WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      311,399
COMMITMENTS
  57,311   75,936   38,327  189,056  155,507  284,694  269,770   26,705   41,629

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      5,498)
    -432     -176    1,735    4,216    2,519    5,519    4,078      -21    1,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     24.4     12.3     60.7     49.9     91.4     86.6      8.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      81      101       82       49       59      192      196
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      839,228
COMMITMENTS
 175,172  125,064   82,224  443,173  416,998  700,569  624,286  138,659  214,942

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     26,784)
   3,843   -4,079    7,979   15,251   16,791   27,073   20,691     -289    6,093

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     14.9      9.8     52.8     49.7     83.5     74.4     16.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      532)
     148      104      111      167      204      376      379
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,755
COMMITMENTS
   5,049      580        1    1,533    7,448    6,583    8,029    3,172    1,726

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        261)
      17       71        1       59        2       77       74      184      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      5.9      0.0     15.7     76.4     67.5     82.3     32.5     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      17        7        1       11       16       29       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      299,439
COMMITMENTS
  57,101   52,153   34,013  158,211  128,715  249,325  214,881   50,114   84,558

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     11,688)
     -18   10,156     -667   10,750   -2,628   10,065    6,861    1,623    4,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     17.4     11.4     52.8     43.0     83.3     71.8     16.7     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      343)
      83      117       81       78      106      223      258
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,638
COMMITMENTS
   9,697    3,912      457        0      186   10,154    4,555    3,484    9,083

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     28.7      3.4      0.0      1.4     74.5     33.4     25.5     66.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       8       11        6        0        1       10       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      167,605
COMMITMENTS
  27,623   28,999   23,109   95,532   93,428  146,264  145,536   21,341   22,069

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -5,398)
   1,990   -9,194   -3,109     -166    9,104   -1,285   -3,199   -4,113   -2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     17.3     13.8     57.0     55.7     87.3     86.8     12.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      31       56       37       49       44      109      116
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      585,254
COMMITMENTS
  60,699   98,633    6,985  389,000  318,465  456,684  424,083  128,570  161,171

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    -17,166)
 -19,095    9,497   -3,331    8,337  -32,505  -14,089  -26,339   -3,077    9,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     16.9      1.2     66.5     54.4     78.0     72.5     22.0     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      26       34       13       52       59       83      101
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      124,893
COMMITMENTS
  23,556   11,939   14,393   62,047   82,413   99,996  108,745   24,897   16,148

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    -13,768)
  -8,041    1,317   -1,321   -2,040  -12,150  -11,402  -12,154   -2,366   -1,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      9.6     11.5     49.7     66.0     80.1     87.1     19.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      41       30       29       46       49      107       93
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,955
COMMITMENTS
   4,088      305      460    2,634    8,122    7,182    8,887    2,773    1,068

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        757)
     491      -52      -38       67      545      520      455      237      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      3.1      4.6     26.5     81.6     72.1     89.3     27.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28        5        6       18       17       50       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      411,820
COMMITMENTS
 111,108  109,520    1,768  218,847  204,541  331,723  315,829   80,097   95,991

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      8,039)
    -197   12,213   -2,582   -3,506    5,944   -6,285   15,575   14,324   -7,536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     26.6      0.4     53.1     49.7     80.6     76.7     19.4     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      25       26        3       47       54       73       82
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,584,307
COMMITMENTS
 392,256  284,265   26,411  927,954  884,466  1346621  1195142  237,686  389,165

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     20,619)
  -5,579   23,387    6,531   24,972  -10,031   25,924   19,887   -5,305      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     17.9      1.7     58.6     55.8     85.0     75.4     15.0     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      46       62       31       73       98      137      173
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,074,572
COMMITMENTS
 187,769  203,552   12,004  695,721  608,163  895,494  823,719  179,078  250,853

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      1,880)
  -9,553  -15,719    4,356     -507    3,993   -5,704   -7,370    7,584    9,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     18.9      1.1     64.7     56.6     83.3     76.7     16.7     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      36       37       17       57       74      102      119
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      502,344
COMMITMENTS
 147,176   91,977  123,824  196,941  262,982  467,941  478,783   34,403   23,561

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     28,390)
 -10,427   27,857   32,024   34,500  -13,479   56,097   46,402  -27,707  -18,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     18.3     24.6     39.2     52.4     93.2     95.3      6.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      28       30       43       50       48      105      100
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,607
COMMITMENTS
  11,448    6,514        4   16,470   28,563   27,922   35,081   13,685    6,526

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,154)
   1,794      -41       -2    1,739    2,215    3,531    2,172      623    1,982

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.5     15.7      0.0     39.6     68.6     67.1     84.3     32.9     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      14       10        2       19       13       34       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       76,079
COMMITMENTS
  41,015   24,998      272   24,335   27,568   65,622   52,838   10,457   23,241

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     11,130)
   4,014    2,959      -10    5,482    6,057    9,486    9,006    1,644    2,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     32.9      0.4     32.0     36.2     86.3     69.5     13.7     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      30       21        3       15       18       48       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 01/10/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,610
COMMITMENTS
   8,826    4,323      510   24,247   28,746   33,583   33,579       27       31

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:       -448)
     -72      -35       35     -203       10     -240       10     -208     -458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     12.9      1.5     72.1     85.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       12        4       15       18       26       32
 

Updated January 12, 2006