WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      231,720
COMMITMENTS
  47,226   59,352   11,915  146,652  124,442  205,793  195,709   25,927   36,011

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -2,311)
   7,066   -2,686   -4,082   -4,558    6,332   -1,574     -436     -737   -1,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     25.6      5.1     63.3     53.7     88.8     84.5     11.2     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      61       95       46       36       49      133      159
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      707,495
COMMITMENTS
 108,692   75,222   86,327  390,744  355,224  585,763  516,773  121,732  190,722

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -27,846)
 -20,486  -10,359     -820   -2,043  -11,780  -23,349  -22,959   -4,497   -4,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     10.6     12.2     55.2     50.2     82.8     73.0     17.2     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     124      103      120      190      208      397      378
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,185
COMMITMENTS
   2,863      723      146    1,793    5,091    4,802    5,960    2,383    1,225

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -189)
     497     -189       80     -187      230      390      121     -579     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     10.1      2.0     25.0     70.9     66.8     83.0     33.2     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10        9        4        9       15       23       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      317,235
COMMITMENTS
  80,445   23,852   27,153  146,586  191,875  254,184  242,880   63,051   74,355

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -19,017)
  -8,847  -10,860   -6,834    3,796    6,456  -11,885  -11,238   -7,132   -7,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      7.5      8.6     46.2     60.5     80.1     76.6     19.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     120       60       99       99      130      280      256
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       18,816
COMMITMENTS
  14,317    2,279      264        0      926   14,581    3,469    4,235   15,347

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -949)
    -452    1,138     -324        0       24     -776      838     -173   -1,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.1     12.1      1.4      0.0      4.9     77.5     18.4     22.5     81.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      11        8        6        0        3       13       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      167,513
COMMITMENTS
  40,367    9,741   19,417   78,069  125,447  137,853  154,605   29,660   12,908

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,760)
    -543   -1,166   -2,305       55     -122   -2,793   -3,593     -967     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      5.8     11.6     46.6     74.9     82.3     92.3     17.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      57       16       34       48       43      123       89
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      657,177
COMMITMENTS
 149,422  101,351   11,564  365,892  371,149  526,878  484,064  130,299  173,113

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      4,231)
  -3,322     -790    4,768    6,335   -2,193    7,781    1,785   -3,550    2,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     15.4      1.8     55.7     56.5     80.2     73.7     19.8     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      36       31       23       59       72      105      116
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      148,941
COMMITMENTS
  34,673    2,977   22,232   57,208  102,903  114,113  128,112   34,828   20,829

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:    -12,060)
 -16,034   -7,051    3,322    2,221   -9,414  -10,491  -13,143   -1,569    1,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      2.0     14.9     38.4     69.1     76.6     86.0     23.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      45       14       42       54       48      126       95
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,380
COMMITMENTS
   3,685    1,557      700    1,700    3,190    6,085    5,447    1,295    1,933

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -482)
    -131      199     -256     -167     -475     -554     -532       72       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9     21.1      9.5     23.0     43.2     82.5     73.8     17.5     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      14       16        8        8       12       28       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      365,933
COMMITMENTS
  94,915   88,770      438  214,497  171,283  309,850  260,491   56,083  105,442

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      1,688)
   2,030    6,591      196   -5,886      273   -3,660    7,060    5,348   -5,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     24.3      0.1     58.6     46.8     84.7     71.2     15.3     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      14       19        3       47       41       64       60
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,903,667
COMMITMENTS
 391,641  412,545  124,754  1177092  984,937  1693487  1522236  210,180  381,431

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:      9,031)
  -7,011  -37,140   20,683   -1,315   22,590   12,357    6,133   -3,326    2,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     21.7      6.6     61.8     51.7     89.0     80.0     11.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      266)
      39       83       42       80      119      148      215
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,121,058
COMMITMENTS
 201,309  193,919   13,026  731,418  638,645  945,753  845,590  175,305  275,468

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     -3,384)
 -13,507  -38,260     -871     -932    9,921  -15,310  -29,210   11,926   25,826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     17.3      1.2     65.2     57.0     84.4     75.4     15.6     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      35       37       15       63       74      105      119
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      443,231
COMMITMENTS
 113,771   67,783   52,305  220,116  291,775  386,192  411,863   57,039   31,368

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:     24,270)
  13,095    5,357    2,724    3,560   14,908   19,379   22,989    4,891    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     15.3     11.8     49.7     65.8     87.1     92.9     12.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      32       21       33       44       42       90       82
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       27,798
COMMITMENTS
   5,334    3,619        0   15,432   16,232   20,766   19,851    7,032    7,947

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:       -323)
  -1,155      656        0      475   -1,197     -680     -541      357      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.0      0.0     55.5     58.4     74.7     71.4     25.3     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8       12        0       18       11       26       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       36,178
COMMITMENTS
  11,901   19,196      711   12,576    6,424   25,188   26,331   10,990    9,847

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        122)
  -1,485      187      478    2,752    1,157    1,745    1,822   -1,623   -1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     53.1      2.0     34.8     17.8     69.6     72.8     30.4     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      21       19        3       10        8       34       27
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 06/28/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,154
COMMITMENTS
   3,768    5,429    1,028   31,681   29,550   36,477   36,007      677    1,147

CHANGES FROM 06/21/05 (CHANGE IN OPEN INTEREST:        943)
     700     -578        1      242    1,529      943      952        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.6      2.8     85.3     79.5     98.2     96.9      1.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       17        4       19       22       29       40
 

Updated July 1, 2005