All             All            Old            Old             Old
      8,375,688     16,941,610     16,543,645       1,232,232      1,630,196     18,173,841         869,804      1,251,381
      8,100,944     16,035,428     15,648,437       1,248,260      1,635,251     17,283,688         898,044      1,212,894
      8,132,298     16,265,635     15,790,676       1,123,543      1,598,501     17,389,178         903,206      1,313,076
      8,015,936     15,857,295     15,375,367       1,166,851      1,648,779     17,024,146         860,685      1,212,170
      7,918,388     15,075,342     14,611,060       1,071,401      1,535,683     16,146,743         839,616        916,782
      7,589,356     14,474,025     14,026,973       1,091,986      1,539,038     15,566,011         697,715        855,084
      7,373,166     14,022,000     13,486,200       1,056,801      1,592,601     15,078,800         837,931      1,090,644
      8,415,070     16,483,700     15,967,051       1,090,494      1,607,143     17,574,194         801,699      1,196,802
      7,970,621     15,707,226     15,213,431       1,072,584      1,566,378     16,779,809         711,342      1,295,644
      7,938,617     15,507,983     15,023,991       1,010,706      1,494,699     16,518,690         742,151      1,195,310
      7,827,552     15,268,260     14,743,501       1,017,685      1,542,444     16,285,944         748,173      1,071,652
      7,570,985     14,719,654     14,167,453       1,064,699      1,616,900     15,784,353         738,612      1,060,080
      7,417,245     13,977,187     13,447,969       1,021,045      1,550,262     14,998,231         705,635        899,115
      7,336,535     13,395,331     12,960,724       1,007,597      1,442,204     14,402,928         672,464        772,452
      7,329,123     13,358,158     12,917,826       1,014,747      1,455,079     14,372,905         696,498        791,656
      7,197,478     13,337,119     12,869,742         990,253      1,457,630     14,327,372         624,530        789,581
      6,925,693     12,637,785     12,193,645         926,443      1,370,583     13,564,227         617,300        896,583




                                                         Page 3
                                                         EUROS




NonComm                                        Tot Rept       Tot Rept       NonRept         NonRept
Positions       Comm Positions Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest
Spread Old      Long Old       Short Old       Old            Old            Old             Old            Other
      6,916,576      9,155,229       8,375,688     16,941,610     16,543,645       1,232,232      1,630,196              0
      6,334,599      8,802,785       8,100,944     16,035,428     15,648,437       1,248,260      1,635,251              0
      6,345,301      9,017,128       8,132,298     16,265,635     15,790,676       1,123,543      1,598,501              0
      6,147,261      8,849,349       8,015,936     15,857,295     15,375,367       1,166,851      1,648,779              0
      5,775,891      8,459,835       7,918,388     15,075,342     14,611,060       1,071,401      1,535,683              0
      5,582,534      8,193,777       7,589,356     14,474,025     14,026,973       1,091,986      1,539,038              0
      5,022,390      8,161,680       7,373,166     14,022,000     13,486,200       1,056,801      1,592,601              0
      6,355,179      9,326,821       8,415,070     16,483,700     15,967,051       1,090,494      1,607,143              0
      5,947,166      9,048,717       7,970,621     15,707,226     15,213,431       1,072,584      1,566,378              0
      5,890,064      8,875,769       7,938,617     15,507,983     15,023,991       1,010,706      1,494,699              0
      5,844,297      8,675,791       7,827,552     15,268,260     14,743,501       1,017,685      1,542,444              0
      5,536,388      8,444,654       7,570,985     14,719,654     14,167,453       1,064,699      1,616,900              0
      5,131,609      8,139,942       7,417,245     13,977,187     13,447,969       1,021,045      1,550,262              0
      4,851,737      7,871,129       7,336,535     13,395,331     12,960,724       1,007,597      1,442,204              0
      4,797,047      7,864,613       7,329,123     13,358,158     12,917,826       1,014,747      1,455,079              0
      4,882,683      7,829,906       7,197,478     13,337,119     12,869,742         990,253      1,457,630              0
      4,371,368      7,649,116       6,925,693     12,637,785     12,193,645         926,443      1,370,583              0




                                                          Page 4
                                                            EUROS




NonComm        NonComm         NonComm       Comm           Comm            Tot Rept       Tot Rept        NonRept
Positions Long Positions Short Positions     Positions Long Positions Short Positions Long Positions Short Positions Long
Other          Other           Spread Other Other           Other           Other          Other           Other
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0
             0              0              0              0              0               0              0               0




                                                             Page 5
                                                              EUROS




NonRept         Change in       Change in        Change in     Change in    Change in     Change in    Change in    Change in
Positions Short Open Interest NonComm            NonComm       NonComm      Comm Long Comm Short Tot Rept           Tot Rept
Other           All             Long All         Short All     Spead All    All           All          Long All     Short All
             0         890,154        (28,240)         38,487     581,977        352,444      274,744      906,182       895,209
             0        (105,490)          (5,162)    (100,183)      (10,702)     (214,343)     (31,355)    (230,207)     (142,240)
             0         365,032         42,520        100,906      198,041        167,779      116,362      408,340       415,309
             0         877,403         21,069        295,389      371,370        389,514       97,548      781,953       764,308
             0         580,731        141,902          61,698     193,357        266,058      329,032      601,316       584,087
             0         487,211       (140,216)      (235,560)     560,144         32,097      216,189      452,026       540,773
             0      (2,495,393)        36,231       (106,158) (1,332,789) (1,165,142) (1,041,904) (2,461,700) (2,480,851)
             0         794,385         90,357         (98,842)    408,013        278,104      444,449      776,474       753,620
             0         261,119        (30,809)       100,334        57,103       172,948       32,004      199,242       189,440
             0         232,746           (6,021)     123,658        45,767       199,978      111,066      239,724       280,491
             0         501,592            9,560        11,573     307,908        231,137      256,567      548,606       576,048
             0         786,121         32,977        160,964      404,779        304,712      153,741      742,467       719,484
             0         595,304         33,171        126,663      279,872        268,813       80,710      581,856       487,245
             0          30,023        (24,034)        (19,204)      54,691         6,516        7,412       37,173        42,898
             0          45,533         71,968           2,075      (85,636)       34,707      131,645       21,039        48,084
             0         763,145            7,230     (107,002)     511,315        180,790      271,784      699,334       676,097
             0         375,000        (41,620)        (13,633)    191,317        208,744      204,034      358,441       381,719




                                                              Page 6
                                                                     EUROS



                           Pct of       Pct of OI     Pct of OI     Pct of OI
Change in    Change in     Open         NonCom        NonCom        NonCom Pct of OI Pct of OI Pct of OI Pct of OI Pct of OI
NonRept      NonRept       Interest     m Long        m Short       m Spread Comm          Comm     Tot Rept Tot Rept NonRept
Long All     Short All     All          All           All           All         Long All Short All Long All    Short All Long All
    (16,028)       (5,055)        100           4.8           6.9          38.1      50.4      46.1       93.2         91           6.8
    124,717        36,750         100           5.2             7          36.7      50.9      46.9       92.8       90.5           7.2
    (43,308)      (50,277)        100           5.2           7.6          36.5      51.9      46.8       93.5       90.8           6.5
     95,450      113,096          100           5.1           7.1          36.1         52     47.1       93.1       90.3           6.9
    (20,585)       (3,355)        100           5.2           5.7          35.8      52.4        49       93.4       90.5           6.6
     35,185       (53,563)        100           4.5           5.5          35.9      52.6      48.8         93       90.1             7
    (33,694)      (14,542)        100           5.6           7.2          33.3      54.1      48.9         93       89.4             7
     17,911        40,765         100           4.6           6.8          36.2      53.1      47.9       93.8       90.9           6.2
     61,877        71,679         100           4.2           7.7          35.4      53.9      47.5       93.6       90.7           6.4
     (6,978)      (47,745)        100           4.5           7.2          35.7      53.7      48.1       93.9         91           6.1
    (47,014)      (74,456)        100           4.6           6.6          35.9      53.3      48.1       93.8       90.5           6.2
     43,654        66,638         100           4.7           6.7          35.1      53.5        48       93.3       89.8           6.7
     13,448      108,058          100           4.7             6          34.2      54.3      49.5       93.2       89.7           6.8
     (7,149)      (12,875)        100           4.7           5.4          33.7      54.6      50.9         93         90             7
     24,494        (2,552)        100           4.8           5.5          33.4      54.7        51       92.9       89.9           7.1
     63,810        87,048         100           4.4           5.5          34.1      54.6      50.2       93.1       89.8           6.9
     16,559        (6,719)        100           4.6           6.6          32.2      56.4      51.1       93.2       89.9           6.8




                                                                      Page 7
                                                                  EUROS




Pct of OI                    Pct of OI     Pct of OI     Pct of OI     Pct of OI     Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI
NonRept        Pct of Open NonComm NonComm NonComm Comm Long Comm Short Rept Long                                Rept Short NonRept
Short All      Interest Old Long Old       Short Old     Spread Old Old              Old           Old           Old           Long Old
           9             100           4.8           6.9          38.1          50.4          46.1          93.2            91             6.8
         9.5             100           5.2             7          36.7          50.9          46.9          92.8          90.5             7.2
         9.2             100           5.2           7.6          36.5          51.9          46.8          93.5          90.8             6.5
         9.7             100           5.1           7.1          36.1            52          47.1          93.1          90.3             6.9
         9.5             100           5.2           5.7          35.8          52.4            49          93.4          90.5             6.6
         9.9             100           4.5           5.5          35.9          52.6          48.8            93          90.1               7
        10.6             100           5.6           7.2          33.3          54.1          48.9            93          89.4               7
         9.1             100           4.6           6.8          36.2          53.1          47.9          93.8          90.9             6.2
         9.3             100           4.2           7.7          35.4          53.9          47.5          93.6          90.7             6.4
           9             100           4.5           7.2          35.7          53.7          48.1          93.9            91             6.1
         9.5             100           4.6           6.6          35.9          53.3          48.1          93.8          90.5             6.2
        10.2             100           4.7           6.7          35.1          53.5            48          93.3          89.8             6.7
        10.3             100           4.7             6          34.2          54.3          49.5          93.2          89.7             6.8
          10             100           4.7           5.4          33.7          54.6          50.9            93            90               7
        10.1             100           4.8           5.5          33.4          54.7            51          92.9          89.9             7.1
        10.2             100           4.4           5.5          34.1          54.6          50.2          93.1          89.8             6.9
        10.1             100           4.6           6.6          32.2          56.4          51.1          93.2          89.9             6.8




                                                                  Page 8
                                                            EUROS



                                                    Pct of OI
Pct of OI      Pct of Open Pct of OI    Pct of OI   NonComm Pct of OI      Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI
NonRept        Interest     NonComm NonComm Spread              Comm Long Comm Short Rept Long       Rept Short NonRept
Short Old      Other        Long Other Short Other Other        Other      Other       Other         Other         Long Other
           9            100           0           0           0          0           0             0             0            0
         9.5            100           0           0           0          0           0             0             0            0
         9.2            100           0           0           0          0           0             0             0            0
         9.7            100           0           0           0          0           0             0             0            0
         9.5            100           0           0           0          0           0             0             0            0
         9.9            100           0           0           0          0           0             0             0            0
        10.6            100           0           0           0          0           0             0             0            0
         9.1            100           0           0           0          0           0             0             0            0
         9.3            100           0           0           0          0           0             0             0            0
           9            100           0           0           0          0           0             0             0            0
         9.5            100           0           0           0          0           0             0             0            0
        10.2            100           0           0           0          0           0             0             0            0
        10.3            100           0           0           0          0           0             0             0            0
          10            100           0           0           0          0           0             0             0            0
        10.1            100           0           0           0          0           0             0             0            0
        10.2            100           0           0           0          0           0             0             0            0
        10.1            100           0           0           0          0           0             0             0            0




                                                             Page 9
                                                               EUROS




Pct of OI                      Traders     Traders      Traders     Traders     Traders     Traders Tot Traders Tot
NonRept           Traders Tot NonComm NonComm NonComm Comm Long Comm Short Rept Long                     Rept Short Traders Tot
Short Other       All          Long All    Short All    Spread All  All         All         All          All         Old
              0            329          88           68         126         150         155          292         302         329
              0            323          76           77         125         146         153          287         298         323
              0            328          80           76         123         149         154          289         299         328
              0            324          78           75         120         147         155          285         296         324
              0            326          66           82         118         151         161          286         299         326
              0            325          67           76         121         150         162          286         300         325
              0            329          70           72         117         156         163          291         301         329
              0            344          75           86         126         158         166          305         313         344
              0            334          70           85         127         156         162          300         308         334
              0            340          71           87         130         158         164          304         316         340
              0            328          74           81         129         150         156          295         304         328
              0            320          72           76         115         149         154          283         291         320
              0            309          72           71         113         142         148          274         281         309
              0            306          64           66         110         146         157          274         280         306
              0            297          60           66         107         137         151          263         270         297
              0            284          54           65         102         137         148          252         263         284
              0            295          59           65         100         141         155          256         271         295




                                                              Page 10
                                                         EUROS




Traders     Traders      Traders     Traders     Traders     Traders Tot Traders Tot              Traders     Traders
NonComm NonComm NonComm Comm Long Comm Short Rept Long                    Rept Short Traders Tot NonComm NonComm
Long Old    Short Old    Spead Old Old           Old         Old          Old         Other       Long Other Short Other
         88           68         126         150         155          292         302           0           0            0
         76           77         125         146         153          287         298           0           0            0
         80           76         123         149         154          289         299           0           0            0
         78           75         120         147         155          285         296           0           0            0
         66           82         118         151         161          286         299           0           0            0
         67           76         121         150         162          286         300           0           0            0
         70           72         117         156         163          291         301           0           0            0
         75           86         126         158         166          305         313           0           0            0
         70           85         127         156         162          300         308           0           0            0
         71           87         130         158         164          304         316           0           0            0
         74           81         129         150         156          295         304           0           0            0
         72           76         115         149         154          283         291           0           0            0
         72           71         113         142         148          274         281           0           0            0
         64           66         110         146         157          274         280           0           0            0
         60           66         107         137         151          263         270           0           0            0
         54           65         102         137         148          252         263           0           0            0
         59           65         100         141         155          256         271           0           0            0




                                                         Page 11
                                                             EUROS



Traders
NonComm       Traders    Traders   Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE
Spread        Comm Long Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long
Other         Other      Other     Other        Other       Long All      Short All      Long All      Short All      All
          0            0         0            0           0          26.8             18          38.8           26.8        18.6
          0            0         0            0           0          25.9           17.4          38.1           26.4        19.1
          0            0         0            0           0          25.7           17.6          37.8           26.6        19.3
          0            0         0            0           0          25.6           17.4            38           26.7        19.5
          0            0         0            0           0          26.8             17          38.9           25.7        20.9
          0            0         0            0           0          26.9           16.8          38.3           25.8        21.6
          0            0         0            0           0          26.1             15          37.4           23.8        21.8
          0            0         0            0           0          24.4           15.5          35.6             25        19.2
          0            0         0            0           0          24.3           14.6          35.2           23.9        19.4
          0            0         0            0           0          24.3           14.8          34.9           24.3        19.2
          0            0         0            0           0          23.9           14.8          34.7           24.8        19.4
          0            0         0            0           0            24           14.9            35           24.8        19.8
          0            0         0            0           0          24.5           15.9          36.2             26        20.7
          0            0         0            0           0          25.1           16.4          37.3           26.9        21.4
          0            0         0            0           0          24.4           16.9          37.8             27        22.3
          0            0         0            0           0          24.3             17          37.9           27.7          22
          0            0         0            0           0          24.8           16.3            38           26.8        22.8




