WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      293,651
COMMITMENTS
  52,252   66,464   45,080  171,788  140,669  269,120  252,213   24,531   41,438

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -3,948)
   1,231      507   -2,668      484   -1,279     -953   -3,440   -2,995     -508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8     22.6     15.4     58.5     47.9     91.6     85.9      8.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      70      102       76       47       66      176      201
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      797,135
COMMITMENTS
 151,829  162,436   64,462  439,533  373,746  655,824  600,644  141,311  196,491

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     31,340)
   4,019   -7,788    9,830    8,734   24,557   22,583   26,599    8,757    4,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     20.4      8.1     55.1     46.9     82.3     75.4     17.7     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     149      128      107      186      187      396      375
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,897
COMMITMENTS
   3,543      348       44      893    5,305    4,480    5,697    2,417    1,200

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        243)
     272        9       26     -215      167       83      202      160       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.4      5.0      0.6     12.9     76.9     65.0     82.6     35.0     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        5        3        8       16       25       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,791
COMMITMENTS
  60,825   49,055   32,661  156,777  137,683  250,263  219,399   48,528   79,392

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     10,631)
   2,729   -4,977    3,552    5,204   15,282   11,485   13,857     -854   -3,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.4     10.9     52.5     46.1     83.8     73.4     16.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
      94       96       90       97      111      240      265
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      170,678
COMMITMENTS
  43,563    9,562   21,867   76,682  125,654  142,112  157,083   28,566   13,595

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      5,596)
   1,731       35    1,581    2,268    4,176    5,580    5,792       16     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      5.6     12.8     44.9     73.6     83.3     92.0     16.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      57       18       30       48       50      121       91
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      594,283
COMMITMENTS
  92,882  120,464    4,024  386,332  292,369  483,238  416,857  111,045  177,426

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     29,304)
  13,305   19,857      285    8,640     -557   22,230   19,585    7,074    9,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     20.3      0.7     65.0     49.2     81.3     70.1     18.7     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      24       35       17       59       69       91      113
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      135,432
COMMITMENTS
  20,561   18,721   15,088   71,235   77,866  106,884  111,675   28,548   23,757

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     -1,081)
   1,547   -1,051   -1,471     -687       96     -611   -2,426     -470    1,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     13.8     11.1     52.6     57.5     78.9     82.5     21.1     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      30       36       30       48       45       97      102
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,474
COMMITMENTS
   2,624      723      903    2,314    4,796    5,841    6,422    1,633    1,052

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:        122)
    -113     -186      -23       67      284      -69       75      191       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.1      9.7     12.1     31.0     64.2     78.2     85.9     21.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      15        5        9       14       16       34       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      355,080
COMMITMENTS
  93,564   86,377    2,052  189,371  167,329  284,987  255,758   70,093   99,322

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      7,643)
     760    5,683       -6      634    2,726    1,388    8,403    6,255     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     24.3      0.6     53.3     47.1     80.3     72.0     19.7     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      21       24        4       43       48       65       75
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,678,231
COMMITMENTS
 402,787  365,577   32,879  1020269  891,974  1455935  1290430  222,296  387,801

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     51,861)
     933  -18,064    5,325   20,504   34,736   26,762   21,997   25,099   29,864

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     21.8      2.0     60.8     53.1     86.8     76.9     13.2     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      72       51       36       93      106      173      185
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,353,179
COMMITMENTS
 254,231  423,859   26,009  938,285  614,797  1218525  1064665  134,654  288,514

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     48,643)
  14,546   21,079    3,901   23,578   12,280   42,025   37,260    6,618   11,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     31.3      1.9     69.3     45.4     90.0     78.7     10.0     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      43       40       23       68       66      117      123
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      423,027
COMMITMENTS
 138,750  105,290   60,207  181,587  222,986  380,544  388,483   42,483   34,544

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:     43,699)
  26,160   13,196    8,456   12,867   15,088   47,483   36,740   -3,784    6,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     24.9     14.2     42.9     52.7     90.0     91.8     10.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      33       28       30       55       51      106       91
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       36,278
COMMITMENTS
   5,880    7,140        2   23,586   17,806   29,468   24,948    6,810   11,330

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,338)
   1,827    1,083       -1      152     -372    1,978      710     -640      628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     19.7      0.0     65.0     49.1     81.2     68.8     18.8     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       13        1       19       11       32       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,682
COMMITMENTS
  27,748   35,335      628   22,786   23,143   51,162   59,106   18,520   10,576

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      9,288)
   1,101    4,854      256    7,604    2,838    8,961    7,948      327    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8     50.7      0.9     32.7     33.2     73.4     84.8     26.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      26       28        5       21       12       49       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,929
COMMITMENTS
   8,674    3,600       62   25,785   30,571   34,521   34,233      408      696

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:      1,256)
       0      -33        0    1,312    1,466    1,312    1,433      -56     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     10.3      0.2     73.8     87.5     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7       15        3       16       21       25       37
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE               Code-247602
FUTURES ONLY POSITIONS AS OF 10/18/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,531
COMMITMENTS
     278    1,713        0   14,253   12,689   14,531   14,402        0      129

CHANGES FROM 10/11/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     11.8      0.0     98.1     87.3    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        6        0        5        7        7       13
 

Updated October 21, 2005