WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,828
COMMITMENTS
  48,071   62,299    9,449  149,324  125,614  206,844  197,362   22,984   32,466

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -1,892)
     845    2,947   -2,466    2,672    1,172    1,051    1,653   -2,943   -3,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     27.1      4.1     65.0     54.7     90.0     85.9     10.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      64       95       43       39       57      137      165
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      689,252
COMMITMENTS
 104,970   85,527   85,074  384,867  333,908  574,911  504,509  114,341  184,743

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -18,243)
  -3,722   10,305   -1,253   -5,877  -21,316  -10,852  -12,264   -7,391   -5,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     12.4     12.3     55.8     48.4     83.4     73.2     16.6     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      513)
     123      103      120      166      198      369      371
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,313
COMMITMENTS
   3,017      308      114    1,805    5,645    4,936    6,067    2,377    1,246

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        128)
     154     -415      -32       12      554      134      107       -6       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.3      4.2      1.6     24.7     77.2     67.5     83.0     32.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        4        4       10       17       24       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      290,635
COMMITMENTS
  72,412   25,331   21,421  137,615  176,770  231,448  223,522   59,187   67,113

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -26,600)
  -8,033    1,479   -5,732   -8,971  -15,105  -22,736  -19,358   -3,864   -7,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      8.7      7.4     47.3     60.8     79.6     76.9     20.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     126       60       87       95      128      268      252
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,110
COMMITMENTS
  12,495    3,195      139        0      916   12,634    4,250    4,476   12,860

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -1,706)
  -1,822      916     -125        0      -10   -1,947      781      241   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0     18.7      0.8      0.0      5.4     73.8     24.8     26.2     75.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        6        0        3       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      162,042
COMMITMENTS
  38,369   10,228   20,847   74,546  120,044  133,762  151,119   28,280   10,923

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -5,471)
  -1,998      487    1,430   -3,523   -5,403   -4,091   -3,486   -1,380   -1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      6.3     12.9     46.0     74.1     82.5     93.3     17.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      57       17       34       44       44      121       91
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      619,184
COMMITMENTS
 120,009  106,935   10,485  355,669  337,259  486,163  454,679  133,021  164,505

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -37,993)
 -29,413    5,584   -1,079  -10,223  -33,890  -40,715  -29,385    2,722   -8,608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     17.3      1.7     57.4     54.5     78.5     73.4     21.5     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      32       33       23       56       72      100      116
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      128,648
COMMITMENTS
  27,257    2,143   16,969   52,240   93,167   96,466  112,279   32,182   16,369

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -20,293)
  -7,416     -834   -5,263   -4,968   -9,736  -17,647  -15,833   -2,646   -4,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.7     13.2     40.6     72.4     75.0     87.3     25.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      47       12       31       52       46      118       83
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,676
COMMITMENTS
   3,384    1,522      743    1,259    2,566    5,386    4,831    1,290    1,845

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:       -704)
    -301      -35       43     -441     -624     -699     -616       -5      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7     22.8     11.1     18.9     38.4     80.7     72.4     19.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      21       10        9       11       10       33       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      352,512
COMMITMENTS
  97,211   95,846      241  210,256  153,765  307,708  249,852   44,804  102,660

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -13,421)
   2,296    7,076     -197   -4,241  -17,518   -2,142  -10,639  -11,279   -2,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     27.2      0.1     59.6     43.6     87.3     70.9     12.7     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       22        2       44       39       62       61
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,792,932
COMMITMENTS
 440,752  383,450   88,599  1037736  944,516  1567087  1416565  225,845  376,367

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:   -110,735)
  49,111  -29,095  -36,155 -139,356  -40,421 -126,400 -105,671   15,665   -5,064

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     21.4      4.9     57.9     52.7     87.4     79.0     12.6     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      41       75       42       78      117      146      207
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,139,902
COMMITMENTS
 195,498  188,668   11,384  777,884  660,027  984,766  860,079  155,136  279,823

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     18,844)
  -5,811   -5,251   -1,642   46,466   21,382   39,013   14,489  -20,169    4,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     16.6      1.0     68.2     57.9     86.4     75.5     13.6     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      38       36       20       62       77      108      125
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      343,769
COMMITMENTS
  68,391   52,716   35,612  185,993  226,341  289,996  314,669   53,773   29,100

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -99,462)
 -45,380  -15,067  -16,693  -34,123  -65,434  -96,196  -97,194   -3,266   -2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     15.3     10.4     54.1     65.8     84.4     91.5     15.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      26       23       27       47       43       86       80
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,220
COMMITMENTS
   5,905    5,108        1   15,684   15,974   21,590   21,083    6,630    7,137

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        422)
     571    1,489        1      252     -258      824    1,232     -402     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     18.1      0.0     55.6     56.6     76.5     74.7     23.5     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       11        1       19       10       30       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       44,580
COMMITMENTS
  13,237   24,137      460   20,116    9,307   33,813   33,904   10,767   10,676

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:      8,402)
   1,336    4,941     -251    7,540    2,883    8,625    7,573     -223      829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     54.1      1.0     45.1     20.9     75.8     76.1     24.2     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      26       21        4       13       12       40       36
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,619
COMMITMENTS
   3,956    5,708    1,028   32,194   30,025   37,178   36,761      441      858

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        465)
     188      279        0      513      475      701      754     -236     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     15.2      2.7     85.6     79.8     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7       18        4       18       23       28       42
 

Updated July 8, 2005