                                                            Page 12
                                                         EUROS




Conc Net LE Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
4 TDR Short 8 TDR Long 8 TDR Short LE 4 TDR       LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short 8 TDR Long
All          All        All          Long Old     Short Old    Long Old     Short Old    Old         Old        Old
         5.8       21.7          9.1         26.8           18         38.8         26.8        18.6        5.8        21.7
         6.4       22.7          9.8         25.9         17.4         38.1         26.4        19.1        6.4        22.7
         6.5       23.2        10.1          25.7         17.6         37.8         26.6        19.3        6.5        23.2
         6.6       23.4        10.1          25.6         17.4           38         26.7        19.5        6.6        23.4
         7.2       24.8           11         26.8           17         38.9         25.7        20.9        7.2        24.8
         7.6       25.2        11.5          26.9         16.8         38.3         25.8        21.6        7.6        25.2
         7.2       25.9        11.6          26.1           15         37.4         23.8        21.8        7.2        25.9
           7       22.8        11.2          24.4         15.5         35.6           25        19.2          7        22.8
           7         23        11.5          24.3         14.6         35.2         23.9        19.4          7          23
         7.5       22.8        12.2          24.3         14.8         34.9         24.3        19.2        7.5        22.8
         7.5       22.9           12         23.9         14.8         34.7         24.8        19.4        7.5        22.9
         8.1       23.3        12.5            24         14.9           35         24.8        19.8        8.1        23.3
         7.9       24.4        12.2          24.5         15.9         36.2           26        20.7        7.9        24.4
         8.5       25.4        12.6          25.1         16.4         37.3         26.9        21.4        8.5        25.4
         9.1       26.5        13.8          24.4         16.9         37.8           27        22.3        9.1        26.5
         9.1         26        13.9          24.3           17         37.9         27.7          22        9.1          26
           9       26.9        13.8          24.8         16.3           38         26.8        22.8          9        26.9




                                                         Page 13
                                                      EUROS




Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE Conc Net LE
8 TDR Short LE 4 TDR     LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long 8 TDR Short   Contract
Old          Long Other Short Other Long Other Short Other Other        Other      Other       Other        Units
         9.1           0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
         9.8           0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       10.1            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       10.1            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
          11           0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       11.5            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       11.6            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       11.2            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       11.5            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       12.2            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
          12           0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       12.5            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       12.2            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       12.6            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       13.8            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       13.9            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000
       13.8            0           0          0           0           0          0           0          0   (CONTRACTS OF $1,000,000




                                                      Page 14
                                       EUROS




(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)
(CONTRACTS OF $1,000,000 FACE VALUE)




