WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      269,079
COMMITMENTS
  37,749   52,616   52,186  155,494  130,205  245,429  235,007   23,651   34,073

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      8,276)
      90    3,813    5,220    4,065    3,487    9,375   12,520   -1,099   -4,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0     19.6     19.4     57.8     48.4     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      74      100       73       48       63      167      199
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      888,593
COMMITMENTS
  97,625   90,515  192,243  455,650  387,957  745,518  670,715  143,076  217,878

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     16,856)
   3,150    5,608   25,216   -1,144   -5,936   27,222   24,888  -10,366   -8,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     10.2     21.6     51.3     43.7     83.9     75.5     16.1     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      541)
     149      118      178      205      212      454      438
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,521
COMMITMENTS
   2,438      899      919    2,486    5,331    5,843    7,149    3,678    2,372

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:       -145)
     459     -303        1      203      197      663     -106     -808      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      9.4      9.7     26.1     56.0     61.4     75.1     38.6     24.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      13       11        5       11       14       26       28
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,379
COMMITMENTS
  91,520   19,154   97,540  153,494  205,988  342,555  322,682   88,825  108,697

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      6,200)
   6,270     -659   -4,025     -678    8,964    1,568    4,280    4,633    1,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2      4.4     22.6     35.6     47.8     79.4     74.8     20.6     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     157       74      141      103      128      327      289
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,889
COMMITMENTS
  11,747    1,738    1,249        0      822   12,996    3,809    3,893   13,080

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        719)
    -257      -51      428        0       45      171      422      548      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    69.6     10.3      7.4      0.0      4.9     76.9     22.6     23.1     77.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      10        8        8        0        3       14       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      165,929
COMMITMENTS
  27,643   11,041   29,228   81,557  111,477  138,428  151,746   27,501   14,182

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     10,091)
   3,058      131    2,881    2,247    6,338    8,186    9,350    1,905      741

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      6.7     17.6     49.2     67.2     83.4     91.5     16.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      58       21       38       47       47      123       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      902,394
COMMITMENTS
 130,158   91,833  157,666  462,270  451,911  750,094  701,410  152,300  200,984

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -19,836)
 -18,053   -9,572    3,684   -3,332  -12,820  -17,701  -18,708   -2,135   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     10.2     17.5     51.2     50.1     83.1     77.7     16.9     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      32       44       44       71       85      131      145
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      168,896
COMMITMENTS
  48,530    6,277   23,366   55,890  115,155  127,786  144,797   41,110   24,098

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      5,137)
   3,815   -2,303     -208   -2,239    6,423    1,369    3,913    3,768    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      3.7     13.8     33.1     68.2     75.7     85.7     24.3     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      48       25       35       51       61      124      108
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        8,677
COMMITMENTS
   3,898      979    1,698    1,716    4,206    7,312    6,883    1,365    1,794

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:        143)
     257       44     -105       80     -164      232     -225      -89      368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    44.9     11.3     19.6     19.8     48.5     84.3     79.3     15.7     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      18        9       11       12       15       33       32
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      378,326
COMMITMENTS
  94,344   80,564    1,987  226,369  184,168  322,700  266,719   55,626  111,607

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -21,590)
  -6,683    4,663     -450   -8,498  -35,847  -15,631  -31,634   -5,959   10,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.9     21.3      0.5     59.8     48.7     85.3     70.5     14.7     29.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      15       17        4       45       42       62       61
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,719,239
COMMITMENTS
 473,143  435,356  483,997  1479584  1326023  2436724  2245377  282,515  473,862

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:    -29,861)
   2,017   62,503   -6,439  -30,431  -94,204  -34,852  -38,140    4,991    8,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4     16.0     17.8     54.4     48.8     89.6     82.6     10.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      59       84       83      114      134      215      259
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,433,063
COMMITMENTS
 212,422  209,676  190,577  832,664  736,050  1235662  1136303  197,401  296,760

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     47,684)
  46,513   -2,588   14,409   -7,581   -5,035   53,341    6,787   -5,657   40,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     14.6     13.3     58.1     51.4     86.2     79.3     13.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       56       46       71       85      132      154
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      577,087
COMMITMENTS
  86,416   61,122  189,586  252,678  293,511  528,680  544,219   48,406   32,867

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     20,425)
   7,778    2,020   -6,640   15,572   23,493   16,710   18,873    3,714    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     10.6     32.9     43.8     50.9     91.6     94.3      8.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      31       22       40       51       52      101       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       53,415
COMMITMENTS
  12,905    4,130    2,085   20,698   35,821   35,688   42,036   17,727   11,379

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:      9,109)
     236     -831      710    3,754    5,589    4,700    5,468    4,408    3,640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.2      7.7      3.9     38.7     67.1     66.8     78.7     33.2     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      22       12       13       22       22       48       43
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       98,498
COMMITMENTS
  13,165   36,343   11,055   59,261   21,074   83,481   68,472   15,017   30,026

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     17,250)
     953    2,308    5,416    8,500    4,964   14,869   12,688    2,381    4,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     36.9     11.2     60.2     21.4     84.8     69.5     15.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       32       30       24       20       64       66
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,636
COMMITMENTS
   3,244    5,636    1,029   31,707   28,784   35,980   35,449      656    1,187

CHANGES FROM 06/07/05 (CHANGE IN OPEN INTEREST:     -4,318)
  -2,924     -726        0   -1,204   -3,668   -4,128   -4,394     -190       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     15.4      2.8     86.5     78.6     98.2     96.8      1.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7       18        4       19       20       29       39
 

Updated June 17, 2005