WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,782
COMMITMENTS
  50,777   52,659   38,468  158,237  147,395  247,482  238,523   26,300   35,260

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:      3,266)
   1,061    1,685     -143    4,913    5,203    5,831    6,745   -2,565   -3,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5     19.2     14.1     57.8     53.8     90.4     87.1      9.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      78       93       65       46       61      166      180
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      876,277
COMMITMENTS
 108,046   73,368  187,394  433,644  399,632  729,083  660,394  147,194  215,883

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -4,391)
  -6,491    9,717    7,955   -6,130  -15,077   -4,667    2,595      276   -6,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      8.4     21.4     49.5     45.6     83.2     75.4     16.8     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      534)
     139      102      165      205      229      435      430
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,515
COMMITMENTS
   2,957       73      699    2,259    6,352    5,916    7,124    2,600    1,391

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        324)
     177     -435       34       69      665      281      264       43       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.7      0.9      8.2     26.5     74.6     69.5     83.7     30.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13        4        6       10       17       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,146
COMMITMENTS
  73,518   23,681   84,536  160,819  209,065  318,873  317,282   90,273   91,864

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -11,519)
  -6,498    4,301      456   -9,418  -10,745  -15,459   -5,988    3,941   -5,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      5.8     20.7     39.3     51.1     77.9     77.5     22.1     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      383)
     135       78      140      112      139      321      301
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,110
COMMITMENTS
  12,495    3,195      139        0      916   12,634    4,250    4,476   12,860

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -1,706)
  -1,822      916     -125        0      -10   -1,947      781      241   -2,487

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    73.0     18.7      0.8      0.0      5.4     73.8     24.8     26.2     75.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        9        6        0        3       11       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      180,856
COMMITMENTS
  38,467   11,032   31,114   81,642  126,677  151,223  168,823   29,633   12,032

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     -3,909)
    -580    1,333      967   -2,869   -4,346   -2,482   -2,047   -1,428   -1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.3      6.1     17.2     45.1     70.0     83.6     93.3     16.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      155)
      55       22       36       48       50      127       99
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      826,294
COMMITMENTS
 108,864   94,259  132,739  434,558  407,050  676,162  634,048  150,132  192,246

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -30,323)
 -23,952    4,721    1,232  -10,084  -29,142  -32,803  -23,188    2,480   -7,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     11.4     16.1     52.6     49.3     81.8     76.7     18.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      28       41       36       70       82      122      135
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      144,417
COMMITMENTS
  28,204    2,117   24,296   56,514  100,199  109,014  126,612   35,403   17,805

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -19,424)
  -7,946     -344   -4,703   -4,741   -9,475  -17,390  -14,523   -2,034   -4,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      1.5     16.8     39.1     69.4     75.5     87.7     24.5     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      44       17       34       55       52      121       93
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,953
COMMITMENTS
   3,478    1,507      878    1,259    2,701    5,615    5,085    1,338    1,868

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:       -718)
    -321      -12       49     -441     -659     -713     -621       -6      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0     21.7     12.6     18.1     38.8     80.8     73.1     19.2     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      22        9        9       11       13       33       31
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      353,566
COMMITMENTS
  97,211   95,846      241  210,256  153,765  307,708  249,852   45,858  103,714

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:    -12,454)
   2,296    7,076     -197   -4,241  -17,518   -2,142  -10,639  -10,312   -1,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.5     27.1      0.1     59.5     43.5     87.0     70.7     13.0     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      16       22        2       44       39       62       61
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,469,183
COMMITMENTS
 446,270  347,681  402,067  1363903  1289121  2212239  2038868  256,944  430,314

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:   -102,069)
  52,508   -7,681  -48,067 -125,962  -53,867 -121,521 -109,616   19,452    7,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     14.1     16.3     55.2     52.2     89.6     82.6     10.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      54       73       66      104      134      190      241
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,417,228
COMMITMENTS
 178,128  183,741  167,463  907,396  772,834  1252987  1124038  164,241  293,190

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:     66,151)
  -9,481    5,619   22,435   71,505   29,618   84,459   57,673  -18,309    8,478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     13.0     11.8     64.0     54.5     88.4     79.3     11.6     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      35       44       43       71       88      130      151
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      530,203
COMMITMENTS
  91,886   72,815  160,336  218,797  262,651  471,019  495,802   59,184   34,401

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:   -111,071)
 -23,743    1,677  -45,081  -37,749  -64,398 -106,574 -107,802   -4,497   -3,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3     13.7     30.2     41.3     49.5     88.8     93.5     11.2      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      31       24       38       54       51      103       95
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       29,395
COMMITMENTS
   5,928    5,117      447   15,852   16,088   22,227   21,653    7,168    7,743

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        453)
     552    1,434       37      243     -234      832    1,237     -379     -784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2     17.4      1.5     53.9     54.7     75.6     73.7     24.4     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      11       11        7       19       12       35       25
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       49,892
COMMITMENTS
  12,542   24,838    2,775   23,286   11,176   38,603   38,789   11,289   11,103

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:      8,919)
   1,434    5,171     -218    7,909    3,126    9,125    8,079     -206      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     49.8      5.6     46.7     22.4     77.4     77.7     22.6     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      30       21       17       13       15       48       48
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,619
COMMITMENTS
   3,956    5,708    1,028   32,194   30,025   37,178   36,761      441      858

CHANGES FROM 06/28/05 (CHANGE IN OPEN INTEREST:        465)
     188      279        0      513      475      701      754     -236     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     15.2      2.7     85.6     79.8     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7       18        4       18       23       28       42
 

Updated July 8, 2005