WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   257,888:    43,440     68,720     24,113    160,148    120,350    227,701    213,183:    30,187     44,705
Old  :   248,580:    43,205     66,773     22,491    153,581    117,763    219,277    207,027:    29,303     41,553
Other:     9,308:     1,841      3,553         16      6,567      2,587      8,424      6,156:       884      3,152
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     8,745:    -1,425     -1,159      2,932       -292       -554      1,215      1,219:     7,530      7,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       26.6        9.4       62.1       46.7       88.3       82.7:      11.7       17.3
Old  :     100.0:      17.4       26.9        9.0       61.8       47.4       88.2       83.3:      11.8       16.7
Other:     100.0:      19.8       38.2        0.2       70.6       27.8       90.5       66.1:       9.5       33.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        55        100         52         40         52        137        173:
Old  :       233:        55        104         49         37         52        132        172:
Other:        64:        14         15          1         10         33         24         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       30.7       47.6       37.0       32.4       25.3       47.1       31.4
Old  :                 33.6       31.8       49.1       38.2       33.6       28.2       48.9       34.5
Other:                 62.8       33.2       75.5       43.5       60.4       31.4       72.8       40.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   743,559:   143,203     76,057     73,620    397,558    413,696    614,381    563,373:   129,178    180,186
Old  :   249,086:    35,850     64,514        160    178,690    148,015    214,700    212,689:    34,386     36,397
Other:   494,473:   162,168     66,358     18,645    218,868    265,681    399,681    350,684:    94,792    143,789
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     3,718:     2,528      1,072        913     -4,850       -754     -1,409      1,231:     5,127      2,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       10.2        9.9       53.5       55.6       82.6       75.8:      17.4       24.2
Old  :     100.0:      14.4       25.9        0.1       71.7       59.4       86.2       85.4:      13.8       14.6
Other:     100.0:      32.8       13.4        3.8       44.3       53.7       80.8       70.9:      19.2       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       143         98        119        194        235        408        405:
Old  :       413:        72         91          3        117        154        192        245:
Other:       532:       152         89         65        147        224        332        349:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       18.6       31.6       24.5       21.8       16.5       31.1       21.4
Old  :                 41.6       29.6       57.0       40.7       41.6       29.6       56.9       40.7
Other:                 18.7       15.3       26.5       20.9       18.4       14.3       26.2       19.5
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,734:     3,288        360        205      1,580      5,715      5,073      6,280:     2,661      1,454
Old  :     7,734:     3,288        360        205      1,580      5,715      5,073      6,280:     2,661      1,454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -175:      -440         15        176       -144       -325       -408       -134:       233        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        4.7        2.7       20.4       73.9       65.6       81.2:      34.4       18.8
Old  :     100.0:      42.5        4.7        2.7       20.4       73.9       65.6       81.2:      34.4       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        12          4          4          9         14         24         20:
Old  :        33:        12          4          4          9         14         24         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       45.8       52.3       63.0       35.1       45.7       48.5       59.4
Old  :                 35.1       45.8       52.3       63.0       35.1       45.7       48.5       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   272,292:    70,606     24,332     17,506    128,304    166,197    216,416    208,035:    55,876     64,257
Old  :   268,157:    70,225     25,173     14,831    127,975    165,000    213,031    205,004:    55,126     63,153
Other:     4,135:     3,056      1,834          0        329      1,197      3,385      3,031:       750      1,104
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :      -772:     1,591     -2,903      2,413     -3,719      1,731        285      1,241:    -1,057     -2,013
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9        8.9        6.4       47.1       61.0       79.5       76.4:      20.5       23.6
Old  :     100.0:      26.2        9.4        5.5       47.7       61.5       79.4       76.4:      20.6       23.6
Other:     100.0:      73.9       44.4        0.0        8.0       28.9       81.9       73.3:      18.1       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       122         74         67         85        124        249        237:
Old  :       355:       123         76         61         85        124        247        233:
Other:        94:        11         20          0          8         56         19         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       22.3       34.0       32.2       23.6       19.7       33.9       27.5
Old  :                 24.0       22.5       34.5       32.5       24.0       19.9       34.4       27.8
Other:                 58.1       46.8       70.4       57.6       58.1       46.8       70.4       57.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   137,333:    35,437     11,681     16,932     58,867     96,298    111,236    124,911:    26,097     12,422
Old  :    25,926:    13,547      3,319        743      6,939     18,443     21,229     22,505:     4,697      3,421
Other:   111,407:    30,091     16,563      7,988     51,928     77,855     90,007    102,406:    21,400      9,001
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       259:    -1,337      2,111      2,330        -15     -3,340        978      1,101:      -719       -842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        8.5       12.3       42.9       70.1       81.0       91.0:      19.0        9.0