                                       Page 15
                                                       As of Date In Report Date as    CFTC Contract
Market and Exchange Names                              Form YYMMDD MM DD YYYY          Market Code
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060425              4/25/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060418              4/18/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060411              4/11/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060404               4/4/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060328              3/28/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060321              3/21/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060314              3/14/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060307               3/7/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060228              2/28/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060221              2/21/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060214              2/14/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060207               2/7/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060131              1/31/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060124              1/24/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060117              1/17/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060110              1/10/2006   043602
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060103               1/3/2006   043602
                            CFTC                      NonComm         NonComm        NonComm
CFTC Market   CFTC Region   Commodity   Open Interest Positions Long Positions Short Postions Spread
Code          Code          Code        All           All             All            All
CBT           00            043             3,062,201         574,648        597,214        440,969
CBT           00            043             3,057,236         627,172        504,341        457,901
CBT           00            043             2,917,055         611,113        479,574        411,681
CBT           00            043             2,746,131         599,540        464,649        356,232
CBT           00            043             2,546,529         589,035        428,257        287,970
CBT           00            043             2,619,882         587,956        363,536        342,808
CBT           00            043             2,757,922         631,026        492,308        392,452
CBT           00            043             2,801,886         632,568        540,860        422,094
CBT           00            043             2,417,721         590,408        418,022        301,407
CBT           00            043             2,526,129         553,032        426,379        368,109
CBT           00            043             2,647,999         537,320        427,206        387,902
CBT           00            043             2,585,738         546,978        441,085        333,891
CBT           00            043             2,463,730         537,784        414,585        305,325
CBT           00            043             2,333,374         504,284        290,543        328,360
CBT           00            043             2,143,172         420,313        232,229        256,154
CBT           00            043             2,010,207         386,294        237,600        232,004
CBT           00            043             1,988,931         403,803        221,126        210,304
                               Tot Rept       Tot Rept       NonRept         NonRept
Comm Positions Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest
Long All       Short All       All            All            All             All            Old
     1,773,414       1,559,461      2,789,031      2,597,644         273,170        464,557     3,062,201
     1,718,793       1,630,722      2,803,866      2,592,963         253,370        464,272     3,057,236
     1,655,486       1,567,537      2,678,281      2,458,792         238,775        458,263     2,917,055
     1,551,374       1,456,275      2,507,147      2,277,156         238,984        468,975     2,746,131
     1,437,919       1,361,496      2,314,923      2,077,723         231,606        468,807     2,546,529
     1,451,969       1,402,344      2,382,732      2,108,688         237,149        511,194     2,619,882
     1,465,726       1,403,390      2,489,204      2,288,151         268,718        469,772     2,757,922
     1,468,824       1,375,666      2,523,486      2,338,621         278,401        463,265     2,801,886
     1,233,676       1,241,490      2,125,491      1,960,919         292,230        456,803     2,417,721
     1,353,098       1,294,393      2,274,239      2,088,880         251,890        437,249     2,526,129
     1,435,817       1,349,452      2,361,040      2,164,561         286,959        483,438     2,647,999
     1,456,515       1,369,179      2,337,384      2,144,155         248,354        441,584     2,585,738
     1,366,876       1,296,644      2,209,985      2,016,554         253,745        447,177     2,463,730
     1,235,408       1,288,335      2,068,053      1,907,238         265,322        426,137     2,333,374
     1,165,755       1,235,273      1,842,221      1,723,656         300,950        419,516     2,143,172
     1,127,683       1,115,993      1,745,982      1,585,597         264,226        424,610     2,010,207
     1,106,677       1,140,909      1,720,784      1,572,339         268,146        416,592     1,988,931
NonComm         NonComm        NonComm                                        Tot Rept       Tot Rept
Positions Long Positions Short Positions       Comm Positions Comm Positions Positions Long Positions Short
Old             Old            Spread Old      Long Old       Short Old       Old            Old
        574,648        597,214         440,969      1,773,414       1,559,461      2,789,031      2,597,644
        627,172        504,341         457,901      1,718,793       1,630,722      2,803,866      2,592,963
        611,113        479,574         411,681      1,655,486       1,567,537      2,678,281      2,458,792
        599,540        464,649         356,232      1,551,374       1,456,275      2,507,147      2,277,156
        589,035        428,257         287,970      1,437,919       1,361,496      2,314,923      2,077,723
        587,956        363,536         342,808      1,451,969       1,402,344      2,382,732      2,108,688
        631,026        492,308         392,452      1,465,726       1,403,390      2,489,204      2,288,151
        632,568        540,860         422,094      1,468,824       1,375,666      2,523,486      2,338,621
        590,408        418,022         301,407      1,233,676       1,241,490      2,125,491      1,960,919
        553,032        426,379         368,109      1,353,098       1,294,393      2,274,239      2,088,880
        537,320        427,206         387,902      1,435,817       1,349,452      2,361,040      2,164,561
        546,978        441,085         333,891      1,456,515       1,369,179      2,337,384      2,144,155
        537,784        414,585         305,325      1,366,876       1,296,644      2,209,985      2,016,554
        504,284        290,543         328,360      1,235,408       1,288,335      2,068,053      1,907,238
        420,313        232,229         256,154      1,165,755       1,235,273      1,842,221      1,723,656
        386,294        237,600         232,004      1,127,683       1,115,993      1,745,982      1,585,597
        403,803        221,126         210,304      1,106,677       1,140,909      1,720,784      1,572,339
NonRept         NonRept                       NonComm       NonComm         NonComm       Comm           Comm
Positions Long Positions Short Open Interest Positions Long Positions Short Positions     Positions Long Positions Short
Old             Old            Other          Other         Other           Spread Other Other           Other
        273,170        464,557              0             0              0              0              0              0
        253,370        464,272              0             0              0              0              0              0
        238,775        458,263              0             0              0              0              0              0
        238,984        468,975              0             0              0              0              0              0
        231,606        468,807              0             0              0              0              0              0
        237,149        511,194              0             0              0              0              0              0
        268,718        469,772              0             0              0              0              0              0
        278,401        463,265              0             0              0              0              0              0
        292,230        456,803              0             0              0              0              0              0
        251,890        437,249              0             0              0              0              0              0
        286,959        483,438              0             0              0              0              0              0
        248,354        441,584              0             0              0              0              0              0
        253,745        447,177              0             0              0              0              0              0
        265,322        426,137              0             0              0              0              0              0
        300,950        419,516              0             0              0              0              0              0
        264,226        424,610              0             0              0              0              0              0
        268,146        416,592              0             0              0              0              0              0
Tot Rept       Tot Rept        NonRept        NonRept         Change in      Change in        Change in     Change in
Positions Long Positions Short Positions Long Positions Short Open Interest NonComm           NonComm       NonComm
Other          Other           Other          Other           All            Long All         Short All     Spead All
             0              0               0              0          4,966        (52,523)         92,873      (16,932)
             0              0               0              0        140,181         16,058          24,766       46,219
             0              0               0              0        170,925         11,573          14,926       55,449
             0              0               0              0        199,601         10,505          36,392       68,263
             0              0               0              0        (73,352)           1,079        64,721      (54,838)
             0              0               0              0       (138,041)       (43,070)      (128,772)      (49,645)
             0              0               0              0        (43,964)          (1,542)      (48,552)     (29,642)
             0              0               0              0        384,165         42,159        122,838      120,687
             0              0               0              0       (108,408)        37,376          (8,357)     (66,702)
             0              0               0              0       (121,870)        15,712            (828)     (19,794)
             0              0               0              0         62,260           (9,658)      (13,879)      54,011
             0              0               0              0        122,008            9,194        26,500       28,566
             0              0               0              0        130,356         33,500        124,042       (23,035)
             0              0               0              0        190,203         83,971          58,314       72,206
             0              0               0              0        132,965         34,019          (5,372)      24,150
             0              0               0              0         21,277        (17,509)         16,474       21,700
             0              0               0              0        (10,283)          (3,047)      (36,067)       2,451
                                                                                   Pct of       Pct of OI     Pct of OI     Pct of OI
Change in     Change in    Change in    Change in     Change in      Change in     Open         NonCom        NonCom        NonCom
Comm Long Comm Short Tot Rept           Tot Rept      NonRept        NonRept       Interest     m Long        m Short       m Spread
All           All          Long All     Short All     Long All       Short All     All          All           All           All
      54,621      (71,261)     (14,834)        4,681       19,800              285        100          18.8          19.5          14.4
      63,307       63,185      125,585       134,171       14,596           6,010         100          20.5          16.5            15
     104,112      111,261      171,134       181,636           (209)      (10,712)        100          20.9          16.4          14.1
     113,455       94,779      192,223       199,433        7,378              168        100          21.8          16.9            13
     (14,050)     (40,848)     (67,809)      (30,965)      (5,543)        (42,387)        100          23.1          16.8          11.3
     (13,757)      (1,046)    (106,472)     (179,463)     (31,569)         41,422         100          22.4          13.9          13.1
      (3,098)      27,724      (34,282)      (50,471)      (9,682)          6,506         100          22.9          17.9          14.2
     235,148      134,177      397,994       377,702      (13,829)          6,463         100          22.6          19.3          15.1
    (119,422)     (52,903)    (148,747)     (127,961)      40,340          19,554         100          24.4          17.3          12.5
     (82,719)     (55,059)     (86,801)      (75,680)     (35,069)        (46,189)        100          21.9          16.9          14.6
     (20,698)     (19,727)      23,655        20,406       38,605          41,854         100          20.3          16.1          14.6
      89,639       72,535      127,399       127,601       (5,391)         (5,593)        100          21.2          17.1          12.9
     131,468        8,309      141,933       109,316      (11,577)         21,040         100          21.8          16.8          12.4
      69,653       53,062      225,831       183,582      (35,629)          6,620         100          21.6          12.5          14.1
      38,072      119,280       96,240       138,058       36,725          (5,093)        100          19.6          10.8            12
      21,007      (24,916)      25,197        13,258       (3,921)          8,018         100          19.2          11.8          11.5
     (39,670)      (9,024)     (40,266)      (42,639)      29,983          32,356         100          20.3          11.1          10.6
Pct of OI Pct of OI Pct of OI Pct of OI Pct of OI     Pct of OI                    Pct of OI     Pct of OI     Pct of OI
Comm        Comm      Tot Rept Tot Rept NonRept       NonRept        Pct of Open NonComm NonComm NonComm
Long All Short All Long All Short All Long All        Short All      Interest Old Long Old       Short Old     Spread Old
       57.9      50.9       91.1     84.8         8.9           15.2           100          18.8          19.5          14.4
       56.2      53.3       91.7     84.8         8.3           15.2           100          20.5          16.5            15
       56.8      53.7       91.8     84.3         8.2           15.7           100          20.9          16.4          14.1
       56.5        53       91.3     82.9         8.7           17.1           100          21.8          16.9            13
       56.5      53.5       90.9     81.6         9.1           18.4           100          23.1          16.8          11.3
       55.4      53.5       90.9     80.5         9.1           19.5           100          22.4          13.9          13.1
       53.1      50.9       90.3       83         9.7             17           100          22.9          17.9          14.2
       52.4      49.1       90.1     83.5         9.9           16.5           100          22.6          19.3          15.1
         51      51.3       87.9     81.1        12.1           18.9           100          24.4          17.3          12.5
       53.6      51.2         90     82.7          10           17.3           100          21.9          16.9          14.6
       54.2        51       89.2     81.7        10.8           18.3           100          20.3          16.1          14.6
       56.3        53       90.4     82.9         9.6           17.1           100          21.2          17.1          12.9
       55.5      52.6       89.7     81.8        10.3           18.2           100          21.8          16.8          12.4
       52.9      55.2       88.6     81.7        11.4           18.3           100          21.6          12.5          14.1
       54.4      57.6         86     80.4          14           19.6           100          19.6          10.8            12
       56.1      55.5       86.9     78.9        13.1           21.1           100          19.2          11.8          11.5
       55.6      57.4       86.5     79.1        13.5           20.9           100          20.3          11.1          10.6
Pct of OI     Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI     Pct of OI     Pct of Open Pct of OI    Pct of OI
Comm Long Comm Short Rept Long            Rept Short NonRept          NonRept       Interest     NonComm NonComm
Old           Old           Old           Old           Long Old      Short Old     Other        Long Other Short Other
         57.9          50.9          91.1          84.8           8.9          15.2          100           0            0
         56.2          53.3          91.7          84.8           8.3          15.2          100           0            0
         56.8          53.7          91.8          84.3           8.2          15.7          100           0            0
         56.5            53          91.3          82.9           8.7          17.1          100           0            0
         56.5          53.5          90.9          81.6           9.1          18.4          100           0            0
         55.4          53.5          90.9          80.5           9.1          19.5          100           0            0
         53.1          50.9          90.3            83           9.7            17          100           0            0
         52.4          49.1          90.1          83.5           9.9          16.5          100           0            0
           51          51.3          87.9          81.1          12.1          18.9          100           0            0
         53.6          51.2            90          82.7            10          17.3          100           0            0
         54.2            51          89.2          81.7          10.8          18.3          100           0            0
         56.3            53          90.4          82.9           9.6          17.1          100           0            0
         55.5          52.6          89.7          81.8          10.3          18.2          100           0            0
         52.9          55.2          88.6          81.7          11.4          18.3          100           0            0
         54.4          57.6            86          80.4            14          19.6          100           0            0
         56.1          55.5          86.9          78.9          13.1          21.1          100           0            0
         55.6          57.4          86.5          79.1          13.5          20.9          100           0            0
Pct of OI
NonComm         Pct of OI   Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI   Pct of OI                Traders
Spread          Comm Long Comm Short Rept Long        Rept Short NonRept        NonRept     Traders Tot NonComm
Other           Other       Other       Other         Other         Long Other Short Other All           Long All
            0             0           0             0             0           0           0          309          63
            0             0           0             0             0           0           0          317          63
            0             0           0             0             0           0           0          311          72
            0             0           0             0             0           0           0          296          70
            0             0           0             0             0           0           0          288          60
            0             0           0             0             0           0           0          298          57
            0             0           0             0             0           0           0          295          62
            0             0           0             0             0           0           0          301          62
            0             0           0             0             0           0           0          274          60
            0             0           0             0             0           0           0          283          69
            0             0           0             0             0           0           0          278          62
            0             0           0             0             0           0           0          275          67
            0             0           0             0             0           0           0          264          52
            0             0           0             0             0           0           0          276          60
            0             0           0             0             0           0           0          261          72
            0             0           0             0             0           0           0          241          55
            0             0           0             0             0           0           0          243          62
Traders      Traders       Traders     Traders     Traders Tot Traders Tot              Traders     Traders
NonComm NonComm Comm Long Comm Short Rept Long                  Rept Short Traders Tot NonComm NonComm
Short All    Spread All    All         All         All          All         Old         Long Old    Short Old
          91            86         124         127          233         258         309          63           91
          93            98         129         136          248         271         317          63           93
          80            91         129         133          243         262         311          72           80
          75            89         118         123          230         245         296          70           75
          77            79         117         123          217         239         288          60           77
          90            88         115         127          222         255         298          57           90
          89            91         115         121          227         251         295          62           89
          97            90         115         117          229         252         301          62           97
          79            88         106         112          214         231         274          60           79
          69            83         116         124          220         241         283          69           69
          72            83         116         119          219         233         278          62           72
          67            73         111         117          209         226         275          67           67
          75            73         107         117          200         224         264          52           75
          75            82         110         124          212         239         276          60           75
          50            73         107         125          203         224         261          72           50
          60            70          94         114          184         209         241          55           60
          52            63          95         113          187         198         243          62           52
                                                                                                 Traders
Traders     Traders     Traders     Traders Tot Traders Tot              Traders     Traders     NonComm
NonComm Comm Long Comm Short Rept Long           Rept Short Traders Tot NonComm NonComm Spread
Spead Old Old           Old         Old          Old         Other       Long Other Short Other Other
         86         124         127          233         258           0           0           0         0
         98         129         136          248         271           0           0           0         0
         91         129         133          243         262           0           0           0         0
         89         118         123          230         245           0           0           0         0
         79         117         123          217         239           0           0           0         0
         88         115         127          222         255           0           0           0         0
         91         115         121          227         251           0           0           0         0
         90         115         117          229         252           0           0           0         0
         88         106         112          214         231           0           0           0         0
         83         116         124          220         241           0           0           0         0
         83         116         119          219         233           0           0           0         0
         73         111         117          209         226           0           0           0         0
         73         107         117          200         224           0           0           0         0
         82         110         124          212         239           0           0           0         0
         73         107         125          203         224           0           0           0         0
         70          94         114          184         209           0           0           0         0
         63          95         113          187         198           0           0           0         0
Traders    Traders   Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE
Comm Long Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long
Other      Other     Other        Other       Long All      Short All      Long All      Short All      All
         0         0            0           0          26.8           26.2          35.1           32.7        20.9
         0         0            0           0          26.2           25.9          34.7             33          19
         0         0            0           0          26.7           26.7          35.3             34        19.7
         0         0            0           0          27.2           26.6          35.8           34.7        20.5
         0         0            0           0          28.6           25.9          37.7           33.7        21.9
         0         0            0           0          28.2           23.3          36.2           31.3        20.9
