WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      326,592
COMMITMENTS
  55,179   86,472   49,879  191,738  150,179  296,795  286,530   29,796   40,062

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -4,694)
   2,680  -12,310    1,457   -4,908    6,213     -771   -4,641   -3,923      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9     26.5     15.3     58.7     46.0     90.9     87.7      9.1     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      75      120       90       55       65      195      219
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      931,080
COMMITMENTS
 152,285  146,423  136,706  477,819  433,412  766,809  716,541  164,270  214,539

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      3,569)
   9,815  -27,900    2,449   -1,225   26,323   11,039      872   -7,470    2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4     15.7     14.7     51.3     46.5     82.4     77.0     17.6     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     121      140      133      211      219      420      418
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,793
COMMITMENTS
   4,705      321      166    1,513    7,543    6,384    8,029    3,409    1,764

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        256)
    -105        6        8      224      178      128      192      128       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.0      3.3      1.7     15.4     77.0     65.2     82.0     34.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      16        4        2       11       16       28       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      360,831
COMMITMENTS
  56,299   37,552   70,297  167,320  156,377  293,915  264,225   66,916   96,606

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:    -21,211)
   3,674   -3,190  -15,858   -3,964      570  -16,148  -18,477   -5,063   -2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     10.4     19.5     46.4     43.3     81.5     73.2     18.5     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      99       96      129      100      115      282      274
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      198,312
COMMITMENTS
  20,772   53,589   37,400  115,237   83,419  173,409  174,408   24,904   23,905

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     -6,084)
    -568    4,066   -4,690   -2,545   -6,429   -7,802   -7,053    1,718      969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     27.0     18.9     58.1     42.1     87.4     87.9     12.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      42       50       37       57       44      119      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      716,233
COMMITMENTS
  75,469   79,228   67,593  428,197  390,260  571,259  537,081  144,974  179,153

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     43,296)
  24,788   -7,717   -1,334    9,045   43,456   32,499   34,406   10,797    8,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     11.1      9.4     59.8     54.5     79.8     75.0     20.2     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      22       34       30       63       72      103      118
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      154,556
COMMITMENTS
  32,327   13,818   23,802   67,862   97,264  123,991  134,883   30,565   19,673

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        -16)
   3,564     -980   -3,861    2,287    8,228    1,990    3,388   -2,006   -3,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      8.9     15.4     43.9     62.9     80.2     87.3     19.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      51       29       38       49       55      121      109
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,793
COMMITMENTS
   3,158      264      634    2,547    6,949    6,339    7,847    2,453      946

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:       -343)
      73       11     -256       79      109     -103     -136     -240     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.9      3.0      7.2     29.0     79.0     72.1     89.2     27.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      18        5        5       20       16       41       23
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      393,353
COMMITMENTS
 114,104   92,631    4,928  209,686  193,452  328,718  291,011   64,635  102,342

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     26,599)
  -3,808   29,746   -1,231   30,002   -2,178   24,963   26,336    1,636      263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     23.5      1.3     53.3     49.2     83.6     74.0     16.4     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      25       22        6       44       54       70       81
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,999,213
COMMITMENTS
 406,850  257,193  207,853  1146347  1149933  1761050  1614978  238,163  384,235

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:    -70,068)
   5,915      412  -53,705  -40,745   10,210  -88,535  -43,083   18,467  -26,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     12.9     10.4     57.3     57.5     88.1     80.8     11.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      63       56       65       92      112      184      204
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,174,134
COMMITMENTS
 203,603  215,968   59,142  744,055  647,926  1006800  923,035  167,334  251,099

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:    -30,609)
 -15,652  -21,214   -4,512  -23,430   16,137  -43,595   -9,589   12,986  -21,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     18.4      5.0     63.4     55.2     85.7     78.6     14.3     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      29       40       27       63       84      106      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      679,256
COMMITMENTS
 187,910   89,892  268,902  180,661  285,878  637,473  644,673   41,783   34,583

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:     26,715)
   8,700      959    7,450   15,050   19,105   31,200   27,514   -4,485     -799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.7     13.2     39.6     26.6     42.1     93.8     94.9      6.2      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      33       30       41       52       54      108      103
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,142
COMMITMENTS
  11,091    6,344      484   15,056   26,882   26,631   33,710   12,511    5,432

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        372)
    -209      226      -17      106       -7     -120      201      492      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3     16.2      1.2     38.5     68.7     68.0     86.1     32.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17        8        5       18       14       36       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       66,514
COMMITMENTS
  37,516   17,591    4,913   14,030   22,185   56,458   44,688   10,056   21,827

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:      5,901)
   3,014    6,259      349    2,675   -1,011    6,038    5,597     -137      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.4     26.4      7.4     21.1     33.4     84.9     67.2     15.1     32.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      28       18       13       14       18       45       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,054
COMMITMENTS
   8,893    4,362      475   24,461   28,704   33,829   33,541      225      513

CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST:        435)
      66      -93        0      365      464      431      371        4       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.1     12.8      1.4     71.8     84.3     99.3     98.5      0.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       12        3       15       19       25       33
 

Updated December 30, 2005