WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      310,877
COMMITMENTS
  46,600  102,797   35,856  193,163  131,164  275,618  269,817   35,259   41,060

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -757)
  -1,918   -1,183   -1,239   -4,672   -1,955   -7,829   -4,377    7,071    3,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     33.1     11.5     62.1     42.2     88.7     86.8     11.3     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      84      133       83       59       65      194      240
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      907,533
COMMITMENTS
 137,908  190,966  123,530  488,604  381,853  750,042  696,349  157,492  211,184

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:    -53,491)
 -14,798    2,317  -18,912   -9,615  -50,777  -43,324  -67,371  -10,167   13,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     21.0     13.6     53.8     42.1     82.6     76.7     17.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      547)
     140      139      134      208      196      415      416
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,231
COMMITMENTS
   4,712      252      222    1,560    7,171    6,494    7,645    2,737    1,586

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:        796)
     912     -122       32      -26      546      919      456     -123      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.0      2.7      2.4     16.9     77.7     70.3     82.8     29.7     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        3        2       11       15       32       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      356,090
COMMITMENTS
  41,811   72,472   65,056  183,998  129,377  290,866  266,906   65,224   89,183

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     24,934)
  -1,040   15,069    8,614   12,525   -4,070   20,099   19,613    4,835    5,320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7     20.4     18.3     51.7     36.3     81.7     75.0     18.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      75      116      106      106       97      250      262
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      207,568
COMMITMENTS
  20,992   39,283   44,200  117,638   99,102  182,831  182,585   24,738   24,983

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     13,360)
  -1,105    8,184    3,777    8,148   -2,249   10,820    9,712    2,540    3,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1     18.9     21.3     56.7     47.7     88.1     88.0     11.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      36       52       49       58       49      123      138
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      704,791
COMMITMENTS
  53,541   83,453   76,545  443,655  345,958  573,741  505,957  131,050  198,834

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      6,804)
 -35,241   -8,869    5,261   21,078  -26,658   -8,902  -30,265   15,705   37,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6     11.8     10.9     62.9     49.1     81.4     71.8     18.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      23       36       40       77       79      125      132
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      159,691
COMMITMENTS
  17,785   30,555   24,345   91,257   78,800  133,387  133,699   26,304   25,992

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     12,668)
   1,318    6,761    1,376   11,636    2,183   14,330   10,320   -1,662    2,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     19.1     15.2     57.1     49.3     83.5     83.7     16.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      30       50       39       49       50      104      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,915
COMMITMENTS
   3,003      272      854    2,178    5,923    6,035    7,050    1,880      865

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:        168)
      83      -47      -40       23      385       65      298      103     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.9      3.4     10.8     27.5     74.8     76.2     89.1     23.8     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      18        7        9       18       17       40       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      344,576
COMMITMENTS
  95,983   59,362    5,832  174,165  158,902  275,980  224,096   68,596  120,480

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      1,167)
  13,195   -4,220    3,651   -7,735   -8,775    9,111   -9,344   -7,944   10,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9     17.2      1.7     50.5     46.1     80.1     65.0     19.9     35.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      28       17       10       45       48       76       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,052,258
COMMITMENTS
 361,721  290,112  231,275  1202682  1115271  1795677  1636657  256,581  415,601

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     25,803)
 -14,502  -27,167   25,132  -13,096  -24,141   -2,466  -26,176   28,269   51,979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     14.1     11.3     58.6     54.3     87.5     79.7     12.5     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      58       58       70      102      112      192      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,308,670
COMMITMENTS
 233,475  274,167  119,249  793,342  626,764  1146066  1020179  162,604  288,491

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:    -85,302)
  27,284  -83,378    8,080 -150,483 -100,619 -115,118 -175,917   29,817   90,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     21.0      9.1     60.6     47.9     87.6     78.0     12.4     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      37       44       40       65       74      120      140
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      691,960
COMMITMENTS
 126,528   92,127  305,669  204,780  244,810  636,977  642,606   54,983   49,354

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:     36,642)
  17,873   -2,919   21,251     -542   18,469   38,583   36,801   -1,941     -159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3     13.3     44.2     29.6     35.4     92.1     92.9      7.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      38       36       46       56       55      121      111
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,944
COMMITMENTS
  10,499    6,495      879   22,014   19,084   33,392   26,458    7,552   14,486

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      1,401)
      43      484      -24      183      423      202      883    1,199      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     15.9      2.1     53.8     46.6     81.6     64.6     18.4     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      13       13        8       19       12       34       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       94,286
COMMITMENTS
  44,843   21,543    5,370   24,865   56,235   75,077   83,148   19,209   11,138

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:      8,186)
   5,905      333      888      743    7,579    7,536    8,801      650     -614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.6     22.8      5.7     26.4     59.6     79.6     88.2     20.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34       31       19       20       18       65       57
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,296
COMMITMENTS
   8,663    3,838      476   25,688   30,175   34,827   34,489      469      807

CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST:       -671)
    -421     -249      407     -166     -322     -180     -164     -491     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     10.9      1.3     72.8     85.5     98.7     97.7      1.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      10       11        4       18       20       30       33
 

Updated December 2, 2005