WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      512,823
COMMITMENTS
  70,984   61,566  138,761  267,907  247,987  477,652  448,313   35,171   64,510

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -42,490)
  -1,586    1,889  -24,660  -12,809  -17,633  -39,054  -40,404   -3,436   -2,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     12.0     27.1     52.2     48.4     93.1     87.4      6.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      353)
     106      115      146       67       91      272      281
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,599,046
COMMITMENTS
 265,989  118,883  428,829  693,035  742,622  1387853  1290334  211,193  308,712

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -61,384)
   5,096   29,448  -55,492   -3,768  -19,331  -54,164  -45,376   -7,220  -16,008

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      7.4     26.8     43.3     46.4     86.8     80.7     13.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      738)
     201      134      242      273      302      598      602
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       15,369
COMMITMENTS
   6,822      191      930    4,109   11,791   11,861   12,913    3,508    2,456

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        -40)
   1,032      -86     -956     -318      688     -243     -355      203      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.4      1.2      6.1     26.7     76.7     77.2     84.0     22.8     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        2        7       12       15       42       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      414,948
COMMITMENTS
  52,961   85,237  101,710  201,396  134,709  356,067  321,656   58,881   93,292

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -55,578)
  -1,556   13,441  -30,359  -12,140  -24,921  -44,056  -41,839  -11,522  -13,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     20.5     24.5     48.5     32.5     85.8     77.5     14.2     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      397)
     102      126      146      104      110      304      326
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      249,213
COMMITMENTS
  49,257   19,260   45,369  128,342  164,960  222,968  229,589   26,244   19,623

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -24,820)
      95   -7,559  -12,390  -13,093   -5,067  -25,388  -25,016      567      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.8      7.7     18.2     51.5     66.2     89.5     92.1     10.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      52       38       45       51       47      132      110
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      996,884
COMMITMENTS
  93,599  217,210  155,628  607,733  414,990  856,960  787,828  139,924  209,056

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      9,335)
  -1,411   29,894   -8,212   15,562   -8,151    5,939   13,531    3,396   -4,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4     21.8     15.6     61.0     41.6     86.0     79.0     14.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      36       56       53       80       84      141      168
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      197,286
COMMITMENTS
  23,585   43,186   35,384  108,461   92,086  167,430  170,655   29,857   26,631

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:      6,023)
  -3,054   12,229      159   10,565   -6,769    7,670    5,619   -1,647      404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     21.9     17.9     55.0     46.7     84.9     86.5     15.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      38       55       42       55       46      120      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,574
COMMITMENTS
   3,994      293    1,716    5,010   10,763   10,720   12,772    3,854    1,802

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:       -940)
    -258      -93     -512      184     -134     -586     -739     -354     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.4      2.0     11.8     34.4     73.9     73.6     87.6     26.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      23        9       10       24       24       53       38
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      562,324
COMMITMENTS
 142,761  149,346    7,785  309,276  291,909  459,822  449,040  102,501  113,284

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        -41)
  14,278   -3,689   -3,267  -12,943    6,671   -1,932     -285    1,891      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     26.6      1.4     55.0     51.9     81.8     79.9     18.2     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      35       34       11       61       65       98      108
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,725,381
COMMITMENTS
 558,065  467,423  313,204  1565646  1523266  2436915  2303893  288,465  421,488

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     47,449)
  15,092  -16,752  -15,804   69,276  103,670   68,563   71,114  -21,114  -23,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     17.2     11.5     57.4     55.9     89.4     84.5     10.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      65       74       76      135      131      234      247
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,439,152
COMMITMENTS
 285,874  257,037  123,017  822,969  731,272  1231859  1111326  207,293  327,826

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    -27,543)
  -1,740  -13,791  -15,242  -15,063  -13,085  -32,044  -42,118    4,501   14,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     17.9      8.5     57.2     50.8     85.6     77.2     14.4     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      40       59       40       71       91      131      170
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      975,593
COMMITMENTS
 165,939  150,740  375,707  381,252  408,392  922,898  934,839   52,695   40,753

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:    109,939)
  -6,495  -23,304   56,359   58,993   70,539  108,857  103,594    1,082    6,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0     15.5     38.5     39.1     41.9     94.6     95.8      5.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      46       49       65       75       67      152      152
 
 
GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                           Code-088606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       24,184
COMMITMENTS
   6,550    2,220    1,137    3,114   12,191   10,801   15,548   13,384    8,636

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:     -1,782)
    -140      200     -975     -578   -2,647   -1,692   -3,422      -90    1,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      9.2      4.7     12.9     50.4     44.7     64.3     55.3     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        7        6        4       10       22       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       55,519
COMMITMENTS
  13,391    3,447      900   15,055   45,658   29,345   50,005   26,173    5,514

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:       -546)
    -143     -506      119     -328      122     -353     -265     -193     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      6.2      1.6     27.1     82.2     52.9     90.1     47.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      16       10        7       16       17       36       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       92,601
COMMITMENTS
  47,979   23,145    4,594   29,263   12,770   81,835   40,508   10,766   52,093

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        306)
   1,435   -1,756      251   -2,647    2,548     -962    1,043    1,267     -738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.8     25.0      5.0     31.6     13.8     88.4     43.7     11.6     56.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      23       25       14       20       18       47       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       11,222
COMMITMENTS
   2,883    2,769      238    7,632    7,696   10,753   10,703      469      519

CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST:        800)
     536      574        0      -31      -71      505      503      295      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.7     24.7      2.1     68.0     68.6     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       12        3       13       10       20       24
 

Updated June 30, 2006