WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      449,143
COMMITMENTS
  77,285   68,554  102,370  229,629  219,759  409,284  390,682   39,859   58,461

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     23,767)
  -1,038    1,380   14,811   12,047    9,943   25,820   26,133   -2,052   -2,366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2     15.3     22.8     51.1     48.9     91.1     87.0      8.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      337)
     113      122      127       58       74      266      244
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,310,227
COMMITMENTS
 240,260   94,368  309,082  553,992  606,121  1103334  1009571  206,893  300,656

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     34,245)
  17,529    3,025    1,734    8,001   29,826   27,264   34,585    6,981     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      7.2     23.6     42.3     46.3     84.2     77.1     15.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      645)
     199      114      201      242      272      544      512
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       12,534
COMMITMENTS
   5,811      369      729    1,796    9,464    8,336   10,562    4,198    1,972

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:         77)
    -139      -19       54       92       89        6      124       71      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.4      2.9      5.8     14.3     75.5     66.5     84.3     33.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      24        7        6       11       14       40       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      472,281
COMMITMENTS
  62,419   50,398  107,112  219,800  193,430  389,332  350,940   82,949  121,341

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     12,900)
   3,225   -7,835    2,337     -160    8,240    5,401    2,741    7,498   10,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     10.7     22.7     46.5     41.0     82.4     74.3     17.6     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      384)
     113      117      158      113      113      326      311
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      208,426
COMMITMENTS
  28,480   24,913   41,260  112,498  121,323  182,238  187,496   26,189   20,930

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      1,592)
   5,529   -5,765     -593   -5,703    8,831     -767    2,472    2,359     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     12.0     19.8     54.0     58.2     87.4     90.0     12.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      47       52       53       48       49      131      132
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      830,102
COMMITMENTS
 106,285   86,464  118,435  459,253  419,423  683,973  624,321  146,129  205,780

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:    -18,235)
  -1,962  -11,814   -3,050  -16,030    3,435  -21,042  -11,429    2,807   -6,806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8     10.4     14.3     55.3     50.5     82.4     75.2     17.6     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      31       48       53       76       82      141      150
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      153,376
COMMITMENTS
  21,134   19,588   32,385   72,546   74,274  126,065  126,246   27,311   27,129

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      2,810)
  -2,007   -1,238       77    4,562    1,619    2,632      459      178    2,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8     12.8     21.1     47.3     48.4     82.2     82.3     17.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      39       41       41       58       55      122      120
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       14,269
COMMITMENTS
   4,321      378    1,490    4,302    9,541   10,114   11,409    4,155    2,860

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:        605)
    -188       47      179      504     -311      496      -84      109      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3      2.6     10.4     30.1     66.9     70.9     80.0     29.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      26        7        9       20       19       50       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      517,095
COMMITMENTS
 137,218  139,599   16,889  269,048  240,462  423,156  396,950   93,939  120,145

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     17,709)
   4,455   -2,111    3,982    8,016   20,848   16,453   22,718    1,255   -5,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     27.0      3.3     52.0     46.5     81.8     76.8     18.2     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      31       39       13       59       59       96      105
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,526,129
COMMITMENTS
 553,032  426,379  368,109  1353098  1294393  2274239  2088880  251,890  437,249

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:   -121,870)
  15,712     -828  -19,794  -82,719  -55,059  -86,801  -75,680  -35,069  -46,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     16.9     14.6     53.6     51.2     90.0     82.7     10.0     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      69       69       83      116      124      220      241
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,698,944
COMMITMENTS
 359,388  379,558  193,451  971,414  788,780  1524254  1361790  174,690  337,154

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     51,553)
  29,938   17,024   -6,745   23,842   42,483   47,035   52,762    4,518   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     22.3     11.4     57.2     46.4     89.7     80.2     10.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      47       52       53       79       98      147      182
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      848,175
COMMITMENTS
 106,186  106,898  379,226  301,759  317,301  787,171  803,424   61,004   44,751

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      9,843)
 -23,001   -7,744   27,530    9,338   -3,177   13,867   16,609   -4,024   -6,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     12.6     44.7     35.6     37.4     92.8     94.7      7.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      38       33       50       62       52      128      110
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       44,268
COMMITMENTS
  12,689    8,769      691   17,706   26,678   31,086   36,138   13,182    8,130

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:      3,933)
   3,017    2,216       69      691    1,532    3,777    3,817      156      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     19.8      1.6     40.0     60.3     70.2     81.6     29.8     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       13        8       24       13       43       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       97,228
COMMITMENTS
  47,959   25,980    4,092   36,233   41,330   88,283   71,402    8,945   25,826

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -3,235)
   1,891    2,253   -2,893   -1,570      507   -2,572     -133     -663   -3,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.3     26.7      4.2     37.3     42.5     90.8     73.4      9.2     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      34       27       17       17       21       62       54
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       31,818
COMMITMENTS
   7,601    3,096      557   23,321   27,783   31,479   31,436      339      382

CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST:     -1,046)
      58     -568        0   -1,057     -485     -999   -1,053      -47        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      9.7      1.8     73.3     87.3     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8       11        6       16       18       25       34
 

Updated February 24, 2006