WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      287,980
COMMITMENTS
  43,786   49,498   53,005  160,211  143,439  257,002  245,942   30,978   42,038

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     18,901)
   6,038   -3,118      819    4,717   13,235   11,573   10,935    7,328    7,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.2     18.4     55.6     49.8     89.2     85.4     10.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      78       97       78       47       55      177      184
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      956,269
COMMITMENTS
 119,220   73,795  215,122  458,911  438,348  793,253  727,265  163,017  229,004

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     67,676)
  21,595  -16,719   22,878    3,261   50,391   47,735   56,550   19,941   11,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.7     22.5     48.0     45.8     83.0     76.1     17.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     166      115      182      221      235      483      460
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,093
COMMITMENTS
   2,272      475    1,018    2,393    5,783    5,682    7,276    3,411    1,818

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -427)
    -166     -424       99      -93      452     -161      127     -267     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      5.2     11.2     26.3     63.6     62.5     80.0     37.5     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      10        7        5       13       15       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      483,497
COMMITMENTS
  95,877   25,412  116,129  170,104  232,740  382,110  374,280  101,387  109,217

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     52,118)
   4,357    6,258   18,589   16,610   26,752   39,556   51,598   12,562      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      5.3     24.0     35.2     48.1     79.0     77.4     21.0     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      419)
     156       88      157      118      141      358      323
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       19,765
COMMITMENTS
  14,769    1,141      588        0      902   15,357    2,631    4,408   17,134

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:      2,876)
   3,022     -597     -661        0       80    2,361   -1,178      515    4,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.7      5.8      3.0      0.0      4.6     77.7     13.3     22.3     86.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      13        6        8        0        3       16       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      194,870
COMMITMENTS
  41,517   10,792   33,641   86,684  135,424  161,843  179,858   33,028   15,013

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     28,942)
  13,874     -249    4,413    5,127   23,947   23,414   28,111    5,527      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      5.5     17.3     44.5     69.5     83.1     92.3     16.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      66       20       41       48       49      134      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      892,344
COMMITMENTS
 136,660   91,103  154,172  448,518  444,796  739,351  690,070  152,993  202,274

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -10,050)
   6,502     -730   -3,494  -13,752   -7,115  -10,743  -11,339      693    1,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     10.2     17.3     50.3     49.8     82.9     77.3     17.1     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      37       40       45       71       84      135      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      183,287
COMMITMENTS
  52,422    6,973   29,296   61,014  125,539  142,733  161,807   40,554   21,479

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     14,391)
   3,892      696    5,930    5,124   10,384   14,947   17,010     -556   -2,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.6      3.8     16.0     33.3     68.5     77.9     88.3     22.1     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      54       27       42       55       61      138      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,606
COMMITMENTS
   3,882    1,193    1,451    2,022    3,974    7,355    6,618    1,250    1,987

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:        -71)
     -16      213     -246      305     -232       44     -265     -115      194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.1     13.9     16.9     23.5     46.2     85.5     76.9     14.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      17       12       10       13       14       35       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      364,338
COMMITMENTS
  92,885   82,179      242  220,383  171,010  313,510  253,431   50,828  110,907

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -13,988)
  -1,459    1,615   -1,745   -5,986  -13,158   -9,190  -13,288   -4,798     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.5     22.6      0.1     60.5     46.9     86.0     69.6     14.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      15       17        2       45       38       62       55
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,635,900
COMMITMENTS
 399,562  394,765  476,310  1522460  1343529  2398332  2214604  237,568  421,296

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -83,339)
 -73,581  -40,592   -7,687   42,875   17,506  -38,392  -30,773  -44,947  -52,566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     15.0     18.1     57.8     51.0     91.0     84.0      9.0     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      50       92       82      116      143      217      266
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,404,118
COMMITMENTS
 199,611  207,338  180,212  850,681  749,120  1230503  1136670  173,615  267,449

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -28,945)
 -12,811   -2,339  -10,365   18,017   13,070   -5,159      367  -23,786  -29,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2     14.8     12.8     60.6     53.4     87.6     81.0     12.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      37       46       47       78       88      139      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      604,499
COMMITMENTS
 101,227   61,727  197,299  249,576  310,976  548,102  570,002   56,397   34,497

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:     27,413)
  14,811      605    7,713   -3,103   17,465   19,422   25,783    7,991    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7     10.2     32.6     41.3     51.4     90.7     94.3      9.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      35       22       42       51       50      105       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,211
COMMITMENTS
   6,417    2,956      486   15,147   17,502   22,050   20,944    7,161    8,268

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -24,204)
  -6,488   -1,174   -1,599   -5,551  -18,319  -13,638  -21,092  -10,566   -3,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     10.1      1.7     51.9     59.9     75.5     71.7     24.5     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       11        6       16       13       30       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,235
COMMITMENTS
  13,350   19,726    1,701   12,019    6,632   27,070   28,060   13,165   12,175

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:    -58,263)
     185  -16,617   -9,354  -47,242  -14,442  -56,412  -40,413   -1,852  -17,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2     49.0      4.2     29.9     16.5     67.3     69.7     32.7     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      19       24       14       13        9       41       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,211
COMMITMENTS
   3,068    6,007    1,027   31,439   28,021   35,534   35,055      677    1,156

CHANGES FROM 06/14/05 (CHANGE IN OPEN INTEREST:       -425)
    -176      371       -2     -268     -763     -446     -394       21      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     16.6      2.8     86.8     77.4     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7       18        4       19       21       29       40
 

Updated June 24, 2005