WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      254,388
COMMITMENTS
  46,038   88,282   16,018  169,155  112,879  231,211  217,179   23,177   37,209

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,459)
   3,593    9,221   -3,931    4,412   -1,289    4,074    4,001     -615     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     34.7      6.3     66.5     44.4     90.9     85.4      9.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      64      100       47       41       50      137      174
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      728,262
COMMITMENTS
 120,555  113,134   59,785  427,089  374,213  607,429  547,132  120,833  181,130

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -4,906)
  -5,145   33,586  -14,578   21,225  -26,120    1,502   -7,112   -6,408    2,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     15.5      8.2     58.6     51.4     83.4     75.1     16.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     122      126      104      211      228      398      409
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,182
COMMITMENTS
   3,002      297       24      722    4,566    3,748    4,887    2,434    1,295

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -1,405)
    -288      -59        1     -722   -1,196   -1,009   -1,254     -396     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6      4.8      0.4     11.7     73.9     60.6     79.1     39.4     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        4        3        9       13       23       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      258,024
COMMITMENTS
  65,536   27,383   19,422  124,827  146,454  209,785  193,259   48,239   64,765

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,505)
   3,686    3,091    1,675      192   -4,706    5,553       60   -4,048    1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     10.6      7.5     48.4     56.8     81.3     74.9     18.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      330)
     104       70       75       89      118      235      238
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      132,465
COMMITMENTS
  26,211   21,540   16,015   71,510   81,523  113,736  119,078   18,729   13,387

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      6,734)
  -3,292    4,932    3,844    8,866     -956    9,418    7,820   -2,684   -1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     16.3     12.1     54.0     61.5     85.9     89.9     14.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       34       29       45       38       99       94
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      596,441
COMMITMENTS
  88,547   70,990   11,321  366,629  350,435  466,497  432,746  129,944  163,695

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     21,752)
  10,311  -14,996    3,218  -16,882   27,573   -3,353   15,795   25,105    5,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     11.9      1.9     61.5     58.8     78.2     72.6     21.8     27.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      26       29       21       66       80      100      123
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      105,339
COMMITMENTS
  15,383    5,985   13,929   49,369   70,186   78,681   90,100   26,658   15,239

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     -3,170)
  -5,356    1,445       56    5,957   -2,631      657   -1,130   -3,827   -2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      5.7     13.2     46.9     66.6     74.7     85.5     25.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      37       17       28       48       44       98       82
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,018
COMMITMENTS
   2,715    1,334      998    1,906    2,821    5,619    5,153    1,399    1,865

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:       -142)
      -4       79      -38      -84     -215     -126     -174      -16       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     19.0     14.2     27.2     40.2     80.1     73.4     19.9     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       12        9       13       12       33       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      372,247
COMMITMENTS
 104,227  101,663    1,131  215,470  159,431  320,828  262,225   51,419  110,022

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      3,761)
   1,277  -11,674     -304    6,669   14,340    7,642    2,362   -3,881    1,399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     27.3      0.3     57.9     42.8     86.2     70.4     13.8     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      17       23        3       45       43       63       68
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,081,007
COMMITMENTS
 487,471  389,062  143,145  1216569  1125995  1847185  1658202  233,822  422,805

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:     63,399)
 -29,079  -51,507   35,852   40,704   72,353   47,477   56,698   15,922    6,701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     18.7      6.9     58.5     54.1     88.8     79.7     11.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      53       58       45       84      114      159      197
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,484,748
COMMITMENTS
 204,179  406,133   43,895  1099463  727,785  1347537  1177813  137,211  306,935

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:    -36,982)
  17,287  -34,157   17,314  -72,053  -17,203  -37,452  -34,046      470   -2,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     27.4      3.0     74.1     49.0     90.8     79.3      9.2     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      39       40       24       64       84      111      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      380,274
COMMITMENTS
 135,865   43,255   51,616  142,445  253,649  329,926  348,520   50,348   31,754

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        184)
  15,624   -6,613    6,720  -20,634   -1,974    1,710   -1,867   -1,526    2,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     11.4     13.6     37.5     66.7     86.8     91.6     13.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      29       25       29       46       38       90       77
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       31,470
COMMITMENTS
   8,526    6,217        6   16,269   18,268   24,801   24,491    6,669    6,979

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:        560)
    -206      624        4      370      270      168      898      392     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     19.8      0.0     51.7     58.0     78.8     77.8     21.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      14       12        2       20       11       36       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       63,998
COMMITMENTS
  12,144   38,507      483   40,976   13,879   53,603   52,869   10,395   11,129

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      4,876)
     904    2,399       81    4,377    3,694    5,362    6,174     -486   -1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     60.2      0.8     64.0     21.7     83.8     82.6     16.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       29        5       20       14       44       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 08/16/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,335
COMMITMENTS
   2,254    4,712    1,273   34,499   31,576   38,026   37,561      309      774

CHANGES FROM 08/09/05 (CHANGE IN OPEN INTEREST:      1,831)
     291     -899      269    1,460    2,768    2,020    2,138     -189     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     12.3      3.3     90.0     82.4     99.2     98.0      0.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       17        5       21       20       31       39
 

Updated August 19, 2005