         0         0            0           0          25.7           22.2            34           30.7        19.2
         0         0            0           0          26.4             23            34           31.7          20
         0         0            0           0          24.5           21.5          33.2           29.1        19.7
         0         0            0           0          27.4           21.6          34.6             30        19.9
         0         0            0           0          29.1           22.3          35.8           31.8        20.5
         0         0            0           0          29.4           23.4          36.4           33.2        20.2
         0         0            0           0          29.8           22.6          37.2           31.2        22.4
         0         0            0           0          28.5           21.6          36.2           28.3        20.3
         0         0            0           0          27.3           23.7          37.4           30.1        23.7
         0         0            0           0          30.7           22.5          40.8             29        27.1
         0         0            0           0          31.1           23.1          41.2           30.3        27.5
Conc Net LE Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE
4 TDR Short 8 TDR Long 8 TDR Short LE 4 TDR      LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short
All         All         All         Long Old     Short Old    Long Old     Short Old    Old         Old
         24        28.1        28.7         26.8         26.2         35.1         32.7        20.9         24
       23.9        26.7        28.3         26.2         25.9         34.7           33          19       23.9
       24.4        27.3        28.8         26.7         26.7         35.3           34        19.7       24.4
       25.1        28.3        30.1         27.2         26.6         35.8         34.7        20.5       25.1
       24.5        30.2        29.2         28.6         25.9         37.7         33.7        21.9       24.5
       21.4        28.2        25.2         28.2         23.3         36.2         31.3        20.9       21.4
       20.3        26.9        26.2         25.7         22.2           34         30.7        19.2       20.3
       21.3        27.1          28         26.4           23           34         31.7          20       21.3
       20.3        28.1        26.3         24.5         21.5         33.2         29.1        19.7       20.3
       19.4        26.9          25         27.4         21.6         34.6           30        19.9       19.4
       19.8        26.9        25.3         29.1         22.3         35.8         31.8        20.5       19.8
       21.2        27.2        26.7         29.4         23.4         36.4         33.2        20.2       21.2
       21.1        29.6        26.7         29.8         22.6         37.2         31.2        22.4       21.1
       17.9        27.6        22.1         28.5         21.6         36.2         28.3        20.3       17.9
       19.8        30.1        24.4         27.3         23.7         37.4         30.1        23.7       19.8
       19.5        33.6        24.1         30.7         22.5         40.8           29        27.1       19.5
       19.5        34.1        24.5         31.1         23.1         41.2         30.3        27.5       19.5
Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
8 TDR Long 8 TDR Short LE 4 TDR     LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long
Old         Old         Long Other Short Other Long Other Short Other Other        Other      Other
       28.1        28.7           0           0          0           0           0          0           0
       26.7        28.3           0           0          0           0           0          0           0
       27.3        28.8           0           0          0           0           0          0           0
       28.3        30.1           0           0          0           0           0          0           0
       30.2        29.2           0           0          0           0           0          0           0
       28.2        25.2           0           0          0           0           0          0           0
       26.9        26.2           0           0          0           0           0          0           0
       27.1          28           0           0          0           0           0          0           0
       28.1        26.3           0           0          0           0           0          0           0
       26.9          25           0           0          0           0           0          0           0
       26.9        25.3           0           0          0           0           0          0           0
       27.2        26.7           0           0          0           0           0          0           0
       29.6        26.7           0           0          0           0           0          0           0
       27.6        22.1           0           0          0           0           0          0           0
       30.1        24.4           0           0          0           0           0          0           0
       33.6        24.1           0           0          0           0           0          0           0
       34.1        24.5           0           0          0           0           0          0           0
Conc Net LE
8 TDR Short   Contract
Other         Units
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
                                                      As of Date In Report Date as    CFTC Contract
Market and Exchange Names                             Form YYMMDD MM DD YYYY          Market Code
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060425              4/25/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060418              4/18/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060411              4/11/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060404               4/4/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060328              3/28/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060321              3/21/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060314              3/14/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060307               3/7/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060228              2/28/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060221              2/21/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060214              2/14/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060207               2/7/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060131              1/31/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060124              1/24/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060117              1/17/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060110              1/10/2006   044601
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060103               1/3/2006   044601
                            CFTC                      NonComm         NonComm        NonComm
CFTC Market   CFTC Region   Commodity   Open Interest Positions Long Positions Short Postions Spread
Code          Code          Code        All           All             All            All
CBT           00            044             1,515,451         311,614        308,262        160,611
CBT           00            044             1,491,300         278,989        269,813        168,541
CBT           00            044             1,443,833         269,183        272,820        160,550
CBT           00            044             1,391,883         259,742        283,450        157,005
CBT           00            044             1,362,006         269,333        283,445        135,211
CBT           00            044             1,365,944         267,449        278,428        135,822
CBT           00            044             1,425,088         313,625        344,656        129,928
CBT           00            044             1,488,010         309,409        371,421        150,406
CBT           00            044             1,497,044         370,114        376,322        108,202
CBT           00            044             1,698,944         359,388        379,558        193,451
CBT           00            044             1,647,391         329,450        362,535        200,196
CBT           00            044             1,517,697         294,386        362,925        165,541
CBT           00            044             1,384,652         237,772        312,007        145,391
CBT           00            044             1,229,384         177,939        228,118        121,334
CBT           00            044             1,218,607         168,409        200,928        107,003
CBT           00            044             1,186,873         180,884        207,520         80,368
CBT           00            044             1,182,069         183,918        223,849         73,131
                              Tot Rept        Tot Rept       NonRept         NonRept
Comm Positions Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest
Long All       Short All      All             All            All             All            Old
       833,725        695,530       1,305,950      1,164,403         209,500        351,048     1,515,451
       830,756        730,749       1,278,287      1,169,103         213,014        322,197     1,491,300
       822,004        685,472       1,251,737      1,118,843         192,096        324,990     1,443,833
       804,281        640,436       1,221,028      1,080,891         170,855        310,992     1,391,883
       800,986        652,607       1,205,531      1,071,263         156,475        290,743     1,362,006
       794,403        664,559       1,197,674      1,078,809         168,269        287,135     1,365,944
       805,652        665,292       1,249,204      1,139,876         175,884        285,213     1,425,088
       833,709        621,136       1,293,524      1,142,964         194,486        345,047     1,488,010
       828,657        683,129       1,306,972      1,167,652         190,072        329,392     1,497,044
       971,414        788,780       1,524,254      1,361,790         174,690        337,154     1,698,944
       947,572        746,297       1,477,219      1,309,028         170,172        338,363     1,647,391
       882,299        658,278       1,342,226      1,186,745         175,472        330,952     1,517,697
       812,502        613,880       1,195,666      1,071,278         188,986        313,374     1,384,652
       721,759        620,434       1,021,033        969,886         208,351        259,498     1,229,384
       742,508        645,069       1,017,920        953,000         200,686        265,606     1,218,607
       737,729        636,056         998,980        923,944         187,893        262,930     1,186,873
       744,332        632,340       1,001,381        929,320         180,688        252,749     1,182,069
NonComm         NonComm        NonComm                                       Tot Rept        Tot Rept
Positions Long Positions Short Positions       Comm Positions Comm Positions Positions Long Positions Short
Old             Old            Spread Old      Long Old       Short Old      Old             Old
        311,614        308,262         160,611        833,725        695,530       1,305,950      1,164,403
        278,989        269,813         168,541        830,756        730,749       1,278,287      1,169,103
        269,183        272,820         160,550        822,004        685,472       1,251,737      1,118,843
        259,742        283,450         157,005        804,281        640,436       1,221,028      1,080,891
        269,333        283,445         135,211        800,986        652,607       1,205,531      1,071,263
        267,449        278,428         135,822        794,403        664,559       1,197,674      1,078,809
        313,625        344,656         129,928        805,652        665,292       1,249,204      1,139,876
        309,409        371,421         150,406        833,709        621,136       1,293,524      1,142,964
        370,114        376,322         108,202        828,657        683,129       1,306,972      1,167,652
        359,388        379,558         193,451        971,414        788,780       1,524,254      1,361,790
        329,450        362,535         200,196        947,572        746,297       1,477,219      1,309,028
        294,386        362,925         165,541        882,299        658,278       1,342,226      1,186,745
        237,772        312,007         145,391        812,502        613,880       1,195,666      1,071,278
        177,939        228,118         121,334        721,759        620,434       1,021,033        969,886
        168,409        200,928         107,003        742,508        645,069       1,017,920        953,000
        180,884        207,520          80,368        737,729        636,056         998,980        923,944
        183,918        223,849          73,131        744,332        632,340       1,001,381        929,320
NonRept         NonRept                       NonComm       NonComm         NonComm       Comm           Comm
Positions Long Positions Short Open Interest Positions Long Positions Short Positions     Positions Long Positions Short
Old             Old            Other          Other         Other           Spread Other Other           Other
        209,500        351,048              0             0              0              0              0              0
        213,014        322,197              0             0              0              0              0              0
        192,096        324,990              0             0              0              0              0              0
        170,855        310,992              0             0              0              0              0              0
        156,475        290,743              0             0              0              0              0              0
        168,269        287,135              0             0              0              0              0              0
        175,884        285,213              0             0              0              0              0              0
        194,486        345,047              0             0              0              0              0              0
        190,072        329,392              0             0              0              0              0              0
        174,690        337,154              0             0              0              0              0              0
        170,172        338,363              0             0              0              0              0              0
        175,472        330,952              0             0              0              0              0              0
        188,986        313,374              0             0              0              0              0              0
        208,351        259,498              0             0              0              0              0              0
        200,686        265,606              0             0              0              0              0              0
        187,893        262,930              0             0              0              0              0              0
        180,688        252,749              0             0              0              0              0              0
Tot Rept       Tot Rept        NonRept        NonRept         Change in      Change in        Change in     Change in
Positions Long Positions Short Positions Long Positions Short Open Interest NonComm           NonComm       NonComm
Other          Other           Other          Other           All            Long All         Short All     Spead All
             0              0               0              0         24,151         32,626          38,449       (7,930)
             0              0               0              0         47,467            9,805        (3,008)       7,992
             0              0               0              0         51,950            9,442       (10,630)       3,545
             0              0               0              0         29,877           (9,592)            5       21,793
             0              0               0              0         (3,938)           1,884         5,018         (611)
             0              0               0              0        (59,144)       (46,175)        (66,228)       5,895
             0              0               0              0        (62,922)           4,216       (26,765)     (20,478)
             0              0               0              0         (9,034)       (60,705)         (4,901)      42,204
             0              0               0              0       (201,900)        10,725          (3,237)     (85,250)
             0              0               0              0         51,553         29,938          17,024       (6,745)
             0              0               0              0        129,693         35,065            (391)      34,655
             0              0               0              0        133,046         56,613          50,918       20,151
             0              0               0              0        155,268         59,833          83,889       24,057
             0              0               0              0         10,777            9,530        27,190       14,331
             0              0               0              0         31,733        (12,474)         (6,592)      26,635
             0              0               0              0          4,804           (3,034)      (16,329)       7,237
             0              0               0              0          7,936        (19,686)          7,882       13,990
                                                                                  Pct of       Pct of OI     Pct of OI     Pct of OI
Change in     Change in     Change in    Change in     Change in    Change in     Open         NonCom        NonCom        NonCom
Comm Long Comm Short Tot Rept            Tot Rept      NonRept      NonRept       Interest     m Long        m Short       m Spread
All           All           Long All     Short All     Long All     Short All     All          All           All           All
       2,969       (35,219)      27,664        (4,700)      (3,513)       28,851         100          20.6          20.3          10.6
       8,752        45,276       26,549        50,260       20,918        (2,793)        100          18.7          18.1          11.3
      17,723        45,037       30,710        37,952       21,240        13,998         100          18.6          18.9          11.1
       3,295       (12,171)      15,497         9,627       14,380        20,250         100          18.7          20.4          11.3
       6,583       (11,953)       7,857        (7,546)     (11,794)        3,608         100          19.8          20.8           9.9
     (11,249)         (733)     (51,530)      (61,066)      (7,614)        1,922         100          19.6          20.4           9.9
     (28,057)       44,156      (44,320)       (3,088)     (18,602)      (59,834)        100            22          24.2           9.1
       5,053       (61,992)     (13,448)      (24,688)       4,414        15,655         100          20.8            25          10.1
    (142,758)     (105,652)    (217,282)     (194,138)      15,382        (7,762)        100          24.7          25.1           7.2
      23,842        42,483       47,035        52,762        4,518        (1,209)        100          21.2          22.3          11.4
      65,274        88,018      134,993       122,283       (5,300)        7,410         100            20            22          12.2
      69,796        44,398      146,560       115,467      (13,514)       17,578         100          19.4          23.9          10.9
      90,743        (6,554)     174,633       101,392      (19,365)       53,876         100          17.2          22.5          10.5
     (20,748)      (24,635)       3,113        16,885        7,665        (6,108)        100          14.5          18.6           9.9
       4,779         9,013       18,940        29,057       12,793         2,677         100          13.8          16.5           8.8
      (6,604)        3,716       (2,401)       (5,377)       7,205        10,181         100          15.2          17.5           6.8
         278       (15,586)      (5,418)        6,285       13,354         1,650         100          15.6          18.9           6.2
Pct of OI Pct of OI Pct of OI Pct of OI Pct of OI     Pct of OI                    Pct of OI     Pct of OI     Pct of OI
Comm        Comm      Tot Rept Tot Rept NonRept       NonRept        Pct of Open NonComm NonComm NonComm
Long All Short All Long All Short All Long All        Short All      Interest Old Long Old       Short Old     Spread Old
         55      45.9       86.2     76.8        13.8           23.2           100          20.6          20.3          10.6
       55.7        49       85.7     78.4        14.3           21.6           100          18.7          18.1          11.3
       56.9      47.5       86.7     77.5        13.3           22.5           100          18.6          18.9          11.1
       57.8        46       87.7     77.7        12.3           22.3           100          18.7          20.4          11.3
       58.8      47.9       88.5     78.7        11.5           21.3           100          19.8          20.8           9.9
       58.2      48.7       87.7       79        12.3             21           100          19.6          20.4           9.9
       56.5      46.7       87.7       80        12.3             20           100            22          24.2           9.1
         56      41.7       86.9     76.8        13.1           23.2           100          20.8            25          10.1
       55.4      45.6       87.3       78        12.7             22           100          24.7          25.1           7.2
       57.2      46.4       89.7     80.2        10.3           19.8           100          21.2          22.3          11.4
       57.5      45.3       89.7     79.5        10.3           20.5           100            20            22          12.2
       58.1      43.4       88.4     78.2        11.6           21.8           100          19.4          23.9          10.9
       58.7      44.3       86.4     77.4        13.6           22.6           100          17.2          22.5          10.5
       58.7      50.5       83.1     78.9        16.9           21.1           100          14.5          18.6           9.9
       60.9      52.9       83.5     78.2        16.5           21.8           100          13.8          16.5           8.8
       62.2      53.6       84.2     77.8        15.8           22.2           100          15.2          17.5           6.8
         63      53.5       84.7     78.6        15.3           21.4           100          15.6          18.9           6.2
Pct of OI     Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI     Pct of OI     Pct of Open Pct of OI    Pct of OI
Comm Long Comm Short Rept Long            Rept Short NonRept          NonRept       Interest     NonComm NonComm
Old           Old           Old           Old           Long Old      Short Old     Other        Long Other Short Other
           55          45.9          86.2          76.8          13.8          23.2          100           0            0
         55.7            49          85.7          78.4          14.3          21.6          100           0            0
         56.9          47.5          86.7          77.5          13.3          22.5          100           0            0
         57.8            46          87.7          77.7          12.3          22.3          100           0            0
         58.8          47.9          88.5          78.7          11.5          21.3          100           0            0
         58.2          48.7          87.7            79          12.3            21          100           0            0
         56.5          46.7          87.7            80          12.3            20          100           0            0
           56          41.7          86.9          76.8          13.1          23.2          100           0            0
         55.4          45.6          87.3            78          12.7            22          100           0            0
         57.2          46.4          89.7          80.2          10.3          19.8          100           0            0
         57.5          45.3          89.7          79.5          10.3          20.5          100           0            0
         58.1          43.4          88.4          78.2          11.6          21.8          100           0            0
         58.7          44.3          86.4          77.4          13.6          22.6          100           0            0
         58.7          50.5          83.1          78.9          16.9          21.1          100           0            0
         60.9          52.9          83.5          78.2          16.5          21.8          100           0            0
         62.2          53.6          84.2          77.8          15.8          22.2          100           0            0
           63          53.5          84.7          78.6          15.3          21.4          100           0            0
Pct of OI
NonComm         Pct of OI   Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI   Pct of OI                Traders
Spread          Comm Long Comm Short Rept Long        Rept Short NonRept        NonRept     Traders Tot NonComm
Other           Other       Other       Other         Other         Long Other Short Other All           Long All
            0             0           0             0             0           0           0          204          42
            0             0           0             0             0           0           0          201          45
            0             0           0             0             0           0           0          201          42
            0             0           0             0             0           0           0          197          39
            0             0           0             0             0           0           0          197          40
            0             0           0             0             0           0           0          205          41
            0             0           0             0             0           0           0          202          36
            0             0           0             0             0           0           0          191          38
            0             0           0             0             0           0           0          197          37
            0             0           0             0             0           0           0          216          47
            0             0           0             0             0           0           0          212          47
            0             0           0             0             0           0           0          205          44
            0             0           0             0             0           0           0          192          34
            0             0           0             0             0           0           0          179          29
            0             0           0             0             0           0           0          171          34
            0             0           0             0             0           0           0          172          33
