WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      311,634
COMMITMENTS
  48,518  103,980   37,094  197,835  133,119  283,447  274,194   28,187   37,441

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -30,795)
  -1,054      748  -13,027   -9,175   -9,737  -23,255  -22,015   -7,539   -8,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6     33.4     11.9     63.5     42.7     91.0     88.0      9.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      81      131       87       61       64      194      238
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      961,024
COMMITMENTS
 152,706  188,650  142,441  498,219  432,629  793,366  763,721  167,659  197,304

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -94,697)
     652   13,529  -44,810  -34,009  -41,298  -78,167  -72,578  -16,530  -22,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     19.6     14.8     51.8     45.0     82.6     79.5     17.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      548)
     138      135      142      218      201      425      426
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,435
COMMITMENTS
   3,800      374      190    1,585    6,626    5,575    7,190    2,860    1,245

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:         -6)
     228      151     -358     -401      478     -531      271      525     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.0      4.4      2.3     18.8     78.5     66.1     85.2     33.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      14        4        3       11       13       28       17
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,156
COMMITMENTS
  42,851   57,403   56,442  171,474  133,447  270,767  247,293   60,388   83,863

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        187)
  -7,116   14,063   -3,103    9,812  -10,809     -407      151      594       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     17.3     17.0     51.8     40.3     81.8     74.7     18.2     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      72      103      103      105       98      245      253
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      194,208
COMMITMENTS
  22,097   31,099   40,423  109,490  101,351  172,011  172,873   22,198   21,335

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -10,453)
  -3,706    7,274   -5,614      311  -11,143   -9,008   -9,484   -1,445     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     16.0     20.8     56.4     52.2     88.6     89.0     11.4     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      32       47       39       55       51      114      125
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      697,987
COMMITMENTS
  88,782   92,322   71,284  422,577  372,616  582,643  536,222  115,344  161,765

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -161,203)
   1,806    5,891  -73,687  -55,497  -56,026 -127,378 -123,821  -33,825  -37,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7     13.2     10.2     60.5     53.4     83.5     76.8     16.5     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      31       30       39       68       77      118      127
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      147,024
COMMITMENTS
  16,467   23,794   22,969   79,621   76,616  119,057  123,379   27,967   23,644

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     -5,709)
  -3,671    4,219   -3,145    2,061   -5,201   -4,755   -4,127     -955   -1,582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     16.2     15.6     54.2     52.1     81.0     83.9     19.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      28       41       35       49       52      100      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,747
COMMITMENTS
   2,920      319      894    2,155    5,538    5,970    6,752    1,777      995

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -253)
       3       65     -203       22     -155     -178     -294      -75       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.7      4.1     11.5     27.8     71.5     77.1     87.2     22.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      15       10        8       17       16       38       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      343,409
COMMITMENTS
  82,788   63,582    2,181  181,900  167,677  266,869  233,440   76,540  109,969

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:    -27,567)
 -21,166  -33,216       23  -11,788    5,447  -32,931  -27,746    5,364      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1     18.5      0.6     53.0     48.8     77.7     68.0     22.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      22       22        6       46       55       71       80
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,026,455
COMMITMENTS
 376,223  317,278  206,143  1215777  1139412  1798143  1662833  228,312  363,622

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -532,818)
  49,963  -50,994 -166,009 -271,210 -216,090 -387,256 -433,093 -145,562  -99,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6     15.7     10.2     60.0     56.2     88.7     82.1     11.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      256)
      59       61       67      105      110      196      206
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,393,972
COMMITMENTS
 206,191  357,545  111,169  943,825  727,383  1261184  1196096  132,787  197,876

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:   -399,592)
   7,269  -84,046 -139,369 -239,394  -58,115 -371,494 -281,530  -28,098 -118,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     25.6      8.0     67.7     52.2     90.5     85.8      9.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      28       50       34       68       78      117      141
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      655,318
COMMITMENTS
 108,655   95,046  284,418  205,322  226,340  598,394  605,804   56,924   49,513

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:     47,346)
   6,547      480   24,585   12,851   17,048   43,982   42,113    3,364    5,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     14.5     43.4     31.3     34.5     91.3     92.4      8.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      39       32       45       56       55      118      110
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       39,543
COMMITMENTS
  10,456    6,011      903   21,831   18,661   33,190   25,576    6,353   13,967

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:        278)
   4,066   -2,283      -40   -4,482      970     -456   -1,353      734    1,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.4     15.2      2.3     55.2     47.2     83.9     64.7     16.1     35.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      15       12        7       19       12       35       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       86,100
COMMITMENTS
  38,938   21,210    4,481   24,121   48,656   67,541   74,347   18,559   11,753

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:       -515)
   9,442   -3,198   -2,582  -10,761    5,282   -3,900     -497    3,385      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.2     24.6      5.2     28.0     56.5     78.4     86.4     21.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      34       26       17       18       18       64       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,967
COMMITMENTS
   9,084    4,087       69   25,854   30,497   35,007   34,653      960    1,314

CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST:      2,353)
   1,848      357        0      -96    1,470    1,752    1,827      601      526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3     11.4      0.2     71.9     84.8     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       12        4       18       20       30       34
 

Updated November 28, 2005