WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      555,313
COMMITMENTS
  72,569   59,677  163,421  280,716  265,620  516,706  488,717   38,607   66,596

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -18,928)
 -16,151   -4,300    1,802      138   -8,626  -14,210  -11,123   -4,718   -7,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     10.7     29.4     50.6     47.8     93.0     88.0      7.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
     105      112      148       78       96      282      285
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,660,431
COMMITMENTS
 260,893   89,436  484,321  696,804  761,953  1442018  1335710  218,413  324,721

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:      9,406)
 -33,612   20,646   32,926   21,889  -34,121   21,203   19,450  -11,798  -10,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      5.4     29.2     42.0     45.9     86.8     80.4     13.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      754)
     221      130      259      295      322      634      628
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,409
COMMITMENTS
   5,790      278    1,887    4,427   11,103   12,103   13,267    3,305    2,141

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:         30)
     457       -7       73       78      367      608      434     -578     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.6      1.8     12.2     28.7     72.1     78.5     86.1     21.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      26        5       13       15       16       51       30
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      470,526
COMMITMENTS
  54,517   71,796  132,069  213,536  159,630  400,122  363,495   70,403  107,030

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -13,881)
  -3,480    8,853  -17,483   11,086   -1,574   -9,877  -10,204   -4,004   -3,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     15.3     28.1     45.4     33.9     85.0     77.3     15.0     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      428)
     132      130      189      105      116      346      360
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      274,033
COMMITMENTS
  49,162   26,819   57,760  141,435  170,027  248,356  254,605   25,677   19,428

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -9,543)
 -16,408    7,633   -2,192   14,839  -15,035   -3,761   -9,594   -5,782       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      9.8     21.1     51.6     62.0     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      55       48       53       53       52      141      131
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      987,549
COMMITMENTS
  95,010  187,315  163,840  592,171  423,141  851,021  774,297  136,528  213,252

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -42,418)
 -31,201   14,999  -20,451   29,255  -54,412  -22,397  -59,864  -20,021   17,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6     19.0     16.6     60.0     42.8     86.2     78.4     13.8     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      37       51       56       82       91      148      169
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      191,263
COMMITMENTS
  26,639   30,957   35,224   97,897   98,855  159,760  165,036   31,503   26,227

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -9,814)
  -3,326   -2,700   -3,097   -2,428   -6,149   -8,851  -11,946     -963    2,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     16.2     18.4     51.2     51.7     83.5     86.3     16.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      41       42       42       57       55      124      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       15,514
COMMITMENTS
   4,253      386    2,228    4,826   10,898   11,306   13,511    4,208    2,003

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:       -386)
    -603      120      404      -26     -628     -224     -103     -161     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      2.5     14.4     31.1     70.2     72.9     87.1     27.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      29        9       13       25       23       59       41
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      562,365
COMMITMENTS
 128,483  153,035   11,052  322,219  285,238  461,755  449,325  100,611  113,040

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     12,886)
  10,982   20,303     -874   14,724  -13,752   24,832    5,677  -11,946    7,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     27.2      2.0     57.3     50.7     82.1     79.9     17.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      28       37       14       64       67       96      114
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,677,931
COMMITMENTS
 542,973  484,175  329,008  1496371  1419596  2368352  2232779  309,579  445,152

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    164,558)
  59,517   97,428      410   91,039   35,468  150,965  133,306   13,593   31,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     18.1     12.3     55.9     53.0     88.4     83.4     11.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      68       77       90      137      134      249      257
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,466,695
COMMITMENTS
 287,614  270,828  138,259  838,031  744,357  1263903  1153443  202,792  313,252

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     85,481)
  16,980   22,195    9,282   69,910   14,934   96,172   46,411  -10,691   39,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     18.5      9.4     57.1     50.8     86.2     78.6     13.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      38       67       46       76       95      141      181
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      865,653
COMMITMENTS
 172,434  174,044  319,348  322,259  337,853  814,041  831,245   51,613   34,408

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    135,949)
 -18,616     -663   77,985   73,284   58,138  132,654  135,459    3,296      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     20.1     36.9     37.2     39.0     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      48       43       60       74       67      152      141
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       25,966
COMMITMENTS
   6,690    2,020    2,112    3,692   14,839   12,493   18,970   13,473    6,996

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -2,756)
  -1,655   -2,417      748    1,439      485      533   -1,184   -3,289   -1,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.8      7.8      8.1     14.2     57.1     48.1     73.1     51.9     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      11        7        8        9       10       26       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       56,064
COMMITMENTS
  13,535    3,953      781   15,383   45,536   29,698   50,270   26,366    5,795

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -11,292)
   2,357   -2,810  -10,381  -11,034    5,062  -19,057   -8,129    7,765   -3,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      7.1      1.4     27.4     81.2     53.0     89.7     47.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       12        7       17       16       38       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,295
COMMITMENTS
  46,544   24,900    4,343   31,910   10,222   82,797   39,465    9,499   52,831

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:    -39,652)
 -16,127    9,428  -28,939   10,522  -46,976  -34,544  -66,487   -5,108   26,835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4     27.0      4.7     34.6     11.1     89.7     42.8     10.3     57.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      21       25       12       18       15       45       46
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       10,422
COMMITMENTS
   2,347    2,195      238    7,663    7,767   10,248   10,200      174      222

CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST:     -2,526)
  -1,001     -189   -1,593       93     -393   -2,501   -2,175      -25     -351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5     21.1      2.3     73.5     74.5     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       12        3       14        9       21       23
 

Updated June 23, 2006