            0             0           0             0             0           0           0          174          32
Traders      Traders       Traders    Traders    Traders Tot Traders Tot              Traders     Traders
NonComm NonComm Comm Long Comm Short Rept Long                Rept Short Traders Tot NonComm NonComm
Short All    Spread All    All        All        All          All         Old         Long Old    Short Old
          56            40         74         87          139         160         204          42           56
          50            51         74         85          142         163         201          45           50
          54            48         73         84          138         163         201          42           54
          56            49         74         82          139         161         197          39           56
          51            47         75         87          136         164         197          40           51
          53            47         77         92          139         171         205          41           53
          56            44         76         89          139         162         202          36           56
          53            43         70         78          130         152         191          38           53
          50            39         75         90          134         157         197          37           50
          52            53         79         98          147         182         216          47           52
          51            52         74         92          142         174         212          47           51
          47            49         79         94          143         170         205          44           47
          52            43         77         88          133         161         192          34           52
          50            42         68         90          122         157         179          29           50
          43            40         64         83          118         146         171          34           43
          45            35         62         81          113         143         172          33           45
          48            32         65         81          114         144         174          32           48
                                                                                               Traders
Traders     Traders    Traders    Traders Tot Traders Tot              Traders     Traders     NonComm
NonComm Comm Long Comm Short Rept Long         Rept Short Traders Tot NonComm NonComm Spread
Spead Old Old          Old        Old          Old         Other       Long Other Short Other Other
         40         74         87          139         160           0           0           0         0
         51         74         85          142         163           0           0           0         0
         48         73         84          138         163           0           0           0         0
         49         74         82          139         161           0           0           0         0
         47         75         87          136         164           0           0           0         0
         47         77         92          139         171           0           0           0         0
         44         76         89          139         162           0           0           0         0
         43         70         78          130         152           0           0           0         0
         39         75         90          134         157           0           0           0         0
         53         79         98          147         182           0           0           0         0
         52         74         92          142         174           0           0           0         0
         49         79         94          143         170           0           0           0         0
         43         77         88          133         161           0           0           0         0
         42         68         90          122         157           0           0           0         0
         40         64         83          118         146           0           0           0         0
         35         62         81          113         143           0           0           0         0
         32         65         81          114         144           0           0           0         0
Traders    Traders   Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE
Comm Long Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long
Other      Other     Other        Other       Long All      Short All      Long All      Short All      All
         0         0            0           0          21.8           14.1          32.1           21.8        18.8
         0         0            0           0          22.9           15.7          32.8           23.1          19
         0         0            0           0          23.4           15.2          33.6           22.1        19.7
         0         0            0           0          23.8           14.8          33.9             21        20.1
         0         0            0           0          24.2           15.9          34.3           22.1        20.4
         0         0            0           0          23.5           14.3          33.8           21.2        19.5
         0         0            0           0            22           18.5          31.9           25.5        18.3
         0         0            0           0          21.4           17.2          31.5             25        17.9
         0         0            0           0          22.2           18.2          32.9             25        19.1
         0         0            0           0          25.8           19.1          35.6           26.9        18.9
         0         0            0           0          24.6           18.8          34.2           26.2        19.5
         0         0            0           0          24.5           18.6          34.5           26.4        21.7
         0         0            0           0          25.7           18.7            35           26.2        22.3
         0         0            0           0          30.8           17.8          39.2           25.5        27.3
         0         0            0           0          32.5           20.6          41.7           27.9        28.1
         0         0            0           0          34.2           22.1          44.1           28.9        29.7
         0         0            0           0          34.3           21.7          44.5           29.9        30.2
Conc Net LE Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE
4 TDR Short 8 TDR Long 8 TDR Short LE 4 TDR      LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short
All         All         All         Long Old     Short Old    Long Old     Short Old    Old         Old
       13.2        27.5          19         21.8         14.1         32.1         21.8        18.8       13.2
       14.4        27.7        20.2         22.9         15.7         32.8         23.1          19       14.4
       13.6        28.9        19.5         23.4         15.2         33.6         22.1        19.7       13.6
       13.4        29.7          19         23.8         14.8         33.9           21        20.1       13.4
       14.8        30.1        20.6         24.2         15.9         34.3         22.1        20.4       14.8
       13.3        29.3          19         23.5         14.3         33.8         21.2        19.5       13.3
       17.8        27.8          24           22         18.5         31.9         25.5        18.3       17.8
       16.1        27.2        23.3         21.4         17.2         31.5           25        17.9       16.1
       17.4        28.4          24         22.2         18.2         32.9           25        19.1       17.4
       15.6          27        21.4         25.8         19.1         35.6         26.9        18.9       15.6
       16.4        27.7        21.8         24.6         18.8         34.2         26.2        19.5       16.4
         18        29.9        23.4         24.5         18.6         34.5         26.4        21.7         18
       17.8        29.9        23.7         25.7         18.7           35         26.2        22.3       17.8
       16.8        34.7        22.4         30.8         17.8         39.2         25.5        27.3       16.8
         20        36.9        25.7         32.5         20.6         41.7         27.9        28.1         20
       21.3        39.2        26.4         34.2         22.1         44.1         28.9        29.7       21.3
       21.4        40.2        26.8         34.3         21.7         44.5         29.9        30.2       21.4
Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
8 TDR Long 8 TDR Short LE 4 TDR     LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long
Old         Old         Long Other Short Other Long Other Short Other Other        Other      Other
       27.5          19           0           0          0           0           0          0           0
       27.7        20.2           0           0          0           0           0          0           0
       28.9        19.5           0           0          0           0           0          0           0
       29.7          19           0           0          0           0           0          0           0
       30.1        20.6           0           0          0           0           0          0           0
       29.3          19           0           0          0           0           0          0           0
       27.8          24           0           0          0           0           0          0           0
       27.2        23.3           0           0          0           0           0          0           0
       28.4          24           0           0          0           0           0          0           0
         27        21.4           0           0          0           0           0          0           0
       27.7        21.8           0           0          0           0           0          0           0
       29.9        23.4           0           0          0           0           0          0           0
       29.9        23.7           0           0          0           0           0          0           0
       34.7        22.4           0           0          0           0           0          0           0
       36.9        25.7           0           0          0           0           0          0           0
       39.2        26.4           0           0          0           0           0          0           0
       40.2        26.8           0           0          0           0           0          0           0
Conc Net LE
8 TDR Short   Contract
Other         Units
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
          0   (CONTRACTS OF $100,000 FACE VALUE)
                                                      As of Date In Report Date as    CFTC Contract
Market and Exchange Names                             Form YYMMDD MM DD YYYY          Market Code
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060425              4/25/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060418              4/18/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060411              4/11/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060404               4/4/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060328              3/28/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060321              3/21/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060314              3/14/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060307               3/7/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060228              2/28/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060221              2/21/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060214              2/14/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060207               2/7/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060131              1/31/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060124              1/24/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060117              1/17/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060110              1/10/2006   042601
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   060103               1/3/2006   042601
                            CFTC                       NonComm         NonComm        NonComm
CFTC Market   CFTC Region   Commodity   Open Interest  Positions Long Positions Short Postions Spread
Code          Code          Code        All            All             All            All
CBT           00            042                521,918         172,979        152,312         11,192
CBT           00            042                509,433         170,591        147,177         13,812
CBT           00            042                498,128         150,608        149,939         21,316
CBT           00            042                495,695         157,964        132,776         17,571
CBT           00            042                474,112         155,881        117,633         13,367
CBT           00            042                502,968         154,968        116,407         14,236
CBT           00            042                481,075         122,245        138,478           9,519
CBT           00            042                455,422         115,080        129,912         12,482
CBT           00            042                489,940         136,144        149,900         11,779
CBT           00            042                517,095         137,218        139,599         16,889
CBT           00            042                499,386         132,763        141,710         12,907
CBT           00            042                494,030         141,195        137,591         13,492
CBT           00            042                486,648         146,606        162,812           9,521
CBT           00            042                466,506         134,059        139,363           6,016
CBT           00            042                451,173         130,395        135,015           6,040
CBT           00            042                414,434         111,482        109,553           2,472
CBT           00            042                404,417         111,305         97,247           4,502
                              Tot Rept        Tot Rept       NonRept         NonRept
Comm Positions Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest
Long All       Short All      All             All            All             All            Old
       232,129        237,019         416,300        400,523         105,617        121,395        521,918
       222,821        238,144         407,225        399,133         102,208        110,300        509,433
       230,254        211,624         402,179        382,879          95,949        115,249        498,128
       236,254        224,604         411,788        374,951          83,907        120,744        495,695
       225,870        218,734         395,118        349,734          78,995        124,378        474,112
       247,346        245,597         416,550        376,239          86,418        126,729        502,968
       260,255        206,248         392,019        354,245          89,056        126,830        481,075
       232,708        188,492         360,271        330,887          95,152        124,536        455,422
       249,560        199,734         397,483        361,413          92,457        128,527        489,940
       269,048        240,462         423,156        396,950          93,939        120,145        517,095
       261,032        219,614         406,702        374,232          92,684        125,155        499,386
       250,911        221,685         405,598        372,768          88,431        121,262        494,030
       239,501        202,171         395,628        374,504          91,020        112,144        486,648
       237,632        212,032         377,707        357,412          88,798        109,094        466,506
       228,940        208,448         365,375        349,503          85,798        101,670        451,173
       219,591        204,772         333,545        316,797          80,889         97,637        414,434
       222,362        198,729         338,169        300,478          66,247        103,939        404,417
NonComm         NonComm        NonComm                                       Tot Rept        Tot Rept
Positions Long Positions Short Positions       Comm Positions Comm Positions Positions Long Positions Short
Old             Old            Spread Old      Long Old       Short Old      Old             Old
        172,979        152,312          11,192        232,129        237,019         416,300        400,523
        170,591        147,177          13,812        222,821        238,144         407,225        399,133
        150,608        149,939          21,316        230,254        211,624         402,179        382,879
        157,964        132,776          17,571        236,254        224,604         411,788        374,951
        155,881        117,633          13,367        225,870        218,734         395,118        349,734
        154,968        116,407          14,236        247,346        245,597         416,550        376,239
        122,245        138,478           9,519        260,255        206,248         392,019        354,245
        115,080        129,912          12,482        232,708        188,492         360,271        330,887
        136,144        149,900          11,779        249,560        199,734         397,483        361,413
        137,218        139,599          16,889        269,048        240,462         423,156        396,950
        132,763        141,710          12,907        261,032        219,614         406,702        374,232
        141,195        137,591          13,492        250,911        221,685         405,598        372,768
        146,606        162,812           9,521        239,501        202,171         395,628        374,504
        134,059        139,363           6,016        237,632        212,032         377,707        357,412
        130,395        135,015           6,040        228,940        208,448         365,375        349,503
        111,482        109,553           2,472        219,591        204,772         333,545        316,797
        111,305         97,247           4,502        222,362        198,729         338,169        300,478
NonRept         NonRept                       NonComm       NonComm         NonComm       Comm           Comm
Positions Long Positions Short Open Interest Positions Long Positions Short Positions     Positions Long Positions Short
Old             Old            Other          Other         Other           Spread Other Other           Other
        105,617        121,395              0             0              0              0              0              0
        102,208        110,300              0             0              0              0              0              0
         95,949        115,249              0             0              0              0              0              0
         83,907        120,744              0             0              0              0              0              0
         78,995        124,378              0             0              0              0              0              0
         86,418        126,729              0             0              0              0              0              0
         89,056        126,830              0             0              0              0              0              0
         95,152        124,536              0             0              0              0              0              0
         92,457        128,527              0             0              0              0              0              0
         93,939        120,145              0             0              0              0              0              0
         92,684        125,155              0             0              0              0              0              0
         88,431        121,262              0             0              0              0              0              0
         91,020        112,144              0             0              0              0              0              0
         88,798        109,094              0             0              0              0              0              0
         85,798        101,670              0             0              0              0              0              0
         80,889         97,637              0             0              0              0              0              0
         66,247        103,939              0             0              0              0              0              0
Tot Rept       Tot Rept        NonRept        NonRept         Change in      Change in        Change in     Change in
Positions Long Positions Short Positions Long Positions Short Open Interest NonComm           NonComm       NonComm
Other          Other           Other          Other           All            Long All         Short All     Spead All
             0              0               0              0         12,485            2,388         5,134       (2,620)
             0              0               0              0         11,305         19,983          (2,762)      (7,504)
             0              0               0              0          2,433           (7,355)       17,162        3,745
             0              0               0              0         21,583            2,083        15,144        4,204
             0              0               0              0        (28,856)             913         1,226         (869)
             0              0               0              0         21,893         32,722         (22,072)       4,717
             0              0               0              0         25,652            7,165         8,566       (2,964)
             0              0               0              0        (34,517)       (21,064)        (19,987)         703
             0              0               0              0        (27,155)          (1,074)       10,301       (5,110)
             0              0               0              0         17,709            4,455        (2,111)       3,982
             0              0               0              0          5,357           (8,432)        4,119         (584)
             0              0               0              0          7,382           (5,411)      (25,221)       3,971
             0              0               0              0         20,142         12,547          23,449        3,505
             0              0               0              0         15,333            3,664         4,349           (24)
             0              0               0              0         36,739         18,913          25,461        3,568
             0              0               0              0         10,017              177        12,307       (2,030)
             0              0               0              0         11,063           (2,799)        4,616         (426)
                                                                                Pct of       Pct of OI     Pct of OI     Pct of OI
Change in    Change in    Change in    Change in     Change in    Change in     Open         NonCom        NonCom        NonCom
Comm Long Comm Short Tot Rept          Tot Rept      NonRept      NonRept       Interest     m Long        m Short       m Spread
All          All          Long All     Short All     Long All     Short All     All          All           All           All
      9,308       (1,125)       9,076         1,389        3,409        11,095         100          33.1          29.2           2.1
     (7,433)      26,520        5,046        16,254        6,259        (4,949)        100          33.5          28.9           2.7
     (5,999)     (12,980)      (9,609)        7,927       12,042        (5,495)        100          30.2          30.1           4.3
     10,384        5,870       16,671        25,217        4,912        (3,634)        100          31.9          26.8           3.5
    (21,476)     (26,862)     (21,432)      (26,505)      (7,424)       (2,351)        100          32.9          24.8           2.8
    (12,909)      39,349       24,531        21,994       (2,638)         (101)        100          30.8          23.1           2.8
     27,547       17,756       31,748        23,359       (6,096)        2,294         100          25.4          28.8             2
    (16,851)     (11,242)     (37,212)      (30,526)       2,695        (3,991)        100          25.3          28.5           2.7
    (19,488)     (40,728)     (25,673)      (35,537)      (1,482)        8,382         100          27.8          30.6           2.4
      8,016       20,848       16,453        22,718        1,255        (5,010)        100          26.5            27           3.3
     10,121       (2,071)       1,104         1,464        4,252         3,893         100          26.6          28.4           2.6
     11,410       19,514        9,970        (1,736)      (2,588)        9,118         100          28.6          27.9           2.7
      1,869       (9,862)      17,921        17,092        2,221         3,050         100          30.1          33.5             2
      8,692        3,584       12,332         7,909        3,000         7,423         100          28.7          29.9           1.3
      9,349        3,677       31,830        32,706        4,909         4,034         100          28.9          29.9           1.3
     (2,772)       6,042       (4,624)       16,319       14,641        (6,302)        100          26.9          26.4           0.6
     12,676        5,277        9,451         9,467        1,612         1,596         100          27.5            24           1.1
Pct of OI Pct of OI Pct of OI Pct of OI Pct of OI     Pct of OI                    Pct of OI     Pct of OI     Pct of OI
Comm        Comm      Tot Rept Tot Rept NonRept       NonRept        Pct of Open NonComm NonComm NonComm
Long All Short All Long All Short All Long All        Short All      Interest Old Long Old       Short Old     Spread Old
       44.5      45.4       79.8     76.7        20.2           23.3           100          33.1          29.2           2.1
       43.7      46.7       79.9     78.3        20.1           21.7           100          33.5          28.9           2.7
       46.2      42.5       80.7     76.9        19.3           23.1           100          30.2          30.1           4.3
       47.7      45.3       83.1     75.6        16.9           24.4           100          31.9          26.8           3.5
       47.6      46.1       83.3     73.8        16.7           26.2           100          32.9          24.8           2.8
       49.2      48.8       82.8     74.8        17.2           25.2           100          30.8          23.1           2.8
       54.1      42.9       81.5     73.6        18.5           26.4           100          25.4          28.8             2
       51.1      41.4       79.1     72.7        20.9           27.3           100          25.3          28.5           2.7
       50.9      40.8       81.1     73.8        18.9           26.2           100          27.8          30.6           2.4
         52      46.5       81.8     76.8        18.2           23.2           100          26.5            27           3.3
