WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,640
COMMITMENTS
  36,861   44,801   48,818  152,408  133,045  238,088  226,665   31,552   42,975

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,449)
      25     -563      319      455    3,643      799    3,399    4,649    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     16.6     18.1     56.5     49.3     88.3     84.1     11.7     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      65       92       64       49       61      156      178
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      865,883
COMMITMENTS
  87,385   90,527  158,206  463,309  395,537  708,899  644,270  156,984  221,613

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     22,838)
   5,368   -8,949    4,747    8,292   23,868   18,408   19,666    4,430    3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     10.5     18.3     53.5     45.7     81.9     74.4     18.1     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      507)
     137      116      152      200      209      412      412
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,740
COMMITMENTS
   1,743    1,751      986    2,344    4,531    5,074    7,268    4,667    2,473

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        536)
      88       45      162      161      198      411      405      124      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9     18.0     10.1     24.1     46.5     52.1     74.6     47.9     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       9       15        5       10       13       24       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      408,856
COMMITMENTS
  74,291   20,825   96,572  153,765  186,963  324,628  304,359   84,228  104,497

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     49,627)
  20,293      299   16,028    2,859   23,891   39,179   40,217   10,448    9,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2      5.1     23.6     37.6     45.7     79.4     74.4     20.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      362)
     133       84      133      103      113      308      271
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,402
COMMITMENTS
  11,897    2,100      459        0      725   12,356    3,284    3,046   12,118

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    77.2     13.6      3.0      0.0      4.7     80.2     21.3     19.8     78.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        5        7        0        3       16       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,507
COMMITMENTS
  23,417   13,909   22,581   80,073  102,383  126,072  138,874   25,435   12,633

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,359)
   4,627   -4,124    1,785      988   13,695    7,400   11,355    1,959   -1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      9.2     14.9     52.9     67.6     83.2     91.7     16.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      45       29       36       49       49      114      100
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      933,690
COMMITMENTS
 138,465  110,570  132,843  487,487  468,970  758,795  712,383  174,895  221,307

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     18,032)
  -2,630  -15,236   11,126    2,903   -7,272   11,399  -11,382    6,633   29,414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.8     14.2     52.2     50.2     81.3     76.3     18.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      37       42       41       73       85      134      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      160,367
COMMITMENTS
  37,840    9,782   24,040   59,757  103,179  121,637  137,000   38,729   23,366

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     15,926)
  12,403      225    1,325   -2,464   11,957   11,265   13,507    4,661    2,419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6      6.1     15.0     37.3     64.3     75.8     85.4     24.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      42       28       35       52       60      124      107
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,620
COMMITMENTS
   3,860      854    1,664    1,462    4,742    6,987    7,260    1,633    1,359

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        846)
     208      342      535      422     -113    1,165      764     -319       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.8      9.9     19.3     17.0     55.0     81.1     84.2     18.9     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        7       11       11       14       32       30
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      376,612
COMMITMENTS
  94,679   74,639      788  222,668  188,894  318,135  264,321   58,477  112,291

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,058)
  -8,592    2,354   -3,228   26,415   17,230   14,595   16,356   -5,537   -7,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     19.8      0.2     59.1     50.2     84.5     70.2     15.5     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       22        4       45       42       59       66
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,648,918
COMMITMENTS
 454,111  383,333  435,502  1452624  1357262  2342237  2176097  306,680  472,821

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:   -155,306)
 -59,286  -31,602    2,364  -58,523  -59,155 -115,445  -88,392  -39,861  -66,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     14.5     16.4     54.8     51.2     88.4     82.2     11.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      58       70       71      103      129      197      234
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,395,147
COMMITMENTS
 155,864  216,372  153,594  890,483  747,104  1199941  1117070  195,206  278,077

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -43,580)
   7,070  -18,562  -36,931  -13,449    3,442  -43,310  -52,051     -270    8,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     15.5     11.0     63.8     53.6     86.0     80.1     14.0     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       50       44       73       86      130      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      662,511
COMMITMENTS
 113,169   38,048  248,625  255,537  348,745  617,331  635,417   45,180   27,093

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     16,370)
 -15,040     -208   16,724   12,440    3,568   14,124   20,085    2,246   -3,714

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1      5.7     37.5     38.6     52.6     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      35       23       45       56       60      110      110
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,757
COMMITMENTS
  12,666    4,544    1,291   16,063   28,489   30,020   34,324   11,737    7,433

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,443)
     654     -430      134   -3,373     -742   -2,584   -1,038    1,142     -405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     10.9      3.1     38.5     68.2     71.9     82.2     28.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      22       12       10       19       12       45       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       75,224
COMMITMENTS
  10,937   34,363    3,838   48,177   13,605   62,953   51,807   12,272   23,417

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,543)
   1,095     -874    1,090    1,149    1,547    3,334    1,763    2,209    3,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     45.7      5.1     64.0     18.1     83.7     68.9     16.3     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      19       37       19       18       17       48       62
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,733
COMMITMENTS
   6,503    6,891    1,046   36,479   35,373   44,028   43,310      705    1,423

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,002)
     -15      564        0    5,162    4,529    5,147    5,093     -145      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     15.4      2.3     81.5     79.1     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       23        4       19       20       29       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,571
COMMITMENTS
     100    1,105        0   12,468   11,422   12,568   12,527        3       44

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,663)
     100      157        0   -1,712   -1,778   -1,612   -1,621      -51      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      8.8      0.0     99.2     90.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        0        5        9        6       16
 

Updated June 3, 2005