WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      425,376
COMMITMENTS
  78,324   67,174   87,559  217,582  209,816  383,464  364,549   41,912   60,827

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      8,656)
   5,796    1,472   -6,213    5,826    7,657    5,409    2,915    3,247    5,741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4     15.8     20.6     51.2     49.3     90.1     85.7      9.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     117      111      125       57       75      262      244
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,275,982
COMMITMENTS
 222,731   91,343  307,348  545,991  576,294  1076070  974,986  199,912  300,996

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     28,864)
   1,686   -4,410   20,051   -3,245    5,512   18,492   21,154   10,372    7,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      7.2     24.1     42.8     45.2     84.3     76.4     15.7     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     193      108      205      240      261      541      505
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,457
COMMITMENTS
   5,950      387      675    1,704    9,375    8,330   10,437    4,127    2,020

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -552)
    -527     -217      155      142       82     -230       21     -323     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.8      3.1      5.4     13.7     75.3     66.9     83.8     33.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      24        8        6        8       12       37       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      459,381
COMMITMENTS
  59,194   58,233  104,775  219,961  185,190  383,930  348,199   75,451  111,183

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     10,094)
      16   -6,473    6,250      960   10,506    7,226   10,282    2,869     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     12.7     22.8     47.9     40.3     83.6     75.8     16.4     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     106      122      152      109      109      319      305
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      206,834
COMMITMENTS
  22,951   30,678   41,854  118,201  112,492  183,005  185,024   23,830   21,811

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,989)
    -704     -998   -2,820    1,881    1,117   -1,643   -2,701     -347      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     14.8     20.2     57.1     54.4     88.5     89.5     11.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      40       60       59       51       49      132      142
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      848,337
COMMITMENTS
 108,247   98,277  121,485  475,283  415,988  705,015  635,750  143,322  212,587

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     32,831)
    -473   15,398   14,665   11,352   10,879   25,545   40,943    7,286   -8,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     11.6     14.3     56.0     49.0     83.1     74.9     16.9     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      27       46       48       74       79      132      142
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      150,566
COMMITMENTS
  23,141   20,825   32,307   67,984   72,655  123,433  125,787   27,133   24,778

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     -1,012)
   2,054     -781     -987   -2,852      187   -1,785   -1,581      772      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     13.8     21.5     45.2     48.3     82.0     83.5     18.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      37       47       43       56       58      123      126
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       13,664
COMMITMENTS
   4,509      331    1,311    3,797    9,851    9,618   11,493    4,047    2,171

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:       -177)
    -441       41     -365      339     -565     -467     -889      290      712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      2.4      9.6     27.8     72.1     70.4     84.1     29.6     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      27        6        8       19       20       49       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      499,386
COMMITMENTS
 132,763  141,710   12,907  261,032  219,614  406,702  374,232   92,684  125,155

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      5,357)
  -8,432    4,119     -584   10,121   -2,071    1,104    1,464    4,252    3,893

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.6     28.4      2.6     52.3     44.0     81.4     74.9     18.6     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      29       40       11       58       59       94      103
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,647,999
COMMITMENTS
 537,320  427,206  387,902  1435817  1349452  2361040  2164561  286,959  483,438

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:     62,260)
  -9,658  -13,879   54,011  -20,698  -19,727   23,655   20,406   38,605   41,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     16.1     14.6     54.2     51.0     89.2     81.7     10.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      62       72       83      116      119      219      233
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,647,391
COMMITMENTS
 329,450  362,535  200,196  947,572  746,297  1477219  1309028  170,172  338,363

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    129,693)
  35,065     -391   34,655   65,274   88,018  134,993  122,283   -5,300    7,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0     22.0     12.2     57.5     45.3     89.7     79.5     10.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      47       51       52       74       92      142      174
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      838,332
COMMITMENTS
 129,188  114,642  351,696  292,421  320,477  773,304  786,815   65,028   51,517

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:    128,212)
  19,565   20,112   67,208   40,115   34,938  126,888  122,258    1,323    5,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4     13.7     42.0     34.9     38.2     92.2     93.9      7.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      33       36       48       60       47      122      104
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,335
COMMITMENTS
   9,672    6,554      622   17,015   25,146   27,309   32,321   13,026    8,014

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        340)
     248     -497       82     -951     -892     -622   -1,307      962    1,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     16.2      1.5     42.2     62.3     67.7     80.1     32.3     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      14       11        7       23       12       41       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      100,463
COMMITMENTS
  46,068   23,727    6,985   37,803   40,823   90,855   71,535    9,608   28,928

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:      4,393)
   6,757   -6,697    1,709   -1,307    2,947    7,160   -2,041   -2,766    6,435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.9     23.6      7.0     37.6     40.6     90.4     71.2      9.6     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      37       23       22       18       20       66       54
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       32,864
COMMITMENTS
   7,543    3,664      557   24,378   28,268   32,478   32,489      386      375

CHANGES FROM 02/07/06 (CHANGE IN OPEN INTEREST:        -95)
      16     -388        1     -100      195      -83     -192      -12       97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.0     11.1      1.7     74.2     86.0     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       12        6       15       17       24       34
 

Updated February 17, 2006