       52.3        44       81.4     74.9        18.6           25.1           100          26.6          28.4           2.6
       50.8      44.9       82.1     75.5        17.9           24.5           100          28.6          27.9           2.7
       49.2      41.5       81.3       77        18.7             23           100          30.1          33.5             2
       50.9      45.5         81     76.6          19           23.4           100          28.7          29.9           1.3
       50.7      46.2         81     77.5          19           22.5           100          28.9          29.9           1.3
         53      49.4       80.5     76.4        19.5           23.6           100          26.9          26.4           0.6
         55      49.1       83.6     74.3        16.4           25.7           100          27.5            24           1.1
Pct of OI     Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI     Pct of OI     Pct of Open Pct of OI    Pct of OI
Comm Long Comm Short Rept Long            Rept Short NonRept          NonRept       Interest     NonComm NonComm
Old           Old           Old           Old           Long Old      Short Old     Other        Long Other Short Other
         44.5          45.4          79.8          76.7          20.2          23.3          100           0            0
         43.7          46.7          79.9          78.3          20.1          21.7          100           0            0
         46.2          42.5          80.7          76.9          19.3          23.1          100           0            0
         47.7          45.3          83.1          75.6          16.9          24.4          100           0            0
         47.6          46.1          83.3          73.8          16.7          26.2          100           0            0
         49.2          48.8          82.8          74.8          17.2          25.2          100           0            0
         54.1          42.9          81.5          73.6          18.5          26.4          100           0            0
         51.1          41.4          79.1          72.7          20.9          27.3          100           0            0
         50.9          40.8          81.1          73.8          18.9          26.2          100           0            0
           52          46.5          81.8          76.8          18.2          23.2          100           0            0
         52.3            44          81.4          74.9          18.6          25.1          100           0            0
         50.8          44.9          82.1          75.5          17.9          24.5          100           0            0
         49.2          41.5          81.3            77          18.7            23          100           0            0
         50.9          45.5            81          76.6            19          23.4          100           0            0
         50.7          46.2            81          77.5            19          22.5          100           0            0
           53          49.4          80.5          76.4          19.5          23.6          100           0            0
           55          49.1          83.6          74.3          16.4          25.7          100           0            0
Pct of OI
NonComm         Pct of OI   Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI   Pct of OI                Traders
Spread          Comm Long Comm Short Rept Long        Rept Short NonRept        NonRept     Traders Tot NonComm
Other           Other       Other       Other         Other         Long Other Short Other All           Long All
            0             0           0             0             0           0           0          160          35
            0             0           0             0             0           0           0          156          34
            0             0           0             0             0           0           0          148          28
            0             0           0             0             0           0           0          152          35
            0             0           0             0             0           0           0          151          35
            0             0           0             0             0           0           0          156          31
            0             0           0             0             0           0           0          141          24
            0             0           0             0             0           0           0          133          23
            0             0           0             0             0           0           0          151          29
            0             0           0             0             0           0           0          153          31
            0             0           0             0             0           0           0          152          29
            0             0           0             0             0           0           0          150          28
            0             0           0             0             0           0           0          148          34
            0             0           0             0             0           0           0          142          29
            0             0           0             0             0           0           0          137          28
            0             0           0             0             0           0           0          130          25
            0             0           0             0             0           0           0          129          25
Traders      Traders       Traders    Traders    Traders Tot Traders Tot              Traders     Traders
NonComm NonComm Comm Long Comm Short Rept Long                Rept Short Traders Tot NonComm NonComm
Short All    Spread All    All        All        All          All          Old        Long Old    Short Old
          40            15         57         63           99         111         160          35           40
          44            20         53         57          100         108         156          34           44
          45            21         53         54           95         106         148          28           45
          36            19         55         59           99         105         152          35           36
          34            18         58         62          102         105         151          35           34
          39            18         62         63          104         109         156          31           39
          37            14         61         56           95           97        141          24           37
          36            16         58         54           91           96        133          23           36
          39            18         60         61          101         106         151          29           39
          39            13         59         59           96         105         153          31           39
          40            11         58         59           94         103         152          29           40
          39            10         57         58           93           99        150          28           39
          33             9         56         56           95           93        148          34           33
          28             9         55         60           89           92        142          29           28
          27             9         51         61           83           93        137          28           27
          27             6         48         55           76           85        130          25           27
          26             9         48         56           76           88        129          25           26
                                                                                               Traders
Traders     Traders    Traders    Traders Tot Traders Tot              Traders     Traders     NonComm
NonComm Comm Long Comm Short Rept Long         Rept Short Traders Tot NonComm NonComm Spread
Spead Old Old          Old        Old          Old          Other      Long Other Short Other Other
         15         57         63           99         111           0           0           0         0
         20         53         57          100         108           0           0           0         0
         21         53         54           95         106           0           0           0         0
         19         55         59           99         105           0           0           0         0
         18         58         62          102         105           0           0           0         0
         18         62         63          104         109           0           0           0         0
         14         61         56           95           97          0           0           0         0
         16         58         54           91           96          0           0           0         0
         18         60         61          101         106           0           0           0         0
         13         59         59           96         105           0           0           0         0
         11         58         59           94         103           0           0           0         0
         10         57         58           93           99          0           0           0         0
          9         56         56           95           93          0           0           0         0
          9         55         60           89           92          0           0           0         0
          9         51         61           83           93          0           0           0         0
          6         48         55           76           85          0           0           0         0
          9         48         56           76           88          0           0           0         0
Traders    Traders   Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE
Comm Long Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long
Other      Other     Other        Other       Long All      Short All      Long All      Short All      All
         0         0            0           0          20.6           13.6          33.9             22        20.5
         0         0            0           0          19.9           12.8          32.2           21.3        19.8
         0         0            0           0          20.2           15.3          33.5           24.2        20.1
         0         0            0           0          20.6           15.2          34.8           24.3        20.6
         0         0            0           0          23.8           13.1          37.1           22.3        23.8
         0         0            0           0          25.2           13.8          38.7           22.8        24.6
         0         0            0           0          28.1           12.3          41.2           21.3        27.9
         0         0            0           0            27             13          40.1           21.7          27
         0         0            0           0          23.5           15.3          37.1           24.6        23.2
         0         0            0           0          22.7           18.2            36           27.5        22.7
         0         0            0           0          23.5           20.2            37           28.3        23.4
         0         0            0           0          21.6           18.3          35.5           27.6        21.6
         0         0            0           0          22.3           26.1          36.6           34.5        22.2
         0         0            0           0          25.5           28.9          40.3           37.4        25.5
         0         0            0           0          27.5           27.4          41.9             36        27.5
         0         0            0           0          29.9           26.8          42.9           35.9        29.9
         0         0            0           0          31.3           18.6          44.2           28.2        30.4
Conc Net LE Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE
4 TDR Short 8 TDR Long 8 TDR Short LE 4 TDR      LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short
All         All         All         Long Old     Short Old    Long Old     Short Old    Old         Old
       12.6        33.7        20.9         20.6         13.6         33.9           22        20.5       12.6
       11.8        31.9        20.3         19.9         12.8         32.2         21.3        19.8       11.8
       14.3        33.2          23         20.2         15.3         33.5         24.2        20.1       14.3
       14.4          34          23         20.6         15.2         34.8         24.3        20.6       14.4
       12.6        36.4          21         23.8         13.1         37.1         22.3        23.8       12.6
       12.6        37.3        21.1         25.2         13.8         38.7         22.8        24.6       12.6
       11.9          40          20         28.1         12.3         41.2         21.3        27.9       11.9
       12.1          38        20.2           27           13         40.1         21.7          27       12.1
       14.6        35.9        23.7         23.5         15.3         37.1         24.6        23.2       14.6
         17          35        25.6         22.7         18.2           36         27.5        22.7         17
       19.9        36.3          28         23.5         20.2           37         28.3        23.4       19.9
         18        35.3        27.2         21.6         18.3         35.5         27.6        21.6         18
       25.8        36.5          34         22.3         26.1         36.6         34.5        22.2       25.8
       28.5        40.1          37         25.5         28.9         40.3         37.4        25.5       28.5
         27        41.5        35.6         27.5         27.4         41.9           36        27.5         27
       26.4        42.4        35.1         29.9         26.8         42.9         35.9        29.9       26.4
       17.7        43.3        26.7         31.3         18.6         44.2         28.2        30.4       17.7
Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
8 TDR Long 8 TDR Short LE 4 TDR     LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long
Old         Old         Long Other Short Other Long Other Short Other Other        Other      Other
       33.7        20.9           0           0          0           0           0          0           0
       31.9        20.3           0           0          0           0           0          0           0
       33.2          23           0           0          0           0           0          0           0
         34          23           0           0          0           0           0          0           0
       36.4          21           0           0          0           0           0          0           0
       37.3        21.1           0           0          0           0           0          0           0
         40          20           0           0          0           0           0          0           0
         38        20.2           0           0          0           0           0          0           0
       35.9        23.7           0           0          0           0           0          0           0
         35        25.6           0           0          0           0           0          0           0
       36.3          28           0           0          0           0           0          0           0
       35.3        27.2           0           0          0           0           0          0           0
       36.5          34           0           0          0           0           0          0           0
       40.1          37           0           0          0           0           0          0           0
       41.5        35.6           0           0          0           0           0          0           0
       42.4        35.1           0           0          0           0           0          0           0
       43.3        26.7           0           0          0           0           0          0           0
Conc Net LE
8 TDR Short   Contract
Other         Units
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
          0   (CONTRACTS OF $200,000 FACE VALUE)
                                               As of Date In Report Date as    CFTC Contract   CFTC Market
Market and Exchange Names                      Form YYMMDD MM DD YYYY          Market Code     Code
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060425              4/25/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060418              4/18/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060411              4/11/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060404               4/4/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060328              3/28/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060321              3/21/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060314              3/14/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060307               3/7/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060228              2/28/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060221              2/21/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060214              2/14/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060207               2/7/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060131              1/31/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060124              1/24/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060117              1/17/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060110              1/10/2006   020601          CBT
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   060103               1/3/2006   020601          CBT
              CFTC                       NonComm         NonComm        NonComm
CFTC Region   Commodity   Open Interest  Positions Long Positions Short Postions Spread Comm Positions
Code          Code        All            All             All            All             Long All
00            020             1,112,737           84,894        234,168        219,087         660,239
00            020             1,043,742           63,135        193,291        218,948         607,938
00            020                971,914          61,432        178,417        186,430         574,656
00            020                885,630          58,700        152,668        148,938         535,327
00            020                783,168          51,020        121,932        112,521         496,861
00            020                809,552          50,874         96,694        131,696         503,181
00            020                787,324          40,073         81,001        144,023         472,162
00            020                835,108          45,813         80,392        149,141         494,998
00            020                770,780          94,108         84,385         91,434         430,556
00            020                830,102         106,285         86,464        118,435         459,253
00            020                848,337         108,247         98,277        121,485         475,283
00            020                815,506         108,720         82,879        106,819         463,931
00            020                730,709          62,155         84,412         87,256         444,082
00            020                753,610          78,969         80,442         87,626         435,721
00            020                750,943          77,142         83,309         84,701         426,263
00            020                704,101          55,941         88,466         73,801         428,586
00            020                720,537          76,823         76,187         78,913         419,914
               Tot Rept        Tot Rept       NonRept         NonRept                       NonComm
Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest  Positions Long
Short All      All             All            All             All            Old            Old
       418,855         964,220        872,110         148,518        240,628     1,112,737           84,894
       405,196         890,021        817,435         153,721        226,307     1,043,742           63,135
       400,640         822,517        765,487         149,396        206,427        971,914          61,432
       382,976         742,965        684,583         142,665        201,047        885,630          58,700
       352,830         660,402        587,283         122,766        195,885        783,168          51,020
       371,005         685,750        599,395         123,802        210,158        809,552          50,874
       366,794         656,257        591,818         131,067        195,507        787,324          40,073
       388,657         689,952        618,190         145,156        216,918        835,108          45,813
       396,776         616,098        572,595         154,682        198,185        770,780          94,108
       419,423         683,973        624,321         146,129        205,780        830,102         106,285
       415,988         705,015        635,750         143,322        212,587        848,337         108,247
       405,109         679,470        594,807         136,036        220,699        815,506         108,720
       372,865         593,493        544,534         137,215        186,175        730,709          62,155
       414,891         602,317        582,959         151,294        170,652        753,610          78,969
       404,851         588,106        572,860         162,837        178,083        750,943          77,142
       361,462         558,328        523,729         145,773        180,371        704,101          55,941
       394,080         575,650        549,180         144,887        171,357        720,537          76,823
NonComm         NonComm                                       Tot Rept        Tot Rept       NonRept
Positions Short Positions       Comm Positions Comm Positions Positions Long Positions Short Positions Long
Old             Spread Old      Long Old       Short Old      Old             Old            Old
        234,168         219,087        660,239        418,855         964,220        872,110         148,518
        193,291         218,948        607,938        405,196         890,021        817,435         153,721
        178,417         186,430        574,656        400,640         822,517        765,487         149,396
        152,668         148,938        535,327        382,976         742,965        684,583         142,665
        121,932         112,521        496,861        352,830         660,402        587,283         122,766
         96,694         131,696        503,181        371,005         685,750        599,395         123,802
         81,001         144,023        472,162        366,794         656,257        591,818         131,067
         80,392         149,141        494,998        388,657         689,952        618,190         145,156
         84,385          91,434        430,556        396,776         616,098        572,595         154,682
         86,464         118,435        459,253        419,423         683,973        624,321         146,129
         98,277         121,485        475,283        415,988         705,015        635,750         143,322
         82,879         106,819        463,931        405,109         679,470        594,807         136,036
         84,412          87,256        444,082        372,865         593,493        544,534         137,215
         80,442          87,626        435,721        414,891         602,317        582,959         151,294
         83,309          84,701        426,263        404,851         588,106        572,860         162,837
         88,466          73,801        428,586        361,462         558,328        523,729         145,773
         76,187          78,913        419,914        394,080         575,650        549,180         144,887
NonRept                        NonComm       NonComm         NonComm       Comm           Comm            Tot Rept
Positions Short Open Interest Positions Long Positions Short Positions     Positions Long Positions Short Positions Long
Old             Other          Other         Other           Spread Other Other           Other           Other
        240,628              0             0              0              0              0              0               0
        226,307              0             0              0              0              0              0               0
        206,427              0             0              0              0              0              0               0
        201,047              0             0              0              0              0              0               0
        195,885              0             0              0              0              0              0               0
        210,158              0             0              0              0              0              0               0
        195,507              0             0              0              0              0              0               0
        216,918              0             0              0              0              0              0               0
        198,185              0             0              0              0              0              0               0
        205,780              0             0              0              0              0              0               0
        212,587              0             0              0              0              0              0               0
        220,699              0             0              0              0              0              0               0
        186,175              0             0              0              0              0              0               0
        170,652              0             0              0              0              0              0               0
        178,083              0             0              0              0              0              0               0
        180,371              0             0              0              0              0              0               0
        171,357              0             0              0              0              0              0               0
Tot Rept        NonRept        NonRept         Change in      Change in        Change in     Change in    Change in
Positions Short Positions Long Positions Short Open Interest NonComm           NonComm       NonComm      Comm Long
Other           Other          Other           All            Long All         Short All     Spead All    All
             0               0              0         68,995         21,758          40,877          139       52,302
             0               0              0         71,828            1,704        14,874       32,518       33,282
             0               0              0         86,284            2,732        25,749       37,491       39,329
             0               0              0        102,462            7,680        30,737       36,417       38,466
             0               0              0        (26,384)             146        25,238      (19,175)      (6,319)
             0               0              0         22,228         10,801          15,693      (12,327)      31,019
