WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      356,477
COMMITMENTS
  55,159   75,994   65,958  204,089  169,779  325,206  311,731   31,271   44,746

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      5,041)
     276    3,231    4,720      676      552    5,671    8,502     -631   -3,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5     21.3     18.5     57.3     47.6     91.2     87.4      8.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      89      107      112       54       67      219      224
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,084,169
COMMITMENTS
 148,403  154,316  210,202  542,077  467,553  900,681  832,070  183,487  252,099

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     33,491)
  -1,344   27,390    8,967   14,113   -3,516   21,736   32,842   11,756      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7     14.2     19.4     50.0     43.1     83.1     76.7     16.9     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      561)
     127      138      166      228      222      461      447
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       10,756
COMMITMENTS
   5,020      582      349    1,975    7,935    7,343    8,865    3,413    1,891

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        334)
    -171      109      164      333      -27      326      246        9       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.7      5.4      3.2     18.4     73.8     68.3     82.4     31.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      20        7        4       10       15       32       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      431,758
COMMITMENTS
  57,168   75,244  101,208  203,444  152,735  361,820  329,188   69,938  102,570

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     21,267)
    -155   12,280   10,506   11,115     -370   21,466   22,416     -199   -1,148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     17.4     23.4     47.1     35.4     83.8     76.2     16.2     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     106      121      147      100      102      292      303
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,748
COMMITMENTS
   8,626    4,494    1,264        0      213    9,890    5,971    4,858    8,777

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:       -330)
    -165    1,166   -1,205        0       18   -1,370      -21    1,040     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.5     30.5      8.6      0.0      1.4     67.1     40.5     32.9     59.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        9        8        0        1       14       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      197,350
COMMITMENTS
  20,634   40,647   38,377  114,521   93,562  173,533  172,585   23,817   24,764

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     10,405)
   1,122    5,879    3,532    4,470      948    9,124   10,358    1,280       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     20.6     19.4     58.0     47.4     87.9     87.5     12.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      33       61       46       56       48      121      135
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      753,610
COMMITMENTS
  78,969   80,442   87,626  435,721  414,891  602,317  582,959  151,294  170,652

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      2,668)
   1,827   -2,867    2,925    9,459   10,040   14,211   10,099  -11,543   -7,431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     10.7     11.6     57.8     55.1     79.9     77.4     20.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      33       36       37       62       73      115      126
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      143,937
COMMITMENTS
  21,577   17,146   26,167   66,352   77,843  114,096  121,156   29,841   22,781

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,663)
    -326    5,123    1,636     -304   -7,907    1,006   -1,148      657    2,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0     11.9     18.2     46.1     54.1     79.3     84.2     20.7     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      40       36       37       51       58      111      118
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,804
COMMITMENTS
   4,385      372    1,467    2,665    8,645    8,517   10,484    3,287    1,320

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:        707)
      69       41      495      145      196      709      731       -2      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      3.1     12.4     22.6     73.2     72.2     88.8     27.8     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      30        5        8       19       17       51       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      466,506
COMMITMENTS
 134,059  139,363    6,016  237,632  212,032  377,707  357,412   88,798  109,094

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     15,333)
   3,664    4,349      -24    8,692    3,584   12,332    7,909    3,000    7,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7     29.9      1.3     50.9     45.5     81.0     76.6     19.0     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      29       28        9       55       60       89       92
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,333,374
COMMITMENTS
 504,284  290,543  328,360  1235408  1288335  2068053  1907238  265,322  426,137

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:    190,203)
  83,971   58,314   72,206   69,653   53,062  225,831  183,582  -35,629    6,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6     12.5     14.1     52.9     55.2     88.6     81.7     11.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      60       75       82      110      124      212      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,229,384
COMMITMENTS
 177,939  228,118  121,334  721,759  620,434  1021033  969,886  208,351  259,498

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     10,777)
   9,530   27,190   14,331  -20,748  -24,635    3,113   16,885    7,665   -6,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     18.6      9.9     58.7     50.5     83.1     78.9     16.9     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      29       50       42       68       90      122      157
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      740,013
COMMITMENTS
 181,854   78,566  268,514  240,782  354,634  691,150  701,715   48,863   38,298

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     50,873)
   5,277      -58   24,376   19,261   18,898   48,914   43,216    1,958    7,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     10.6     36.3     32.5     47.9     93.4     94.8      6.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      32       35       48       60       50      124      108
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,630
COMMITMENTS
   8,853    6,586      495   16,566   27,274   25,914   34,355   14,716    6,276

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,398)
  -2,691      -52      -17      123   -1,499   -2,586   -1,568    1,188      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8     16.2      1.2     40.8     67.1     63.8     84.6     36.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      12       12        7       19       13       34       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,743
COMMITMENTS
  37,667   31,087    3,480   33,802   27,303   74,949   61,869   10,795   23,874

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:      1,979)
  -1,880    8,938   -3,818   10,009   -2,489    4,312    2,630   -2,332     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.9     36.3      4.1     39.4     31.8     87.4     72.2     12.6     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      30       24       15       17       18       54       50
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE              Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/06          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       32,601
COMMITMENTS
   7,637    4,161      479   24,159   27,812   32,275   32,452      326      149

CHANGES FROM 01/17/06 (CHANGE IN OPEN INTEREST:     -1,115)
  -1,134     -115      -33     -242   -1,087   -1,409   -1,235      294      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4     12.8      1.5     74.1     85.3     99.0     99.5      1.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       7       12        4       15       18       23       33
 

Updated January 20, 2006