WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      243,660
COMMITMENTS
  47,721   64,198   18,362  155,211  125,382  221,294  207,942   22,366   35,718

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     14,230)
   2,419   -2,436    8,302    2,359    7,296   13,080   13,162    1,150    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     26.3      7.5     63.7     51.5     90.8     85.3      9.2     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      59      101       53       40       53      141      176
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      724,681
COMMITMENTS
 150,084   74,725   63,148  389,188  399,305  602,420  537,178  122,261  187,503

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     38,245)
  39,743   -3,776   -9,705   -3,266   49,042   26,772   35,561   11,473    2,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     10.3      8.7     53.7     55.1     83.1     74.1     16.9     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      562)
     148      105      119      183      236      398      411
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,995
COMMITMENTS
   3,572      374       24    1,832    6,072    5,428    6,470    2,567    1,525

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        434)
     472       11      -87      -94      299      291      223      143      211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      4.7      0.3     22.9     75.9     67.9     80.9     32.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12        4        2       10       15       23       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      277,449
COMMITMENTS
  65,890   25,523   17,367  134,892  169,448  218,149  212,338   59,300   65,111

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,108)
  -3,059     -488    2,491     -437     -377   -1,005    1,626    2,113     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      9.2      6.3     48.6     61.1     78.6     76.5     21.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      349)
     123       70       68      108      130      267      237
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,187
COMMITMENTS
  13,059    4,696    1,340        0      768   14,399    6,804    4,788   12,383

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,978)
     568    1,187    1,121        0     -172    1,689    2,136      289     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.1     24.5      7.0      0.0      4.0     75.0     35.5     25.0     64.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       9       12       10        0        3       14       20
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      146,273
COMMITMENTS
  39,689    9,854   16,081   62,038  106,896  117,808  132,831   28,465   13,442

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -4,950)
   2,772    1,221     -914   -3,609   -5,068   -1,751   -4,761   -3,199     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      6.7     11.0     42.4     73.1     80.5     90.8     19.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      58       20       27       40       37      113       76
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      572,767
COMMITMENTS
  95,418   78,673   11,647  357,376  321,947  464,441  412,267  108,326  160,500

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:    -12,079)
  -6,021  -17,622    1,264    6,902    3,169    2,145  -13,189  -14,224    1,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     13.7      2.0     62.4     56.2     81.1     72.0     18.9     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      30       27       22       57       70       96      110
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      123,838
COMMITMENTS
  26,227    1,408   15,375   48,753   90,312   90,355  107,095   33,483   16,743

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,365)
     556   -1,363    1,071   -1,877      506     -250      214    1,615    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      1.1     12.4     39.4     72.9     73.0     86.5     27.0     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      46        7       28       54       50      113       82
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,234
COMMITMENTS
   2,936    1,422    1,083    1,812    2,861    5,831    5,366    1,403    1,868

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:        334)
    -106      -67      121      216      281      231      335      103       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     19.7     15.0     25.0     39.5     80.6     74.2     19.4     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      20       10        8       11       11       33       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      367,566
COMMITMENTS
 102,187  108,455      122  210,383  150,329  312,692  258,906   54,874  108,660

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     -2,867)
   4,489       34       31  -11,936   -4,120   -7,416   -4,055    4,549    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     29.5      0.0     57.2     40.9     85.1     70.4     14.9     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      13       27        2       45       42       60       69
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,853,596
COMMITMENTS
 397,869  396,940  115,275  1146629  983,310  1659773  1495525  193,823  358,071

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     30,185)
 -23,491  -13,706   36,107   39,697   30,223   52,313   52,624  -22,128  -22,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.5     21.4      6.2     61.9     53.0     89.5     80.7     10.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      45       69       44       85      114      156      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,242,754
COMMITMENTS
 185,738  278,257   12,827  887,925  661,334  1086490  952,418  156,264  290,336

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     61,703)
  26,884   43,202      436   43,767   -1,657   71,087   41,981   -9,384   19,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     22.4      1.0     71.4     53.2     87.4     76.6     12.6     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      41       34       14       65       78      111      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      399,900
COMMITMENTS
  86,615   56,432   37,299  209,496  267,931  333,410  361,662   66,490   38,238

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:     44,711)
  13,086    6,037    5,599   20,531   22,658   39,216   34,294    5,495   10,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     14.1      9.3     52.4     67.0     83.4     90.4     16.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      28       27       26       51       44       95       81
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       28,218
COMMITMENTS
   6,802    4,719        1   15,431   16,830   22,234   21,550    5,984    6,668

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -800)
     -43      -41        0     -120     -313     -163     -354     -637     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     16.7      0.0     54.7     59.6     78.8     76.4     21.2     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      13        8        1       18       10       32       18
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,828
COMMITMENTS
   8,566   25,119      527   29,790   13,507   38,883   39,153   10,945   10,675

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:      1,285)
  -1,038      707      -57    1,124      611       29    1,261    1,256       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     50.4      1.1     59.8     27.1     78.0     78.6     22.0     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      16       28        4       15       13       33       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/19/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,110
COMMITMENTS
   3,754    5,348    1,023   32,031   29,839   36,808   36,210      302      900

CHANGES FROM 07/12/05 (CHANGE IN OPEN INTEREST:       -482)
    -212     -473        0     -193     -116     -405     -589      -77      107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.4      2.8     86.3     80.4     99.2     97.6      0.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7       17        4       18       22       28       40
 

Updated July 22, 2005