WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      374,200
COMMITMENTS
  71,412   74,539   65,577  203,337  184,478  340,326  324,594   33,874   49,606

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     24,482)
  10,049   -2,343    8,804    4,768   17,252   23,621   23,713      861      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     19.9     17.5     54.3     49.3     90.9     86.7      9.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     103      111      107       42       66      229      225
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,028,170
COMMITMENTS
 235,676  103,986  151,611  488,524  509,934  875,811  765,531  152,359  262,639

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     51,300)
  28,176  -10,969   10,456    9,974   33,165   48,606   32,652    2,694   18,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     10.1     14.7     47.5     49.6     85.2     74.5     14.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      605)
     181      103      149      183      234      453      433
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,284
COMMITMENTS
   6,492      691      156    1,434    8,959    8,082    9,806    4,202    2,478

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        -45)
     903      -44     -222     -277      525      404      259     -449     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8      5.6      1.3     11.7     72.9     65.8     79.8     34.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      25        7        5        9       15       37       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      351,064
COMMITMENTS
  58,678   65,463   46,979  187,730  144,136  293,387  256,578   57,677   94,486

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      8,363)
     267   -6,808     -415    8,590   14,071    8,442    6,848      -79    1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     18.6     13.4     53.5     41.1     83.6     73.1     16.4     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      348)
      89      112       91       95      102      252      260
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      185,257
COMMITMENTS
  28,168   31,806   30,455  103,942  103,061  162,565  165,322   22,692   19,935

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      3,933)
     -41   -6,103    5,953   -1,514    7,222    4,398    7,072     -465   -3,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     17.2     16.4     56.1     55.6     87.8     89.2     12.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      37       52       45       48       44      115      126
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      658,500
COMMITMENTS
 119,955   94,222   12,142  405,276  350,559  537,373  456,923  121,127  201,577

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     54,162)
  48,630   -6,254    4,327    3,214   23,529   56,171   21,602   -2,009   32,560

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     14.3      1.8     61.5     53.2     81.6     69.4     18.4     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      34       31       18       58       63      103      102
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      131,474
COMMITMENTS
  20,818   21,999   22,075   64,940   65,103  107,833  109,177   23,641   22,297

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      4,609)
    -430    3,770    3,271    2,377   -4,825    5,218    2,216     -609    2,393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     16.7     16.8     49.4     49.5     82.0     83.0     18.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      33       41       36       51       49      108      112
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,005
COMMITMENTS
   4,925      403    1,207    3,372   10,094    9,504   11,704    3,501    1,301

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        678)
     369       44     -119      171      629      421      554      257      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      3.1      9.3     25.9     77.6     73.1     90.0     26.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      28        9        9       18       21       52       33
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      481,350
COMMITMENTS
 141,360  137,404    4,414  249,052  220,307  394,826  362,125   86,524  119,225

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      3,734)
  -4,876  -25,093      594   10,277   18,222    5,995   -6,277   -2,261   10,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     28.5      0.9     51.7     45.8     82.0     75.2     18.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      30       36        5       56       58       89       96
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,017,112
COMMITMENTS
 583,985  446,072   47,719  1170392  1125468  1802096  1619259  215,016  397,853

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:     85,384)
  19,464   40,294     -932   73,202   51,822   91,734   91,184   -6,350   -5,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     22.1      2.4     58.0     55.8     89.3     80.3     10.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      58       67       45       90       97      168      189
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,334,193
COMMITMENTS
 315,870  360,641   44,310  811,403  613,308  1171583  1018259  162,610  315,934

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:    118,274)
  52,118   46,878   12,942   67,262   39,478  132,322   99,298  -14,048   18,976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     27.0      3.3     60.8     46.0     87.8     76.3     12.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      49       39       23       71       80      125      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      470,718
COMMITMENTS
 123,821  114,983  100,275  197,077  215,893  421,173  431,151   49,545   39,567

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:   -107,201)
 -39,224  -24,482  -15,600  -51,769  -64,447 -106,593 -104,529     -608   -2,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     24.4     21.3     41.9     45.9     89.5     91.6     10.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      29       30       36       55       43      107       90
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,482
COMMITMENTS
   9,376    6,919       17   17,789   25,838   27,182   32,774   11,300    5,708

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:       -713)
    -341      878       -5      636   -1,976      290   -1,103   -1,003      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     18.0      0.0     46.2     67.1     70.6     85.2     29.4     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      12       13        2       24       13       37       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       89,430
COMMITMENTS
  39,314   31,721      340   38,208   36,001   77,862   68,062   11,568   21,368

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:      6,061)
     705    1,734     -364    5,701    4,363    6,042    5,733       19      328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     35.5      0.4     42.7     40.3     87.1     76.1     12.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      29       20        3       16       17       46       39
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
FUTURES ONLY POSITIONS AS OF 02/07/06                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       32,959
COMMITMENTS
   7,527    4,052      556   24,478   28,073   32,561   32,681      398      278

CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST:        417)
      20     -137       33      355      855      408      751        9     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     12.3      1.7     74.3     85.2     98.8     99.2      1.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8       13        5       15       18       24       35
 

Updated February 10, 2006