WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      229,430
COMMITMENTS
  45,302   66,634   10,060  152,852  118,086  208,214  194,780   21,216   34,650

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:       -398)
  -2,769    4,335      611    3,528   -7,528    1,370   -2,582   -1,768    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     29.0      4.4     66.6     51.5     90.8     84.9      9.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      55       99       47       40       54      133      168
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      686,436
COMMITMENTS
 110,341   78,501   72,853  392,454  350,263  575,648  501,617  110,788  184,819

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -2,816)
   5,371   -7,026  -12,221    7,587   16,355      737   -2,892   -3,553       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     11.4     10.6     57.2     51.0     83.9     73.1     16.1     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      520)
     122      113      116      170      205      367      379
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,561
COMMITMENTS
   3,100      363      111    1,926    5,773    5,137    6,247    2,424    1,314

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        248)
      83       55       -3      121      128      201      180       47       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      4.8      1.5     25.5     76.4     67.9     82.6     32.1     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10        5        3       12       16       25       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      276,341
COMMITMENTS
  68,949   26,011   14,876  135,329  169,825  219,154  210,712   57,187   65,629

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -14,294)
  -3,463      680   -6,545   -2,286   -6,945  -12,294  -12,810   -2,000   -1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      9.4      5.4     49.0     61.5     79.3     76.3     20.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      344)
     124       63       74       96      128      260      238
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,209
COMMITMENTS
  12,491    3,509      219        0      940   12,710    4,668    4,499   12,541

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:         99)
      -4      314       80        0       24       76      418       23     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.6     20.4      1.3      0.0      5.5     73.9     27.1     26.1     72.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        6        0        3       12       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,223
COMMITMENTS
  36,917    8,633   16,995   65,647  111,964  119,559  137,592   31,664   13,631

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -10,819)
  -1,452   -1,595   -3,852   -8,899   -8,080  -14,203  -13,527    3,384    2,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      5.7     11.2     43.4     74.0     79.1     91.0     20.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      56       17       28       41       41      113       80
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      584,846
COMMITMENTS
 101,439   96,295   10,383  350,474  318,778  462,296  425,456  122,550  159,390

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:    -34,338)
 -18,570  -10,640     -102   -5,195  -18,481  -23,867  -29,223  -10,471   -5,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     16.5      1.8     59.9     54.5     79.0     72.7     21.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      29       30       22       53       70       93      111
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      122,473
COMMITMENTS
  25,671    2,771   14,304   50,630   89,806   90,605  106,881   31,868   15,592

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     -6,175)
  -1,586      628   -2,665   -1,610   -3,361   -5,861   -5,398     -314     -777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      2.3     11.7     41.3     73.3     74.0     87.3     26.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      50       13       26       51       47      112       82
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,900
COMMITMENTS
   3,042    1,489      962    1,596    2,580    5,600    5,031    1,300    1,869

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        224)
    -342      -33      219      337       14      214      200       10       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.1     21.6     13.9     23.1     37.4     81.2     72.9     18.8     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      20       11        9        9       11       31       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      370,433
COMMITMENTS
  97,698  108,421       91  222,319  154,449  320,108  262,961   50,325  107,472

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     17,921)
     487   12,575     -150   12,063      684   12,400   13,109    5,521    4,812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     29.3      0.0     60.0     41.7     86.4     71.0     13.6     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      12       23        2       45       39       59       62
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,823,411
COMMITMENTS
 421,360  410,646   79,168  1106932  953,087  1607460  1442901  215,951  380,510

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     30,479)
 -19,392   27,196   -9,431   69,196    8,571   40,373   26,336   -9,894    4,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     22.5      4.3     60.7     52.3     88.2     79.1     11.8     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      40       78       44       78      118      148      210
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,181,051
COMMITMENTS
 158,854  235,055   12,391  844,158  662,991  1015403  910,437  165,648  270,614

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     41,149)
 -36,644   46,387    1,007   66,274    2,964   30,637   50,358   10,512   -9,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.9      1.0     71.5     56.1     86.0     77.1     14.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      36       35       15       64       79      108      121
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      355,189
COMMITMENTS
  73,529   50,395   31,700  188,965  245,273  294,194  327,368   60,995   27,821

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:     11,420)
   5,138   -2,321   -3,912    2,972   18,932    4,198   12,699    7,222   -1,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     14.2      8.9     53.2     69.1     82.8     92.2     17.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       27       26       44       41       86       79
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,018
COMMITMENTS
   6,845    4,760        1   15,551   17,143   22,397   21,904    6,621    7,114

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        798)
     940     -348        0     -133    1,169      807      821       -9      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     16.4      0.0     53.6     59.1     77.2     75.5     22.8     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      12        9        1       20       12       33       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       48,543
COMMITMENTS
   9,604   24,412      584   28,666   12,896   38,854   37,892    9,689   10,651

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:      3,963)
  -3,633      275      124    8,550    3,589    5,041    3,988   -1,078      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8     50.3      1.2     59.1     26.6     80.0     78.1     20.0     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       31        4       14       13       33       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 07/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,592
COMMITMENTS
   3,966    5,821    1,023   32,224   29,955   37,213   36,799      379      793

CHANGES FROM 07/05/05 (CHANGE IN OPEN INTEREST:        -27)
      10      113       -5       30      -70       35       38      -62      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     15.5      2.7     85.7     79.7     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       18        4       18       21       28       40
 

Updated July 15, 2005