Old  :     100.0:      52.3       12.8        2.9       26.8       71.1       81.9       86.8:      18.1       13.2
Other:     100.0:      27.0       14.9        7.2       46.6       69.9       80.8       91.9:      19.2        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        55         23         34         38         34        114         83:
Old  :        85:        36         13          9         20         24         56         46:
Other:       132:        51         33         23         35         29        100         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       40.2       33.2       54.8       22.5       34.3       31.2       48.2
Old  :                 20.5       40.0       33.5       53.7       18.3       39.8       30.0       53.0
Other:                 28.4       44.8       39.4       58.0       27.7       41.0       37.2       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   554,372:    77,271     83,775      6,308    366,151    306,042    449,730    396,125:   104,642    158,247
Old  :   554,372:    77,271     83,775      6,308    366,151    306,042    449,730    396,125:   104,642    158,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,700:   -10,998     11,445       -729     18,280    -14,703      6,553     -3,987:    -8,253      2,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.1        1.1       66.0       55.2       81.1       71.5:      18.9       28.5
Old  :     100.0:      13.9       15.1        1.1       66.0       55.2       81.1       71.5:      18.9       28.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        27         30         20         64         73        100        114:
Old  :       155:        27         30         20         64         73        100        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       14.6       36.8       23.0       26.7       12.9       32.7       18.8
Old  :                 29.1       14.6       36.8       23.0       26.7       12.9       32.7       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   113,404:    22,271      2,590     17,972     42,059     78,201     82,302     98,763:    31,102     14,641
Old  :    30,784:    10,805      1,458      2,034     10,495     21,083     23,334     24,575:     7,450      6,209
Other:    82,620:    18,930      8,596      8,474     31,564     57,118     58,968     74,188:    23,652      8,432
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -4,998:    -2,825      1,378      2,912     -3,983     -8,909     -3,896     -4,619:    -1,102       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        2.3       15.8       37.1       69.0       72.6       87.1:      27.4       12.9
Old  :     100.0:      35.1        4.7        6.6       34.1       68.5       75.8       79.8:      24.2       20.2
Other:     100.0:      22.9       10.4       10.3       38.2       69.1       71.4       89.8:      28.6       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        46         13         34         54         48        119         87:
Old  :        91:        23          9         11         37         35         66         53:
Other:       118:        43         19         25         44         36        100         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       36.6       23.5       50.3       10.6       32.8       16.7       43.8
Old  :                 18.8       33.6       31.5       47.0       17.5       29.4       28.0       38.7
Other:                 18.0       40.8       26.7       54.6       14.4       37.2       22.0       49.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,663:     2,865      1,277      1,372      2,088      3,156      6,325      5,805:     1,338      1,858
Old  :     7,663:     2,865      1,277      1,372      2,088      3,156      6,325      5,805:     1,338      1,858
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       158:      -205         -5        287        124        -17        206        265:       -48       -107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.4       16.7       17.9       27.2       41.2       82.5       75.8:      17.5       24.2
Old  :     100.0:      37.4       16.7       17.9       27.2       41.2       82.5       75.8:      17.5       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17         10          9         13         12         35         26:
Old  :        46:        17         10          9         13         12         35         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       33.2       51.9       53.0       33.6       31.0       45.1       41.8
Old  :                 35.7       33.2       51.9       53.0       33.6       31.0       45.1       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   360,649:   105,895    112,713      2,139    199,192    138,808    307,226    253,660:    53,423    106,989
Old  :   360,649:   105,895    112,713      2,139    199,192    138,808    307,226    253,660:    53,423    106,989
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       530:     2,545      7,307        222     -1,325     -6,047      1,442      1,482:      -912       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       31.3        0.6       55.2       38.5       85.2       70.3:      14.8       29.7
Old  :     100.0:      29.4       31.3        0.6       55.2       38.5       85.2       70.3:      14.8       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        15         29          4         44         41         61         72:
Old  :       106:        15         29          4         44         41         61         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       17.5       45.7       26.4       28.9       16.8       45.7       25.2
Old  :                 28.9       17.5       45.7       26.4       28.9       16.8       45.7       25.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,006,687:   488,007    376,932    121,689  1,181,143  1,054,995  1,790,839  1,553,616:   215,848    453,071
Old  : 2,006,687:   488,007    376,932    121,689  1,181,143  1,054,995  1,790,839  1,553,616:   215,848    453,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    96,875:    79,546     -8,119     -8,223     19,101     58,452     90,424     42,110:     6,451     54,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       18.8        6.1       58.9       52.6       89.2       77.4:      10.8       22.6
