WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      574,241
COMMITMENTS
  88,720   63,976  161,618  280,578  274,246  530,916  499,840   43,325   74,401

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -45,273)
 -19,316   -8,724  -16,425   -7,747  -17,446  -43,487  -42,595   -1,785   -2,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     11.1     28.1     48.9     47.8     92.5     87.0      7.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     117      110      150       75       94      295      282
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,651,025
COMMITMENTS
 294,504   68,790  451,396  674,914  796,074  1420815  1316260  230,210  334,765

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -19,576)
 -30,501    6,713    5,321   -2,443  -35,461  -27,624  -23,427    8,048    3,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8      4.2     27.3     40.9     48.2     86.1     79.7     13.9     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      765)
     251      117      249      286      318      648      607
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,379
COMMITMENTS
   5,333      284    1,814    4,348   10,736   11,495   12,834    3,884    2,545

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        126)
     251      -20     -192     -190       17     -131     -195      256      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      1.8     11.8     28.3     69.8     74.7     83.4     25.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      24        3       13       12       16       44       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      484,407
COMMITMENTS
  57,997   62,943  149,552  202,451  161,204  410,000  373,699   74,407  110,708

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      3,560)
   1,469   -6,691   15,605  -18,113   -6,754   -1,039    2,160    4,599    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     13.0     30.9     41.8     33.3     84.6     77.1     15.4     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      429)
     132      131      185      108      113      351      353
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       20,820
COMMITMENTS
  15,421    6,580      582      175      583   16,178    7,745    4,642   13,075

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        618)
   2,121    1,179     -547     -490        8    1,084      640     -466      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    74.1     31.6      2.8      0.8      2.8     77.7     37.2     22.3     62.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      14        9        6        1        2       16       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      283,576
COMMITMENTS
  65,570   19,186   59,951  126,596  185,062  252,117  264,199   31,459   19,377

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -7,482)
  -4,405    3,472   -6,895    2,481   -7,830   -8,819  -11,253    1,337    3,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.1      6.8     21.1     44.6     65.3     88.9     93.2     11.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      74       42       56       53       53      162      129
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,029,967
COMMITMENTS
 126,211  172,317  184,292  562,916  477,553  873,418  834,162  156,549  195,805

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     31,517)
  20,887  -14,888   17,985   -3,611   29,144   35,261   32,241   -3,744     -724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     16.7     17.9     54.7     46.4     84.8     81.0     15.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      41       52       54       82       95      150      174
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      201,077
COMMITMENTS
  29,965   33,657   38,321  100,324  105,004  168,611  176,982   32,467   24,095

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     -5,240)
  -3,380   -3,843    2,244   -4,068   -3,192   -5,205   -4,791      -35     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9     16.7     19.1     49.9     52.2     83.9     88.0     16.1     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      44       50       47       56       57      131      135
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,900
COMMITMENTS
   4,855      265    1,823    4,852   11,525   11,530   13,614    4,369    2,286

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        -16)
    -143       31     -188      170     -324     -160     -481      144      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.5      1.7     11.5     30.5     72.5     72.5     85.6     27.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      31        9       10       25       24       62       37
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      549,479
COMMITMENTS
 117,501  132,732   11,926  307,495  298,990  436,922  443,648  112,557  105,831

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     11,848)
   1,585   13,193      512   21,667    3,674   23,764   17,379  -11,917   -5,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4     24.2      2.2     56.0     54.4     79.5     80.7     20.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      29       39       19       64       70      102      119
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,513,373
COMMITMENTS
 483,456  386,747  328,598  1405332  1384128  2217387  2099473  295,986  413,900

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:    -40,819)
 -64,543  -53,911   12,402   -4,652    8,233  -56,794  -33,276   15,974   -7,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     15.4     13.1     55.9     55.1     88.2     83.5     11.8     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      66       74       88      134      139      239      262
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,381,214
COMMITMENTS
 270,633  248,633  128,977  768,122  729,423  1167732  1107032  213,483  274,182

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      5,551)
   2,719  -13,213     -565  -11,806   17,487   -9,652    3,708   15,203    1,843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     18.0      9.3     55.6     52.8     84.5     80.1     15.5     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      38       61       47       77       91      142      172
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      729,704
COMMITMENTS
 191,050  174,708  241,363  248,974  279,715  681,387  695,786   48,317   33,918

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     51,846)
  62,632   55,328   -1,547  -17,780   -7,703   43,304   46,078    8,541    5,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2     23.9     33.1     34.1     38.3     93.4     95.4      6.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      50       30       52       66       55      137      119
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       28,723
COMMITMENTS
   8,345    4,437    1,363    2,252   14,353   11,960   20,154   16,762    8,569

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:      7,846)
   2,381    2,997      474     -326    4,296    2,529    7,767    5,317       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     15.4      4.7      7.8     50.0     41.6     70.2     58.4     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      17        6        3        5       10       22       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       67,357
COMMITMENTS
  11,177    6,763   11,162   26,417   40,473   48,755   58,398   18,601    8,959

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     18,668)
    -414   -1,166    9,825    6,598    6,707   16,009   15,366    2,658    3,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     10.0     16.6     39.2     60.1     72.4     86.7     27.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       14       17       24       19       52       39
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      131,947
COMMITMENTS
  62,670   15,472   33,282   21,388   57,197  117,341  105,952   14,607   25,996

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:     32,134)
    -748    1,091   28,469    3,147    3,357   30,869   32,916    1,265     -782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.5     11.7     25.2     16.2     43.3     88.9     80.3     11.1     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      39       22       34       28       26       82       68
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,948
COMMITMENTS
   3,348    2,384    1,831    7,570    8,160   12,749   12,375      199      573

CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST:        329)
     147      -43      261      -58       65      350      283      -21       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     18.4     14.1     58.5     63.0     98.5     95.6      1.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       12        4       12       11       19       26
 

Updated June 16, 2006