WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      328,639
COMMITMENTS
  52,763  112,031   42,328  200,595  137,122  295,687  291,481   32,952   37,158

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      9,541)
   2,128    1,188    4,470      483    3,139    7,081    8,797    2,460      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     34.1     12.9     61.0     41.7     90.0     88.7     10.0     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      87      139       86       57       61      196      238
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      916,821
COMMITMENTS
 140,701  188,537  131,953  476,243  385,916  748,897  706,406  167,924  210,415

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     15,633)
   3,657      613    1,691    4,372    5,149    9,720    7,453    5,912    8,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     20.6     14.4     51.9     42.1     81.7     77.0     18.3     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      536)
     121      153      132      203      198      403      415
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,608
COMMITMENTS
   5,485      502      233    1,315    7,948    7,032    8,682    3,576    1,926

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      1,361)
     681      148      205      155      777    1,040    1,129      321      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7      4.7      2.2     12.4     74.9     66.3     81.8     33.7     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      23        6        3       11       16       35       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      368,451
COMMITMENTS
  47,865   56,017   78,488  172,401  142,652  298,754  277,158   69,697   91,293

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:      7,037)
   5,839  -17,141   11,672  -12,484   10,895    5,026    5,426    2,011    1,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0     15.2     21.3     46.8     38.7     81.1     75.2     18.9     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
      95      107      127       99      105      267      276
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      225,841
COMMITMENTS
  22,392   50,146   50,577  132,669  103,756  205,638  204,479   20,203   21,362

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     14,330)
     542    2,382    7,076    7,898    6,861   15,516   16,319   -1,186   -1,989

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9     22.2     22.4     58.7     45.9     91.1     90.5      8.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      41       58       54       58       51      135      148
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      663,557
COMMITMENTS
  44,623   95,244   73,299  419,904  313,688  537,827  482,231  125,731  181,326

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    -33,270)
  -8,058      392   -1,773   -3,024  -21,313  -12,855  -22,694  -20,415  -10,576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     14.4     11.0     63.3     47.3     81.1     72.7     18.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      146)
      21       40       37       64       70      106      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      153,228
COMMITMENTS
  24,283   17,101   25,362   72,462   87,578  122,107  130,041   31,121   23,188

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -2,160)
   6,796  -11,443    3,832  -18,651    5,889   -8,023   -1,723    5,863     -437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     11.2     16.6     47.3     57.2     79.7     84.9     20.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      40       37       41       49       52      116      111
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,282
COMMITMENTS
   2,784      369    1,353    2,417    6,353    6,554    8,074    2,728    1,207

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:        808)
     235       35      -64      181      611      353      582      455      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      4.0     14.6     26.0     68.4     70.6     87.0     29.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      17        6        6       21       17       40       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      357,251
COMMITMENTS
 110,651   71,398    6,287  176,399  175,728  293,337  253,413   63,914  103,838

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     20,687)
  -2,605    6,234    1,890   19,588   10,793   18,873   18,917    1,814    1,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     20.0      1.8     49.4     49.2     82.1     70.9     17.9     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      25       23       11       44       53       73       83
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,148,775
COMMITMENTS
 446,018  317,858  252,149  1209159  1164473  1907325  1734480  241,450  414,295

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     28,922)
  53,828    5,237   -5,972    8,449   20,842   56,305   20,107  -27,384    8,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8     14.8     11.7     56.3     54.2     88.8     80.7     11.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      58       65       76      100      117      197      219
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,245,570
COMMITMENTS
 215,777  248,146   67,890  788,111  644,454  1071778  960,490  173,792  285,080

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:    -46,483)
 -38,219  -12,204      -65  -13,612  -13,811  -51,896  -26,080    5,414  -20,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     19.9      5.5     63.3     51.7     86.0     77.1     14.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      31       46       34       64       85      115      145
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      614,623
COMMITMENTS
 146,220   89,641  267,565  155,756  224,356  569,541  581,562   45,082   33,061

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     54,081)
  36,097    8,052    7,975   12,598   41,282   56,670   57,309   -2,589   -3,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.8     14.6     43.5     25.3     36.5     92.7     94.6      7.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      35       30       42       48       52      107      101
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       66,171
COMMITMENTS
  12,416    8,248    7,063   36,611   29,515   56,091   44,826   10,080   21,345

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     22,756)
   1,308    1,490    5,533   14,189    9,587   21,029   16,609    1,727    6,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8     12.5     10.7     55.3     44.6     84.8     67.7     15.2     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      17       23       22       28       20       61       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      124,318
COMMITMENTS
  48,859   15,599   18,004   16,689   75,761   83,552  109,365   40,766   14,953

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     21,928)
  -2,050   -2,973   12,173   -5,776    8,162    4,347   17,362   17,580    4,565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     12.5     14.5     13.4     60.9     67.2     88.0     32.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      40       21       32       25       24       78       64
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,667
COMMITMENTS
   8,771    4,254      555   26,137   30,153   35,463   34,962      204      705

CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST:     -2,523)
     -23        2        0   -2,527   -2,694   -2,550   -2,692       27      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     11.9      1.6     73.3     84.5     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      11       11        4       18       21       30       35
 

Updated December 16, 2005