             0               0              0        (47,783)          (5,740)           610      (5,119)     (22,836)
             0               0              0         64,327        (48,295)         (3,994)      57,707       64,441
             0               0              0        (59,321)       (12,176)         (2,078)     (27,001)     (28,697)
             0               0              0        (18,235)          (1,962)      (11,814)      (3,050)     (16,030)
             0               0              0         32,831             (473)       15,398       14,665       11,352
             0               0              0         84,798         46,565          (1,533)      19,563       19,849
             0               0              0        (22,902)       (16,815)          3,970         (370)       8,361
             0               0              0          2,668            1,827        (2,867)       2,925        9,459
             0               0              0         46,842         21,201          (5,157)      10,900       (2,323)
             0               0              0        (16,436)       (20,882)         12,279       (5,112)       8,671
             0               0              0          4,304            1,354        (3,041)      11,320       (8,283)
                                                                    Pct of       Pct of OI     Pct of OI     Pct of OI
Change in    Change in    Change in     Change in     Change in     Open         NonCom        NonCom        NonCom Pct of OI
Comm Short Tot Rept       Tot Rept      NonRept       NonRept       Interest     m Long        m Short       m Spread Comm
All          Long All     Short All     Long All      Short All     All          All           All           All         Long All
     13,659       74,199        54,675       (5,203)        14,321         100           7.6            21          19.7      59.3
      4,556       67,504        51,948        4,325         19,880         100             6          18.5            21      58.2
     17,663       79,552        80,904        6,731          5,380         100           6.3          18.4          19.2      59.1
     30,146       82,563        97,300       19,899          5,162         100           6.6          17.2          16.8      60.4
    (18,175)     (25,348)      (12,111)      (1,036)       (14,273)        100           6.5          15.6          14.4      63.4
      4,211       29,493         7,577       (7,265)        14,651         100           6.3          11.9          16.3      62.2
    (21,863)     (33,695)      (26,372)     (14,089)       (21,411)        100           5.1          10.3          18.3         60
     (8,119)      73,854        45,594       (9,526)        18,733         100           5.5           9.6          17.9      59.3
    (22,647)     (67,874)      (51,726)       8,553         (7,595)        100          12.2          10.9          11.9      55.9
      3,435      (21,042)      (11,429)       2,807         (6,806)        100          12.8          10.4          14.3      55.3
     10,879       25,545        40,943        7,286         (8,112)        100          12.8          11.6          14.3         56
     32,243       85,977        50,274       (1,179)        34,524         100          13.3          10.2          13.1      56.9
    (42,026)      (8,824)      (38,425)     (14,078)        15,523         100           8.5          11.6          11.9      60.8
     10,040       14,211        10,099      (11,543)        (7,431)        100          10.5          10.7          11.6      57.8
     43,389       29,778        49,131       17,064         (2,289)        100          10.3          11.1          11.3      56.8
    (32,618)     (17,323)      (25,451)          887         9,015         100           7.9          12.6          10.5      60.9
      3,821        4,391        12,099           (88)       (7,796)        100          10.7          10.6            11      58.3
Pct of OI Pct of OI Pct of OI Pct of OI        Pct of OI                    Pct of OI     Pct of OI     Pct of OI     Pct of OI
Comm        Tot Rept Tot Rept NonRept          NonRept        Pct of Open NonComm NonComm NonComm Comm Long
Short All Long All     Short All Long All      Short All      Interest Old Long Old       Short Old     Spread Old Old
       37.6       86.7       78.4         13.3           21.6           100           7.6            21          19.7          59.3
       38.8       85.3       78.3         14.7           21.7           100             6          18.5            21          58.2
       41.2       84.6       78.8         15.4           21.2           100           6.3          18.4          19.2          59.1
       43.2       83.9       77.3         16.1           22.7           100           6.6          17.2          16.8          60.4
       45.1       84.3         75         15.7             25           100           6.5          15.6          14.4          63.4
       45.8       84.7         74         15.3             26           100           6.3          11.9          16.3          62.2
       46.6       83.4       75.2         16.6           24.8           100           5.1          10.3          18.3            60
       46.5       82.6         74         17.4             26           100           5.5           9.6          17.9          59.3
       51.5       79.9       74.3         20.1           25.7           100          12.2          10.9          11.9          55.9
       50.5       82.4       75.2         17.6           24.8           100          12.8          10.4          14.3          55.3
         49       83.1       74.9         16.9           25.1           100          12.8          11.6          14.3            56
       49.7       83.3       72.9         16.7           27.1           100          13.3          10.2          13.1          56.9
         51       81.2       74.5         18.8           25.5           100           8.5          11.6          11.9          60.8
       55.1       79.9       77.4         20.1           22.6           100          10.5          10.7          11.6          57.8
       53.9       78.3       76.3         21.7           23.7           100          10.3          11.1          11.3          56.8
       51.3       79.3       74.4         20.7           25.6           100           7.9          12.6          10.5          60.9
       54.7       79.9       76.2         20.1           23.8           100          10.7          10.6            11          58.3
                                                                                                           Pct of OI
Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI     Pct of OI     Pct of Open Pct of OI    Pct of OI   NonComm
Comm Short Rept Long        Rept Short NonRept          NonRept       Interest     NonComm NonComm Spread
Old           Old           Old           Long Old      Short Old     Other        Long Other Short Other Other
         37.6          86.7          78.4          13.3          21.6          100           0           0           0
         38.8          85.3          78.3          14.7          21.7          100           0           0           0
         41.2          84.6          78.8          15.4          21.2          100           0           0           0
         43.2          83.9          77.3          16.1          22.7          100           0           0           0
         45.1          84.3            75          15.7            25          100           0           0           0
         45.8          84.7            74          15.3            26          100           0           0           0
         46.6          83.4          75.2          16.6          24.8          100           0           0           0
         46.5          82.6            74          17.4            26          100           0           0           0
         51.5          79.9          74.3          20.1          25.7          100           0           0           0
         50.5          82.4          75.2          17.6          24.8          100           0           0           0
           49          83.1          74.9          16.9          25.1          100           0           0           0
         49.7          83.3          72.9          16.7          27.1          100           0           0           0
           51          81.2          74.5          18.8          25.5          100           0           0           0
         55.1          79.9          77.4          20.1          22.6          100           0           0           0
         53.9          78.3          76.3          21.7          23.7          100           0           0           0
         51.3          79.3          74.4          20.7          25.6          100           0           0           0
         54.7          79.9          76.2          20.1          23.8          100           0           0           0
Pct of OI   Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI   Pct of OI                Traders     Traders
Comm Long Comm Short Rept Long        Rept Short NonRept        NonRept     Traders Tot NonComm NonComm
Other       Other       Other         Other         Long Other Short Other All           Long All    Short All
          0           0             0             0           0           0          191          37           59
          0           0             0             0           0           0          186          39           54
          0           0             0             0           0           0          186          33           56
          0           0             0             0           0           0          176          29           56
          0           0             0             0           0           0          167          28           48
          0           0             0             0           0           0          171          38           36
          0           0             0             0           0           0          160          38           30
          0           0             0             0           0           0          162          33           34
          0           0             0             0           0           0          161          30           38
          0           0             0             0           0           0          174          31           48
          0           0             0             0           0           0          165          27           46
          0           0             0             0           0           0          158          39           32
          0           0             0             0           0           0          155          25           42
          0           0             0             0           0           0          156          33           36
          0           0             0             0           0           0          156          32           35
          0           0             0             0           0           0          145          24           39
          0           0             0             0           0           0          149          23           39
Traders       Traders    Traders    Traders Tot Traders Tot              Traders     Traders      Traders
NonComm Comm Long Comm Short Rept Long           Rept Short Traders Tot NonComm NonComm NonComm
Spread All    All        All        All          All         Old         Long Old    Short Old    Spead Old
           55         78         75          146         158         191          37           59          55
           56         77         72          146         152         186          39           54          56
           52         78         75          144         150         186          33           56          52
           50         73         75          134         149         176          29           56          50
           47         72         72          128         139         167          28           48          47
           46         76         79          134         141         171          38           36          46
           49         73         77          129         138         160          38           30          49
           47         73         79          127         139         162          33           34          47
           48         72         78          129         138         161          30           38          48
           53         76         82          141         150         174          31           48          53
           48         74         79          132         142         165          27           46          48
           43         69         74          125         132         158          39           32          43
           41         68         72          119         129         155          25           42          41
           37         62         73          115         126         156          33           36          37
           35         61         75          110         128         156          32           35          35
           36         60         66          106         119         145          24           39          36
           35         61         71          105         124         149          23           39          35
                                                                                   Traders
Traders    Traders    Traders Tot Traders Tot              Traders     Traders     NonComm Traders
Comm Long Comm Short Rept Long     Rept Short Traders Tot NonComm NonComm Spread             Comm Long
Old        Old        Old          Old         Other       Long Other Short Other Other      Other
        78         75          146         158           0           0           0         0          0
        77         72          146         152           0           0           0         0          0
        78         75          144         150           0           0           0         0          0
        73         75          134         149           0           0           0         0          0
        72         72          128         139           0           0           0         0          0
        76         79          134         141           0           0           0         0          0
        73         77          129         138           0           0           0         0          0
        73         79          127         139           0           0           0         0          0
        72         78          129         138           0           0           0         0          0
        76         82          141         150           0           0           0         0          0
        74         79          132         142           0           0           0         0          0
        69         74          125         132           0           0           0         0          0
        68         72          119         129           0           0           0         0          0
        62         73          115         126           0           0           0         0          0
        61         75          110         128           0           0           0         0          0
        60         66          106         119           0           0           0         0          0
        61         71          105         124           0           0           0         0          0
Traders    Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE
Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long 4 TDR Short
Other      Other        Other       Long All      Short All      Long All      Short All      All         All
         0            0           0            22           15.7            32           23.8        16.5        8.1
         0            0           0          20.9           17.3          31.6           25.3        14.8        8.4
         0            0           0          21.2           17.4          32.5           25.9        15.3        8.7
         0            0           0          19.9           17.6          31.4           26.7        14.8        9.8
         0            0           0          21.5             16          31.3           25.1        15.8       10.6
         0            0           0          19.3           15.2          28.9             24        13.2       10.3
         0            0           0          17.6           15.1          27.5           24.7        11.3       10.2
         0            0           0          17.3           14.7          27.2           24.3        10.3        9.3
         0            0           0          19.3           14.9          27.7           24.2        12.2       10.1
         0            0           0          21.3           15.2          31.1           25.3        12.9        9.3
         0            0           0          22.4           15.8          32.2           25.1          14        9.2
         0            0           0          21.9           16.2          31.8           25.6        13.1       10.1
         0            0           0          23.5           15.5          31.9           24.4        14.4       10.6
         0            0           0          22.8             16          30.9           25.4          13       10.8
         0            0           0          22.1           14.6            31           24.2        15.7       11.6
         0            0           0          24.5           15.4          33.6           25.5        17.8         12
         0            0           0          22.9           14.2          32.5           24.8        17.8       12.6
Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
8 TDR Long 8 TDR Short LE 4 TDR      LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short 8 TDR Long
All         All         Long Old     Short Old    Long Old     Short Old    Old         Old        Old
       22.4        14.8           22         15.7           32         23.8        16.5        8.1        22.4
       20.3        14.8         20.9         17.3         31.6         25.3        14.8        8.4        20.3
       20.8        15.2         21.2         17.4         32.5         25.9        15.3        8.7        20.8
       20.3        16.4         19.9         17.6         31.4         26.7        14.8        9.8        20.3
         22        16.7         21.5           16         31.3         25.1        15.8       10.6          22
       19.4        15.9         19.3         15.2         28.9           24        13.2       10.3        19.4
       17.7        16.1         17.6         15.1         27.5         24.7        11.3       10.2        17.7
       16.4        15.1         17.3         14.7         27.2         24.3        10.3        9.3        16.4
       19.2        15.8         19.3         14.9         27.7         24.2        12.2       10.1        19.2
       19.9        14.9         21.3         15.2         31.1         25.3        12.9        9.3        19.9
       20.6        14.5         22.4         15.8         32.2         25.1          14        9.2        20.6
       19.6        15.5         21.9         16.2         31.8         25.6        13.1       10.1        19.6
       21.6        16.1         23.5         15.5         31.9         24.4        14.4       10.6        21.6
       19.4        16.7         22.8           16         30.9         25.4          13       10.8        19.4
       22.9        17.5         22.1         14.6           31         24.2        15.7       11.6        22.9
       25.1        18.7         24.5         15.4         33.6         25.5        17.8         12        25.1
       26.6        20.1         22.9         14.2         32.5         24.8        17.8       12.6        26.6
Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE Conc Net LE
8 TDR Short LE 4 TDR    LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long 8 TDR Short
Old         Long Other Short Other Long Other Short Other Other        Other      Other       Other
       14.8           0           0          0           0           0          0           0          0
       14.8           0           0          0           0           0          0           0          0
       15.2           0           0          0           0           0          0           0          0
       16.4           0           0          0           0           0          0           0          0
       16.7           0           0          0           0           0          0           0          0
       15.9           0           0          0           0           0          0           0          0
       16.1           0           0          0           0           0          0           0          0
       15.1           0           0          0           0           0          0           0          0
       15.8           0           0          0           0           0          0           0          0
       14.9           0           0          0           0           0          0           0          0
       14.5           0           0          0           0           0          0           0          0
       15.5           0           0          0           0           0          0           0          0
       16.1           0           0          0           0           0          0           0          0
       16.7           0           0          0           0           0          0           0          0
       17.5           0           0          0           0           0          0           0          0
       18.7           0           0          0           0           0          0           0          0
       20.1           0           0          0           0           0          0           0          0
Contract
Units
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
(CONTRACTS OF $100,000 FACE VALUE)
                                                As of Date In Report Date as    CFTC Contract
Market and Exchange Names                       Form YYMMDD MM DD YYYY          Market Code
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060425              4/25/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060418              4/18/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060411              4/11/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060404               4/4/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060328              3/28/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060321              3/21/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060314              3/14/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060307               3/7/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060228              2/28/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060221              2/21/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060214              2/14/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060207               2/7/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060131              1/31/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060124              1/24/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060117              1/17/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060110              1/10/2006   045601
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   060103               1/3/2006   045601
                            CFTC                       NonComm         NonComm        NonComm
CFTC Market   CFTC Region   Commodity   Open Interest  Positions Long Positions Short Postions Spread
Code          Code          Code        All            All             All            All
CBT           00            045             1,040,042          220,201        206,837        425,506
CBT           00            045             1,003,158          202,163        192,809        423,661
CBT           00            045                984,068         174,150        194,264        416,674
CBT           00            045                925,767         161,621        188,581        383,281
CBT           00            045             1,031,553          167,789        192,354        411,422
CBT           00            045                998,274         132,251        160,140        405,189
CBT           00            045                920,694         115,266        164,701        382,833
CBT           00            045                764,570          98,281        139,646        336,030
CBT           00            045                912,801         114,838        106,929        419,175
CBT           00            045                848,175         106,186        106,898        379,226
CBT           00            045                838,332         129,188        114,642        351,696
CBT           00            045                710,121         109,623         94,531        284,487
CBT           00            045                788,452         159,197        111,661        281,412
CBT           00            045                740,013         181,854         78,566        268,514
CBT           00            045                689,141         176,577         78,624        244,138
CBT           00            045                614,196         148,792         72,176        219,618
CBT           00            045                569,180         171,932         66,520        162,651
                              Tot Rept        Tot Rept       NonRept         NonRept
Comm Positions Comm Positions Positions Long Positions Short Positions Long Positions Short Open Interest
Long All       Short All      All             All            All             All            Old
       340,165        369,956         985,872      1,002,298          54,171         37,744     1,040,042
       313,797        345,060         939,621        961,530          63,537         41,628     1,003,158
       326,516        329,682         917,341        940,621          66,727         43,447        984,068
       311,734        315,703         856,636        887,565          69,131         38,203        925,767
       386,157        382,387         965,368        986,163          66,185         45,390     1,031,553
       384,017        383,220         921,457        948,550          76,817         49,725        998,274
       341,077        324,909         839,176        872,443          81,518         48,251        920,694
       271,308        243,723         705,619        719,399          58,951         45,171        764,570
       315,509        336,407         849,522        862,512          63,279         50,289        912,801
       301,759        317,301         787,171        803,424          61,004         44,751        848,175
       292,421        320,477         773,304        786,815          65,028         51,517        838,332
       252,305        285,540         646,416        664,558          63,705         45,563        710,121
       285,940        346,847         726,548        739,920          61,903         48,532        788,452
       240,782        354,634         691,150        701,715          48,863         38,298        740,013
       221,521        335,736         642,236        658,498          46,905         30,642        689,141
       207,199        292,787         575,609        584,581          38,588         29,615        614,196
       169,012        292,275         503,595        521,447          65,585         47,734        569,180
NonComm         NonComm        NonComm                                       Tot Rept        Tot Rept