Old  :     100.0:      24.3       18.8        6.1       58.9       52.6       89.2       77.4:      10.8       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       260:        54         58         42         89        122        161        204:
Old  :       260:        54         58         42         89        122        161        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       22.0       50.6       33.0       29.4       19.7       41.2       28.5
Old  :                 34.6       22.0       50.6       33.0       29.4       19.7       41.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,450,245:   212,073    404,539     21,779  1,084,000    718,578  1,317,852  1,144,896:   132,393    305,349
Old  : 1,450,245:   212,073    404,539     21,779  1,084,000    718,578  1,317,852  1,144,896:   132,393    305,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   118,323:    18,355     53,837        326     98,950     47,168    117,631    101,331:       692     16,992
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       27.9        1.5       74.7       49.5       90.9       78.9:       9.1       21.1
Old  :     100.0:      14.6       27.9        1.5       74.7       49.5       90.9       78.9:       9.1       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        37         42         20         67         80        109        137:
Old  :       183:        37         42         20         67         80        109        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       23.8       47.4       35.1       31.4       23.1       42.8       32.9
Old  :                 32.1       23.8       47.4       35.1       31.4       23.1       42.8       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   379,708:   115,455     54,550     38,716    174,646    253,207    328,817    346,473:    50,891     33,235
Old  :   379,708:   115,455     54,550     38,716    174,646    253,207    328,817    346,473:    50,891     33,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :   -53,187:     5,054       -447     -6,886    -44,586    -44,125    -46,418    -51,458:    -6,769     -1,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       14.4       10.2       46.0       66.7       86.6       91.2:      13.4        8.8
Old  :     100.0:      30.4       14.4       10.2       46.0       66.7       86.6       91.2:      13.4        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        29         21         29         41         37         84         73:
Old  :       101:        29         21         29         41         37         84         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       42.4       49.2       52.8       25.7       34.7       36.1       42.6
Old  :                 33.9       42.4       49.2       52.8       25.7       34.7       36.1       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    30,723:     8,248      5,649          0     15,888     18,032     24,136     23,681:     6,587      7,042
Old  :    30,723:     8,248      5,649          0     15,888     18,032     24,136     23,681:     6,587      7,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :       767:       345        524         -1        535        542        879      1,065:      -112       -298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       18.4        0.0       51.7       58.7       78.6       77.1:      21.4       22.9
Old  :     100.0:      26.8       18.4        0.0       51.7       58.7       78.6       77.1:      21.4       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          9          0         19         12         33         21:
Old  :        53:        14          9          0         19         12         33         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       45.7       47.8       62.0       32.0       44.7       47.8       61.0
Old  :                 32.0       45.7       47.8       62.0       32.0       44.7       47.8       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    54,527:    12,556     30,204        471     29,251     12,390     42,278     43,065:    12,249     11,462
Old  :    54,527:    12,556     30,204        471     29,251     12,390     42,278     43,065:    12,249     11,462
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :     1,674:     2,010      2,783       -187        -66       -977      1,757      1,619:       -83         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       55.4        0.9       53.6       22.7       77.5       79.0:      22.5       21.0
Old  :     100.0:      23.0       55.4        0.9       53.6       22.7       77.5       79.0:      22.5       21.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        20         27          4         18         13         40         42:
Old  :        74:        20         27          4         18         13         40         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       37.9       53.2       49.0       43.6       37.9       53.2       49.0
Old  :                 43.6       37.9       53.2       49.0       43.6       37.9       53.2       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, August 2, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    36,259:     2,053      5,046      1,004     32,867     29,326     35,924     35,376:       335        883
Old  :    36,259:     2,053      5,046      1,004     32,867     29,326     35,924     35,376:       335        883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 26, 2005                        :
     :    -1,065:    -1,717       -378        -15        630       -642     -1,102     -1,035:        37        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       13.9        2.8       90.6       80.9       99.1       97.6:       0.9        2.4
Old  :     100.0:       5.7       13.9        2.8       90.6       80.9       99.1       97.6:       0.9        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         6         18          4         21         20         30         39:
Old  :        59:         6         18          4         21         20         30         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       51.1       73.2       75.1       53.8       48.9       68.9       67.3
Old  :                 54.6       51.1       73.2       75.1       53.8       48.9       68.9       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 5, 2005