WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      281,887
COMMITMENTS
  44,270   81,125   34,433  178,821  128,980  257,524  244,538   24,363   37,349

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        192)
    -888   -8,414    4,612   -4,423    1,818     -699   -1,984      891    2,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     28.8     12.2     63.4     45.8     91.4     86.8      8.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      62      114       69       40       60      158      203
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      720,223
COMMITMENTS
 130,965  160,622   50,055  415,169  327,199  596,189  537,876  124,034  182,347

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:     13,307)
   3,214    4,795    6,144    1,754   -3,012   11,112    7,927    2,195    5,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     22.3      6.9     57.6     45.4     82.8     74.7     17.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      531)
     128      128       90      174      187      358      362
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        5,888
COMMITMENTS
   2,544      570       22    1,093    3,562    3,659    4,154    2,229    1,734

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        200)
     192     -162        3       -2      129      193      -30        7      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2      9.7      0.4     18.6     60.5     62.1     70.6     37.9     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        6        2        7       15       20       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      253,289
COMMITMENTS
  56,245   54,331   22,371  130,414  106,992  209,030  183,694   44,259   69,595

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,163)
  -2,993    4,960    4,141    2,716   -5,102    3,864    3,999    1,299    1,164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     21.5      8.8     51.5     42.2     82.5     72.5     17.5     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      85      104       67       82       95      211      238
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      142,078
COMMITMENTS
  29,984   24,900   13,496   78,412   85,228  121,892  123,624   20,186   18,454

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,875)
     240   -2,006      169      848    1,567    1,257     -270      618    2,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     17.5      9.5     55.2     60.0     85.8     87.0     14.2     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      37       33       27       48       47       98      103
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      555,673
COMMITMENTS
  97,867   81,370    5,121  340,533  312,036  443,521  398,527  112,152  157,146

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      5,094)
  13,855   13,950    3,144  -16,627  -26,498      372   -9,404    4,722   14,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     14.6      0.9     61.3     56.2     79.8     71.7     20.2     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      24       31       17       54       70       87      109
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      126,912
COMMITMENTS
  18,010   15,091   15,006   69,164   76,456  102,180  106,553   24,732   20,359

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:      1,443)
   1,674    2,754      217   -2,704   -1,731     -813    1,240    2,256      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     11.9     11.8     54.5     60.2     80.5     84.0     19.5     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      33       32       36       50       46      101      107
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,410
COMMITMENTS
   2,592    1,258      787    1,895    3,206    5,274    5,251    1,136    1,159

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -353)
    -245     -260     -127      -71      518     -443      131       90     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     19.6     12.3     29.6     50.0     82.3     81.9     17.7     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      17        7        9       11       15       32       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      335,847
COMMITMENTS
  87,199   45,639    1,661  175,552  181,883  264,412  229,183   71,435  106,664

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -10,934)
 -16,195   -6,200   -1,058    1,842   -3,938  -15,411  -11,196    4,477      262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     13.6      0.5     52.3     54.2     78.7     68.2     21.3     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       20        4       40       48       58       70
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,630,494
COMMITMENTS
 382,286  358,753   37,346  977,101  866,586  1396733  1262685  233,761  367,809

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -88,319)
   1,808  -41,379  -41,537  -37,451  -60,537  -77,180 -143,453  -11,139   55,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     22.0      2.3     59.9     53.1     85.7     77.4     14.3     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      60       51       30       85      108      153      181
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,125,468
COMMITMENTS
 185,330  262,121   17,528  768,061  604,939  970,919  884,588  154,549  240,880

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -10,655)
  10,012  -10,056   -2,186    2,368   -8,210   10,194  -20,452  -20,849    9,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     23.3      1.6     68.2     53.7     86.3     78.6     13.7     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      38       38       14       65       68      108      115
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      463,968
COMMITMENTS
 134,792   81,724   70,708  207,597  273,987  413,097  426,419   50,871   37,549

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:    -38,075)
 -23,174   -7,269     -594  -11,289  -32,350  -35,057  -40,213   -3,018    2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     17.6     15.2     44.7     59.1     89.0     91.9     11.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      38       32       35       58       53      118       98
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       34,568
COMMITMENTS
   4,323    7,029        6   23,338   16,950   27,667   23,985    6,901   10,583

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:        952)
     533       71        6     -473     -159       66      -82      886    1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     20.3      0.0     67.5     49.0     80.0     69.4     20.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       13        2       17       10       27       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       48,631
COMMITMENTS
  19,695   26,875      357   12,787   11,812   32,839   39,044   15,792    9,587

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -923)
     392   -3,519      -48   -3,392    3,621   -3,048       54    2,125     -977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     55.3      0.7     26.3     24.3     67.5     80.3     32.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16       24        3       13       13       31       38
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 09/27/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,678
COMMITMENTS
   8,544    3,881      172   24,751   28,896   33,467   32,949      211      729

CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST:       -402)
    -336       77        0      -73     -550     -409     -473        7       71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     11.5      0.5     73.5     85.8     99.4     97.8      0.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7       17        3       16       20       25       38
 

Updated September 30, 2005