Positions Long Positions Short Positions       Comm Positions Comm Positions Positions Long Positions Short
Old             Old            Spread Old      Long Old       Short Old      Old             Old
        220,201        206,837         425,506        340,165        369,956         985,872      1,002,298
        202,163        192,809         423,661        313,797        345,060         939,621        961,530
        174,150        194,264         416,674        326,516        329,682         917,341        940,621
        161,621        188,581         383,281        311,734        315,703         856,636        887,565
        167,789        192,354         411,422        386,157        382,387         965,368        986,163
        132,251        160,140         405,189        384,017        383,220         921,457        948,550
        115,266        164,701         382,833        341,077        324,909         839,176        872,443
         98,281        139,646         336,030        271,308        243,723         705,619        719,399
        114,838        106,929         419,175        315,509        336,407         849,522        862,512
        106,186        106,898         379,226        301,759        317,301         787,171        803,424
        129,188        114,642         351,696        292,421        320,477         773,304        786,815
        109,623         94,531         284,487        252,305        285,540         646,416        664,558
        159,197        111,661         281,412        285,940        346,847         726,548        739,920
        181,854         78,566         268,514        240,782        354,634         691,150        701,715
        176,577         78,624         244,138        221,521        335,736         642,236        658,498
        148,792         72,176         219,618        207,199        292,787         575,609        584,581
        171,932         66,520         162,651        169,012        292,275         503,595        521,447
NonRept         NonRept                       NonComm       NonComm         NonComm       Comm           Comm
Positions Long Positions Short Open Interest Positions Long Positions Short Positions     Positions Long Positions Short
Old             Old            Other          Other         Other           Spread Other Other           Other
         54,171         37,744              0             0              0              0              0              0
         63,537         41,628              0             0              0              0              0              0
         66,727         43,447              0             0              0              0              0              0
         69,131         38,203              0             0              0              0              0              0
         66,185         45,390              0             0              0              0              0              0
         76,817         49,725              0             0              0              0              0              0
         81,518         48,251              0             0              0              0              0              0
         58,951         45,171              0             0              0              0              0              0
         63,279         50,289              0             0              0              0              0              0
         61,004         44,751              0             0              0              0              0              0
         65,028         51,517              0             0              0              0              0              0
         63,705         45,563              0             0              0              0              0              0
         61,903         48,532              0             0              0              0              0              0
         48,863         38,298              0             0              0              0              0              0
         46,905         30,642              0             0              0              0              0              0
         38,588         29,615              0             0              0              0              0              0
         65,585         47,734              0             0              0              0              0              0
Tot Rept       Tot Rept        NonRept        NonRept         Change in      Change in        Change in      Change in
Positions Long Positions Short Positions Long Positions Short Open Interest NonComm           NonComm        NonComm
Other          Other           Other          Other           All            Long All         Short All      Spead All
             0              0               0              0         36,884         18,038          14,027         1,845
             0              0               0              0         19,090         28,013          (1,454)        6,986
             0              0               0              0         58,301         12,529           5,682        33,394
             0              0               0              0       (105,786)          (6,168)       (3,773)      (28,141)
             0              0               0              0         33,279         35,538          32,214         6,232
             0              0               0              0         77,581         16,985          (4,560)       22,356
             0              0               0              0        156,124         16,985          25,054        46,803
             0              0               0              0       (148,231)       (16,557)         32,717       (83,145)
             0              0               0              0         64,626            8,651             32       39,949
             0              0               0              0          9,843        (23,001)         (7,744)       27,530
             0              0               0              0        128,212         19,565          20,112        67,208
             0              0               0              0        (78,331)       (49,574)        (17,131)        3,076
             0              0               0              0         48,438        (22,657)         33,095        12,898
             0              0               0              0         50,873            5,277            (58)      24,376
             0              0               0              0         74,944         27,786           6,449        24,519
             0              0               0              0         45,016        (23,141)          5,655        56,967
             0              0               0              0       (110,075)       (15,978)        (23,372)     (106,251)
                                                                                Pct of       Pct of OI     Pct of OI     Pct of OI
Change in    Change in    Change in    Change in     Change in    Change in     Open         NonCom        NonCom        NonCom
Comm Long Comm Short Tot Rept          Tot Rept      NonRept      NonRept       Interest     m Long        m Short       m Spread
All          All          Long All     Short All     Long All     Short All     All          All           All           All
     26,368       24,896       46,250        40,768       (9,366)       (3,884)        100          21.2          19.9          40.9
    (12,719)      15,377       22,281        20,909       (3,190)       (1,819)        100          20.2          19.2          42.2
     14,782       13,980       60,705        53,056       (2,404)        5,245         100          17.7          19.7          42.3
    (74,423)     (66,685)    (108,732)      (98,598)       2,946        (7,187)        100          17.5          20.4          41.4
      2,140         (833)      43,910        37,613      (10,632)       (4,335)        100          16.3          18.6          39.9
     42,940       58,311       82,282        76,107       (4,701)        1,474         100          13.2            16          40.6
     69,769       81,186      133,556       153,044       22,567         3,080         100          12.5          17.9          41.6
    (44,201)     (92,684)    (143,903)     (143,113)      (4,328)       (5,118)        100          12.9          18.3            44
     13,750       19,106       62,351        59,087        2,275         5,538         100          12.6          11.7          45.9
      9,338       (3,177)      13,867        16,609       (4,024)       (6,766)        100          12.5          12.6          44.7
     40,115       34,938      126,888       122,258        1,323         5,954         100          15.4          13.7            42
    (33,634)     (61,307)     (80,133)      (75,362)       1,802        (2,969)        100          15.4          13.3          40.1
     45,158       (7,787)      35,398        38,205       13,041        10,233         100          20.2          14.2          35.7
     19,261       18,898       48,914        43,216        1,958         7,656         100          24.6          10.6          36.3
     14,322       42,949       66,627        73,917        8,317         1,027         100          25.6          11.4          35.4
     38,187          512       72,013        63,134      (26,998)      (18,119)        100          24.2          11.8          35.8
    (11,650)       6,397     (133,878)     (123,226)      23,803        13,151         100          30.2          11.7          28.6
Pct of OI Pct of OI Pct of OI Pct of OI Pct of OI     Pct of OI                       Pct of OI     Pct of OI     Pct of OI
Comm        Comm      Tot Rept Tot Rept NonRept       NonRept           Pct of Open NonComm NonComm NonComm
Long All Short All Long All Short All Long All        Short All         Interest Old Long Old       Short Old     Spread Old
       32.7      35.6       94.8     96.4         5.2             3.6             100          21.2          19.9          40.9
       31.3      34.4       93.7     95.9         6.3             4.1             100          20.2          19.2          42.2
       33.2      33.5       93.2     95.6         6.8             4.4             100          17.7          19.7          42.3
       33.7      34.1       92.5     95.9         7.5             4.1             100          17.5          20.4          41.4
       37.4      37.1       93.6     95.6         6.4             4.4             100          16.3          18.6          39.9
       38.5      38.4       92.3       95         7.7               5             100          13.2            16          40.6
         37      35.3       91.1     94.8         8.9             5.2             100          12.5          17.9          41.6
       35.5      31.9       92.3     94.1         7.7             5.9             100          12.9          18.3            44
       34.6      36.9       93.1     94.5         6.9             5.5             100          12.6          11.7          45.9
       35.6      37.4       92.8     94.7         7.2             5.3             100          12.5          12.6          44.7
       34.9      38.2       92.2     93.9         7.8             6.1             100          15.4          13.7            42
       35.5      40.2         91     93.6           9             6.4             100          15.4          13.3          40.1
       36.3        44       92.1     93.8         7.9             6.2             100          20.2          14.2          35.7
       32.5      47.9       93.4     94.8         6.6             5.2             100          24.6          10.6          36.3
       32.1      48.7       93.2     95.6         6.8             4.4             100          25.6          11.4          35.4
       33.7      47.7       93.7     95.2         6.3             4.8             100          24.2          11.8          35.8
       29.7      51.4       88.5     91.6        11.5             8.4             100          30.2          11.7          28.6
Pct of OI     Pct of OI     Pct of OI Tot Pct of OI Tot Pct of OI     Pct of OI     Pct of Open Pct of OI    Pct of OI
Comm Long Comm Short Rept Long            Rept Short NonRept          NonRept       Interest     NonComm NonComm
Old           Old           Old           Old           Long Old      Short Old     Other        Long Other Short Other
         32.7          35.6          94.8          96.4           5.2           3.6          100           0            0
         31.3          34.4          93.7          95.9           6.3           4.1          100           0            0
         33.2          33.5          93.2          95.6           6.8           4.4          100           0            0
         33.7          34.1          92.5          95.9           7.5           4.1          100           0            0
         37.4          37.1          93.6          95.6           6.4           4.4          100           0            0
         38.5          38.4          92.3            95           7.7             5          100           0            0
           37          35.3          91.1          94.8           8.9           5.2          100           0            0
         35.5          31.9          92.3          94.1           7.7           5.9          100           0            0
         34.6          36.9          93.1          94.5           6.9           5.5          100           0            0
         35.6          37.4          92.8          94.7           7.2           5.3          100           0            0
         34.9          38.2          92.2          93.9           7.8           6.1          100           0            0
         35.5          40.2            91          93.6             9           6.4          100           0            0
         36.3            44          92.1          93.8           7.9           6.2          100           0            0
         32.5          47.9          93.4          94.8           6.6           5.2          100           0            0
         32.1          48.7          93.2          95.6           6.8           4.4          100           0            0
         33.7          47.7          93.7          95.2           6.3           4.8          100           0            0
         29.7          51.4          88.5          91.6          11.5           8.4          100           0            0
Pct of OI
NonComm         Pct of OI   Pct of OI   Pct of OI Tot Pct of OI Tot Pct of OI   Pct of OI                Traders
Spread          Comm Long Comm Short Rept Long        Rept Short NonRept        NonRept     Traders Tot NonComm
Other           Other       Other       Other         Other         Long Other Short Other All           Long All
            0             0           0             0             0           0           0          140          39
            0             0           0             0             0           0           0          143          42
            0             0           0             0             0           0           0          135          39
            0             0           0             0             0           0           0          132          40
            0             0           0             0             0           0           0          143          46
            0             0           0             0             0           0           0          144          45
            0             0           0             0             0           0           0          141          42
            0             0           0             0             0           0           0          136          39
            0             0           0             0             0           0           0          144          34
            0             0           0             0             0           0           0          141          38
            0             0           0             0             0           0           0          137          33
            0             0           0             0             0           0           0          135          33
            0             0           0             0             0           0           0          140          30
            0             0           0             0             0           0           0          143          32
            0             0           0             0             0           0           0          138          29
            0             0           0             0             0           0           0          134          31
            0             0           0             0             0           0           0          124          34
Traders      Traders       Traders    Traders    Traders Tot Traders Tot              Traders     Traders
NonComm NonComm Comm Long Comm Short Rept Long                Rept Short Traders Tot NonComm NonComm
Short All    Spread All    All        All        All          All          Old        Long Old    Short Old
          33            53         60         54          124         116         140          39           33
          36            56         58         54          127         119         143          42           36
          35            54         54         52          119         115         135          39           35
          31            52         52         51          115         112         132          40           31
          31            56         53         53          125         118         143          46           31
          30            52         57         54          126         114         144          45           30
          32            48         55         50          122         108         141          42           32
          33            47         56         47          120         105         136          39           33
          40            52         63         55          129         117         144          34           40
          33            50         62         52          128         110         141          38           33
          36            48         60         47          122         104         137          33           36
          34            47         59         48          118         106         135          33           34
          35            49         63         54          122         114         140          30           35
          35            48         60         50          124         108         143          32           35
          37            46         56         52          117         109         138          29           37
          32            45         56         52          114         106         134          31           32
          25            37         48         52          101           97        124          34           25
                                                                                               Traders
Traders     Traders    Traders    Traders Tot Traders Tot              Traders     Traders     NonComm
NonComm Comm Long Comm Short Rept Long         Rept Short Traders Tot NonComm NonComm Spread
Spead Old Old          Old        Old          Old          Other      Long Other Short Other Other
         53         60         54          124         116           0           0           0         0
         56         58         54          127         119           0           0           0         0
         54         54         52          119         115           0           0           0         0
         52         52         51          115         112           0           0           0         0
         56         53         53          125         118           0           0           0         0
         52         57         54          126         114           0           0           0         0
         48         55         50          122         108           0           0           0         0
         47         56         47          120         105           0           0           0         0
         52         63         55          129         117           0           0           0         0
         50         62         52          128         110           0           0           0         0
         48         60         47          122         104           0           0           0         0
         47         59         48          118         106           0           0           0         0
         49         63         54          122         114           0           0           0         0
         48         60         50          124         108           0           0           0         0
         46         56         52          117         109           0           0           0         0
         45         56         52          114         106           0           0           0         0
         37         48         52          101           97          0           0           0         0
Traders    Traders   Traders Tot Traders Tot Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE
Comm Long Comm Short Rept Long    Rept Short LE 4 TDR       LE 4 TDR       LE 8 TDR      LE 8 TDR       4 TDR Long
Other      Other     Other        Other       Long All      Short All      Long All      Short All      All
         0         0            0           0            30           35.5            42           49.5         8.8
         0         0            0           0          30.7           36.2          43.1           49.4         9.6
         0         0            0           0          31.3           37.2          44.1           50.2         9.7
         0         0            0           0          30.3           37.2          43.6           50.3         9.7
         0         0            0           0          29.5           32.8          40.3           44.9           9
         0         0            0           0          28.8           31.9          38.9             44         7.3
         0         0            0           0          28.3           33.3          39.4           45.9         7.8
         0         0            0           0          30.4           34.5          42.9           47.9         8.3
         0         0            0           0          28.2           31.9          40.3           44.7         9.2
         0         0            0           0          27.8           33.8            40           47.2         8.1
         0         0            0           0          30.1           34.4          41.7           47.5        13.3
         0         0            0           0          29.7           34.9            42           45.7        14.6
         0         0            0           0          29.7           33.4          42.7           43.4        16.7
         0         0            0           0          34.6           32.2          47.8           45.3        21.2
         0         0            0           0            35           32.1          48.1           45.3        21.9
         0         0            0           0          34.7             35          48.3           45.9        21.9
         0         0            0           0          32.7             30          47.7           40.6        20.9
Conc Net LE Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE
4 TDR Short 8 TDR Long 8 TDR Short LE 4 TDR      LE 4 TDR     LE 8 TDR     LE 8 TDR     4 TDR Long 4 TDR Short
All          All        All         Long Old     Short Old    Long Old     Short Old    Old         Old
       18.5        14.7        24.3           30         35.5           42         49.5         8.8       18.5
          16       14.9        20.9         30.7         36.2         43.1         49.4         9.6         16
       15.8        14.3        20.5         31.3         37.2         44.1         50.2         9.7       15.8
       16.7        14.2        20.2         30.3         37.2         43.6         50.3         9.7       16.7
       14.9        14.4        18.9         29.5         32.8         40.3         44.9           9       14.9
       12.1        12.4        16.6         28.8         31.9         38.9           44         7.3       12.1
       11.3          13        17.7         28.3         33.3         39.4         45.9         7.8       11.3
       10.3        13.8        15.7         30.4         34.5         42.9         47.9         8.3       10.3
         9.6       13.9        13.4         28.2         31.9         40.3         44.7         9.2        9.6
         9.4       12.8        13.3         27.8         33.8           40         47.2         8.1        9.4
          11       17.7        15.7         30.1         34.4         41.7         47.5        13.3         11
       12.8        18.8        17.1         29.7         34.9           42         45.7        14.6       12.8
       15.4        21.1          20         29.7         33.4         42.7         43.4        16.7       15.4
          18       25.1        23.3         34.6         32.2         47.8         45.3        21.2         18
       18.1        25.6        22.8           35         32.1         48.1         45.3        21.9       18.1
       19.2          26          24         34.7           35         48.3         45.9        21.9       19.2
       18.9        29.7        24.5         32.7           30         47.7         40.6        20.9       18.9
Conc Net LE Conc Net LE Conc Gross Conc Gross Conc Gross Conc Gross Conc Net LE Conc Net LE Conc Net LE
8 TDR Long 8 TDR Short LE 4 TDR     LE 4 TDR    LE 8 TDR   LE 8 TDR    4 TDR Long 4 TDR Short 8 TDR Long
Old         Old         Long Other Short Other Long Other Short Other Other        Other      Other
       14.7        24.3           0           0          0           0           0          0           0
       14.9        20.9           0           0          0           0           0          0           0
       14.3        20.5           0           0          0           0           0          0           0
       14.2        20.2           0           0          0           0           0          0           0
       14.4        18.9           0           0          0           0           0          0           0
       12.4        16.6           0           0          0           0           0          0           0
         13        17.7           0           0          0           0           0          0           0
       13.8        15.7           0           0          0           0           0          0           0
       13.9        13.4           0           0          0           0           0          0           0
       12.8        13.3           0           0          0           0           0          0           0
       17.7        15.7           0           0          0           0           0          0           0
       18.8        17.1           0           0          0           0           0          0           0
       21.1          20           0           0          0           0           0          0           0
       25.1        23.3           0           0          0           0           0          0           0
       25.6        22.8           0           0          0           0           0          0           0
         26          24           0           0          0           0           0          0           0
       29.7        24.5           0           0          0           0           0          0           0
Conc Net LE
8 TDR Short   Contract
Other         Units
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)
          0   (INTEREST ON $5,000,000 FED FUNDS)

				
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