WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      351,436
COMMITMENTS
  54,883   72,763   61,239  203,413  169,227  319,535  303,229   31,902   48,207

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      7,195)
  -2,975      644    1,922    7,121    1,896    6,067    4,462    1,128    2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     20.7     17.4     57.9     48.2     90.9     86.3      9.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      86      109      103       57       68      216      217
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,050,677
COMMITMENTS
 149,747  126,926  201,234  527,964  471,068  878,946  799,228  171,731  251,449

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     29,688)
  -6,495    6,274   10,496   27,011    4,194   31,011   20,964   -1,323    8,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3     12.1     19.2     50.2     44.8     83.7     76.1     16.3     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     146      121      156      216      220      445      431
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,422
COMMITMENTS
   5,191      473      185    1,642    7,962    7,017    8,619    3,405    1,803

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        252)
     138        8        9       59      287      205      303       47      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.8      4.5      1.8     15.8     76.4     67.3     82.7     32.7     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      19        7        3       11       16       33       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      410,490
COMMITMENTS
  57,322   62,964   90,702  192,329  153,105  340,354  306,772   70,137  103,718

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     25,910)
  -3,246   14,924   10,730   14,241   -1,914   21,726   23,740    4,185    2,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     15.3     22.1     46.9     37.3     82.9     74.7     17.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      359)
     105      111      135       96      110      279      293
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,078
COMMITMENTS
   8,791    3,328    2,469        0      195   11,260    5,992    3,818    9,086

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,440)
    -906     -584    2,012        0        9    1,106    1,437      334        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3     22.1     16.4      0.0      1.3     74.7     39.7     25.3     60.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       9       12        7        0        1       13       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      186,945
COMMITMENTS
  19,512   34,768   34,845  110,051   92,614  164,408  162,227   22,537   24,718

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -2,647)
  -3,952    5,655   -2,076    3,600   -7,257   -2,428   -3,677     -219    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     18.6     18.6     58.9     49.5     87.9     86.8     12.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      28       54       41       55       47      113      124
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      750,943
COMMITMENTS
  77,142   83,309   84,701  426,263  404,851  588,106  572,860  162,837  178,083

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     46,842)
  21,201   -5,157   10,900   -2,323   43,389   29,778   49,131   17,064   -2,289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3     11.1     11.3     56.8     53.9     78.3     76.3     21.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      32       35       35       61       75      110      128
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      142,274
COMMITMENTS
  21,904   12,023   24,530   66,656   85,750  113,090  122,303   29,184   19,971

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:      1,298)
  -3,037      645    2,202      576   -2,907     -259      -61    1,558    1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      8.5     17.2     46.9     60.3     79.5     86.0     20.5     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      39       31       35       52       55      111      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,097
COMMITMENTS
   4,315      331      973    2,520    8,450    7,808    9,753    3,289    1,344

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        501)
     187        7      249     -199       61      237      318      263      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      3.0      8.8     22.7     76.1     70.4     87.9     29.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      28        6        7       21       17       53       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      451,173
COMMITMENTS
 130,395  135,015    6,040  228,940  208,448  365,375  349,503   85,798  101,670

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     36,739)
  18,913   25,461    3,568    9,349    3,677   31,830   32,706    4,909    4,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     29.9      1.3     50.7     46.2     81.0     77.5     19.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      28       27        9       51       61       83       93
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,143,172
COMMITMENTS
 420,313  232,229  256,154  1165755  1235273  1842221  1723656  300,950  419,516

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:    132,965)
  34,019   -5,372   24,150   38,072  119,280   96,240  138,058   36,725   -5,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     10.8     12.0     54.4     57.6     86.0     80.4     14.0     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      72       50       73      107      125      203      224
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,218,607
COMMITMENTS
 168,409  200,928  107,003  742,508  645,069  1017920  953,000  200,686  265,606

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     31,733)
 -12,474   -6,592   26,635    4,779    9,013   18,940   29,057   12,793    2,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     16.5      8.8     60.9     52.9     83.5     78.2     16.5     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      34       43       40       64       83      118      146
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      689,141
COMMITMENTS
 176,577   78,624  244,138  221,521  335,736  642,236  658,498   46,905   30,642

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     74,944)
  27,786    6,449   24,519   14,322   42,949   66,627   73,917    8,317    1,027

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6     11.4     35.4     32.1     48.7     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      29       37       46       56       52      117      109
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       42,028
COMMITMENTS
  11,544    6,637      512   16,443   28,773   28,500   35,922   13,528    6,106

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:     -1,143)
    -100       41       -7     -257       94     -365      128     -779   -1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     15.8      1.2     39.1     68.5     67.8     85.5     32.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       11        7       19       13       37       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       83,764
COMMITMENTS
  39,547   22,149    7,298   23,793   29,792   70,637   59,239   13,127   24,525

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:       -730)
     160   -1,856      203   -2,927      799   -2,563     -854    1,833      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2     26.4      8.7     28.4     35.6     84.3     70.7     15.7     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      34       20       18       16       19       57       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,716
COMMITMENTS
   8,771    4,276      512   24,401   28,899   33,684   33,687       32       29

CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST:        106)
     -55      -47        2      154      153      101      108        5       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.0     12.7      1.5     72.4     85.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       12        4       16       18       27       32
 

Updated January 20, 2006