WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      218,420
COMMITMENTS
  34,354   56,999   14,442  141,703  107,972  190,499  179,413   27,921   39,007

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,187)
     216      484     -975    1,013    3,621      254    3,130    4,933    2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     26.1      6.6     64.9     49.4     87.2     82.1     12.8     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      50       91       35       44       53      120      157
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      685,379
COMMITMENTS
  97,553   97,219   58,262  405,082  337,944  560,897  493,425  124,482  191,954

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     17,183)
   2,395   -7,430    2,580    8,376   19,915   13,351   15,065    3,832    2,118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     14.2      8.5     59.1     49.3     81.8     72.0     18.2     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     137      100       95      165      186      348      347
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,319
COMMITMENTS
   1,928    1,906      236    1,972    4,096    4,136    6,238    4,183    2,081

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        558)
      73       -8      215      157      201      445      408      113      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     22.9      2.8     23.7     49.2     49.7     75.0     50.3     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       14        4        8       13       22       27
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,238
COMMITMENTS
  66,077   25,449   35,498  131,391  148,410  232,966  209,357   59,272   82,881

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     30,416)
  15,356    1,188    5,642    2,628   16,913   23,626   23,743    6,790    6,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      8.7     12.1     45.0     50.8     79.7     71.6     20.3     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     116       70       81       81      104      250      223
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       15,402
COMMITMENTS
  11,897    2,100      459        0      725   12,356    3,284    3,046   12,118

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.2     13.6      3.0      0.0      4.7     80.2     21.3     19.8     78.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      13        5        7        0        3       16       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      135,285
COMMITMENTS
  24,999   13,907   13,528   72,744   96,168  111,271  123,603   24,014   11,682

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      7,759)
   4,247   -4,073    1,045      663   12,886    5,955    9,858    1,804   -2,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     10.3     10.0     53.8     71.1     82.2     91.4     17.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      45       27       32       44       44      106       93
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,209
COMMITMENTS
 146,613  116,812   26,115  421,339  414,994  594,067  557,921  161,142  197,288

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      2,248)
  -1,093  -11,795     -723   -2,091  -12,576   -3,907  -25,094    6,155   27,342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     15.5      3.5     55.8     55.0     78.7     73.9     21.3     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      38       38       21       59       77      108      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      141,753
COMMITMENTS
  37,307   13,543   15,656   53,982   90,902  106,945  120,101   34,808   21,652

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     13,607)
  12,089      188      801   -2,901   10,309    9,989   11,298    3,618    2,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.6     11.0     38.1     64.1     75.4     84.7     24.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      41       29       34       48       50      120       96
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,812
COMMITMENTS
   3,652      925    1,281    1,411    4,343    6,344    6,549    1,468    1,263

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:        900)
     207      253      564      402      -11    1,173      806     -273       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     11.8     16.4     18.1     55.6     81.2     83.8     18.8     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       10        9       10       14       31       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      376,562
COMMITMENTS
  94,679   74,639      788  222,668  188,894  318,135  264,321   58,427  112,241

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,015)
  -8,592    2,354   -3,228   26,415   17,230   14,595   16,356   -5,580   -7,341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     19.8      0.2     59.1     50.2     84.5     70.2     15.5     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      12       22        4       45       42       59       66
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,963,251
COMMITMENTS
 448,099  414,337  114,751  1120891  1004754  1683741  1533842  279,510  429,409

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:   -222,601)
 -65,504  -24,722  -28,278  -88,234  -98,963 -182,016 -151,963  -40,585  -70,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     21.1      5.8     57.1     51.2     85.8     78.1     14.2     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      44       78       39       81      110      151      201
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,198,099
COMMITMENTS
 163,011  235,492   35,212  816,905  661,512  1015128  932,216  182,971  265,883

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:    -72,575)
   6,088  -15,230  -51,409  -23,224  -10,884  -68,545  -77,523   -4,030    4,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     19.7      2.9     68.2     55.2     84.7     77.8     15.3     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      25       54       18       67       82      105      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      457,890
COMMITMENTS
  98,754   28,197  103,211  213,656  302,679  415,621  434,087   42,269   23,803

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      9,677)
 -16,957   -2,196   12,538   10,831    3,155    6,412   13,497    3,265   -3,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      6.2     22.5     46.7     66.1     90.8     94.8      9.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       19       31       49       53       90       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,970
COMMITMENTS
  12,665    4,551      439   15,835   28,333   28,939   33,323   11,031    6,647

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,463)
     731     -360       50   -3,387     -737   -2,606   -1,047    1,143     -416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     11.4      1.1     39.6     70.9     72.4     83.4     27.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      23       11        2       19       11       43       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       69,148
COMMITMENTS
  11,100   35,123      495   45,721   10,765   57,316   46,383   11,832   22,765

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      4,532)
   1,096     -460      407      740      670    2,243      617    2,289    3,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     50.8      0.7     66.1     15.6     82.9     67.1     17.1     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       35        3       18       13       36       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       44,733
COMMITMENTS
   6,503    6,891    1,046   36,479   35,373   44,028   43,310      705    1,423

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:      5,002)
     -15      564        0    5,162    4,529    5,147    5,093     -145      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     15.4      2.3     81.5     79.1     98.4     96.8      1.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7       23        4       19       20       29       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/31/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,571
COMMITMENTS
     100    1,105        0   12,468   11,422   12,568   12,527        3       44

CHANGES FROM 05/24/05 (CHANGE IN OPEN INTEREST:     -1,663)
     100      157        0   -1,712   -1,778   -1,612   -1,621      -51      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      8.8      0.0     99.2     90.9    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        7        0        5        9        6       16
 

Updated June 3, 2005