WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED 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:      344,241
COMMITMENTS
  57,858   72,119   59,317  196,292  167,332  313,467  298,768   30,774   45,473

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,957)
   1,229      141      335    3,628    3,279    5,191    3,755     -234    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8     21.0     17.2     57.0     48.6     91.1     86.8      8.9     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      88      104      101       57       64      213      214
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED 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:    1,020,989
COMMITMENTS
 156,242  120,651  190,739  500,954  466,874  847,935  778,264  173,055  242,725

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     24,088)
   2,874   -6,438    8,091   16,571   13,442   27,536   15,095   -3,447    8,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3     11.8     18.7     49.1     45.7     83.1     76.2     16.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      556)
     143      127      156      214      223      447      433
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED 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:       10,170
COMMITMENTS
   5,053      465      176    1,583    7,675    6,812    8,316    3,358    1,854

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        149)
      10      146      -76       88     -116       22      -46      127      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.7      4.6      1.7     15.6     75.5     67.0     81.8     33.0     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      19        5        3       11       16       31       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED 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:      384,580
COMMITMENTS
  60,568   48,041   79,972  178,088  155,019  318,628  283,031   65,952  101,549

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     19,955)
   2,239   13,596    4,123   13,087   -2,603   19,449   15,116      506    4,839

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7     12.5     20.8     46.3     40.3     82.9     73.6     17.1     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      370)
     115      113      142       96      113      287      302
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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:      189,591
COMMITMENTS
  23,464   29,112   36,921  106,451   99,870  166,836  165,904   22,755   23,687

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     -6,360)
   3,223   -8,706   -4,681     -504    8,999   -1,961   -4,388   -4,399   -1,972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     15.4     19.5     56.1     52.7     88.0     87.5     12.0     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      162)
      31       59       43       55       48      121      123
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED 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:      704,101
COMMITMENTS
  55,941   88,466   73,801  428,586  361,462  558,328  523,729  145,773  180,371

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    -16,436)
 -20,882   12,279   -5,112    8,671  -32,618  -17,323  -25,451      887    9,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     12.6     10.5     60.9     51.3     79.3     74.4     20.7     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      24       39       36       60       66      106      119
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED 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:      140,976
COMMITMENTS
  24,941   11,378   22,329   66,080   88,657  113,349  122,364   27,627   18,612

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:    -11,949)
  -7,377    1,938     -762   -1,141  -11,868   -9,280  -10,692   -2,669   -1,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      8.1     15.8     46.9     62.9     80.4     86.8     19.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      43       32       36       50       54      116      103
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED 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:       10,596
COMMITMENTS
   4,129      323      723    2,718    8,389    7,570    9,435    3,026    1,161

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:        905)
     669      -34      -51       54      705      671      620      234      285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.0      3.1      6.8     25.7     79.2     71.4     89.0     28.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30        4        6       21       19       53       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED 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:      414,434
COMMITMENTS
 111,482  109,553    2,472  219,591  204,772  333,545  316,797   80,889   97,637

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     10,017)
     177   12,307   -2,030   -2,772    6,042   -4,624   16,319   14,641   -6,302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9     26.4      0.6     53.0     49.4     80.5     76.4     19.5     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      25       27        6       48       55       76       85
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED 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:    2,010,207
COMMITMENTS
 386,294  237,600  232,004  1127683  1115993  1745982  1585597  264,226  424,610

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     21,277)
 -17,509   16,474   21,700   21,007  -24,916   25,197   13,258   -3,921    8,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2     11.8     11.5     56.1     55.5     86.9     78.9     13.1     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      55       60       70       94      114      184      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED 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:    1,186,873
COMMITMENTS
 180,884  207,520   80,368  737,729  636,056  998,980  923,944  187,893  262,930

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,804)
  -3,034  -16,329    7,237   -6,604    3,716   -2,401   -5,377    7,205   10,181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2     17.5      6.8     62.2     53.6     84.2     77.8     15.8     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      33       45       35       62       81      113      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED 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:      614,196
COMMITMENTS
 148,792   72,176  219,618  207,199  292,787  575,609  584,581   38,588   29,615

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     45,016)
 -23,141    5,655   56,967   38,187      512   72,013   63,134  -26,998  -18,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2     11.8     35.8     33.7     47.7     93.7     95.2      6.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      31       32       45       56       52      114      106
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED 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:       43,172
COMMITMENTS
  11,645    6,596      520   16,700   28,679   28,865   35,795   14,307    7,377

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:      4,430)
   1,899      -42       55    1,796    2,184    3,750    2,197      680    2,233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     15.3      1.2     38.7     66.4     66.9     82.9     33.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       11        6       19       13       37       28
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED 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:       84,494
COMMITMENTS
  39,386   24,006    7,094   26,720   28,993   73,200   60,093   11,294   24,402

CHANGES FROM 01/03/06 (CHANGE IN OPEN INTEREST:     12,169)
   3,244    2,844    1,328    6,096    5,755   10,668    9,927    1,501    2,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.6     28.4      8.4     31.6     34.3     86.6     71.1     13.4     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      29       29       19       16       19       58       54
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
    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