WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,286
COMMITMENTS
  52,499   98,783   48,422  196,646  143,966  297,566  291,170   33,719   40,115

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      2,646)
    -265  -13,248    6,093   -3,949    6,844    1,879     -310      767    2,957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     29.8     14.6     59.4     43.5     89.8     87.9     10.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      80      125       87       57       64      194      226
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      927,511
COMMITMENTS
 142,469  174,323  134,257  479,045  407,089  755,770  715,669  171,740  211,842

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     10,689)
   1,768  -14,214    2,303    2,802   21,174    6,873    9,263    3,816    1,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     18.8     14.5     51.6     43.9     81.5     77.2     18.5     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     123      139      129      209      212      407      417
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,537
COMMITMENTS
   4,809      315      158    1,289    7,365    6,256    7,838    3,281    1,699

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -1,071)
    -675     -187      -75      -26     -583     -776     -845     -295     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.4      3.3      1.7     13.5     77.2     65.6     82.2     34.4     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      19        3        2       10       16       29       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      382,042
COMMITMENTS
  52,625   40,742   86,154  171,284  155,806  310,063  282,702   71,979   99,340

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     13,591)
   4,760  -15,276    7,666   -1,117   13,154   11,309    5,544    2,282    8,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     10.7     22.6     44.8     40.8     81.2     74.0     18.8     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      95      108      137      106      114      292      282
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      204,396
COMMITMENTS
  21,340   49,523   42,089  117,782   89,848  181,211  181,460   23,185   22,936

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -21,445)
  -1,052     -622   -8,488  -14,887  -13,909  -24,427  -23,019    2,982    1,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4     24.2     20.6     57.6     44.0     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      41       51       44       58       48      124      132
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      672,938
COMMITMENTS
  50,681   86,945   68,927  419,152  346,803  538,761  502,675  134,177  170,263

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      9,381)
   6,058   -8,299   -4,373     -752   33,115      934   20,443    8,447  -11,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     12.9     10.2     62.3     51.5     80.1     74.7     19.9     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      20       39       35       62       67      104      119
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      154,572
COMMITMENTS
  28,764   14,798   27,662   65,576   89,035  122,002  131,495   32,571   23,077

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      1,344)
   4,480   -2,303    2,300   -6,886    1,458     -105    1,454    1,450     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      9.6     17.9     42.4     57.6     78.9     85.1     21.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      46       33       36       51       52      119      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,136
COMMITMENTS
   3,084      253      890    2,468    6,839    6,443    7,983    2,693    1,154

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:       -146)
     301     -116     -462       51      486     -111      -92      -35      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.8      2.8      9.7     27.0     74.9     70.5     87.4     29.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      18        4        7       21       18       41       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      366,754
COMMITMENTS
 117,912   62,885    6,159  179,684  195,630  303,755  264,675   62,999  102,080

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:      9,503)
   7,261   -8,514     -127    3,285   19,902   10,418   11,261     -915   -1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.2     17.1      1.7     49.0     53.3     82.8     72.2     17.2     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      25       24       10       42       55       71       85
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,069,281
COMMITMENTS
 400,936  256,781  261,558  1187092  1139722  1849585  1658061  219,696  411,220

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -79,494)
 -45,083  -61,077    9,409  -22,067  -24,751  -57,740  -76,419  -21,753   -3,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4     12.4     12.6     57.4     55.1     89.4     80.1     10.6     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      61       62       74      101      115      198      215
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,204,743
COMMITMENTS
 219,256  237,181   63,654  767,485  631,789  1050395  932,624  154,348  272,119

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -40,827)
   3,479  -10,965   -4,236  -20,626  -12,665  -21,383  -27,866  -19,444  -12,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.2     19.7      5.3     63.7     52.4     87.2     77.4     12.8     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      37       39       32       67       84      116      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      652,541
COMMITMENTS
 179,210   88,933  261,452  165,611  266,773  606,273  617,159   46,268   35,382

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     37,918)
  32,990     -707   -6,113    9,856   42,418   36,732   35,597    1,185    2,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     13.6     40.1     25.4     40.9     92.9     94.6      7.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      30       31       40       50       54      104      102
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,770
COMMITMENTS
  11,299    6,119      502   14,950   26,889   26,751   33,510   12,019    5,260

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -27,401)
  -1,117   -2,130   -6,562  -21,661   -2,625  -29,340  -11,316    1,939  -16,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.1     15.8      1.3     38.6     69.4     69.0     86.4     31.0     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      17        9        5       18       14       36       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       60,614
COMMITMENTS
  34,502   11,332    4,564   11,355   23,196   50,420   39,091   10,193   21,523

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:    -63,704)
 -14,357   -4,268  -13,441   -5,334  -52,566  -33,132  -70,274  -30,573    6,569

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.9     18.7      7.5     18.7     38.3     83.2     64.5     16.8     35.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      27       15       12       13       15       43       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,619
COMMITMENTS
   8,827    4,455      475   24,096   28,240   33,398   33,170      221      449

CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST:     -2,048)
      56      201      -80   -2,041   -1,913   -2,065   -1,792       17     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3     13.3      1.4     71.7     84.0     99.3     98.7      0.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       9       12        3       14       20       24       34
 

Updated December 23, 2005