WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, August 16, 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  :   254,388:    46,038     88,282     16,018    169,155    112,879    231,211    217,179:    23,177     37,209
Old  :   243,753:    45,178     86,479     13,964    162,376    109,395    221,518    209,838:    22,235     33,915
Other:    10,635:     2,875      3,818         39      6,779      3,484      9,693      7,341:       942      3,294
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,459:     3,593      9,221     -3,931      4,412     -1,289      4,074      4,001:      -615       -542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       34.7        6.3       66.5       44.4       90.9       85.4:       9.1       14.6
Old  :     100.0:      18.5       35.5        5.7       66.6       44.9       90.9       86.1:       9.1       13.9
Other:     100.0:      27.0       35.9        0.4       63.7       32.8       91.1       69.0:       8.9       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        64        100         47         41         50        137        174:
Old  :       239:        64        106         41         38         50        130        172:
Other:        67:        17         13          3         10         34         28         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  :                 34.5       28.8       51.1       35.6       34.5       22.4       49.2       28.6
Old  :                 36.0       29.9       52.6       36.6       36.0       25.0       51.3       31.7
Other:                 56.5       32.1       70.0       42.6       53.8       30.6       67.3       40.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 16, 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  :   728,262:   120,555    113,134     59,785    427,089    374,213    607,429    547,132:   120,833    181,130
Old  :   103,870:    26,585     21,883         73     47,761     56,863     74,419     78,819:    29,451     25,051
Other:   624,392:   121,402    118,683     32,280    379,328    317,350    533,010    468,313:    91,382    156,079
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -4,906:    -5,145     33,586    -14,578     21,225    -26,120      1,502     -7,112:    -6,408      2,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.5        8.2       58.6       51.4       83.4       75.1:      16.6       24.9
Old  :     100.0:      25.6       21.1        0.1       46.0       54.7       71.6       75.9:      28.4       24.1
Other:     100.0:      19.4       19.0        5.2       60.8       50.8       85.4       75.0:      14.6       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       122        126        104        211        228        398        409:
Old  :       354:        71         58          3        130        122        203        181:
Other:       542:       122        126         73        157        219        320        383:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       16.8       33.1       22.4       23.3       15.9       32.3       21.0
Old  :                 18.2       21.4       26.5       35.2       18.2       21.4       26.3       35.2
Other:                 25.4       17.8       36.5       23.7       25.4       16.8       35.9       22.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 16, 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  :     6,182:     3,002        297         24        722      4,566      3,748      4,887:     2,434      1,295
Old  :     6,180:     3,002        297         24        721      4,565      3,747      4,886:     2,433      1,294
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -1,405:      -288        -59          1       -722     -1,196     -1,009     -1,254:      -396       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        4.8        0.4       11.7       73.9       60.6       79.1:      39.4       20.9
Old  :     100.0:      48.6        4.8        0.4       11.7       73.9       60.6       79.1:      39.4       20.9
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          4          3          9         13         23         18:
Old  :        31:        12          4          3          9         13         23         18:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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       45.6       48.8       63.9       34.6       44.0       48.8       60.7
Old  :                 34.7       45.6       48.8       63.9       34.7       44.0       48.8       60.7
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, August 16, 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  :   258,024:    65,536     27,383     19,422    124,827    146,454    209,785    193,259:    48,239     64,765
Old  :   252,473:    65,016     27,636     16,588    123,648    145,028    205,252    189,252:    47,221     63,221
Other:     5,551:     3,354      2,581          0      1,179      1,426      4,533      4,007:     1,018      1,544
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,505:     3,686      3,091      1,675        192     -4,706      5,553         60:    -4,048      1,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       10.6        7.5       48.4       56.8       81.3       74.9:      18.7       25.1
Old  :     100.0:      25.8       10.9        6.6       49.0       57.4       81.3       75.0:      18.7       25.0
Other:     100.0:      60.4       46.5        0.0       21.2       25.7       81.7       72.2:      18.3       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       104         70         75         89        118        235        238:
Old  :       328:       104         73         71         89        118        233        234:
Other:        97:        14         21          0          9         56         23         77:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.6       20.1       36.9       29.8       26.5       17.8       36.8       25.8
Old  :                 27.2       20.4       37.7       30.2       27.1       18.3       37.6       26.6
Other:                 60.1       37.3       72.7       52.2       60.1       37.3       72.7       52.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 16, 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  :   132,465:    26,211     21,540     16,015     71,510     81,523    113,736    119,078:    18,729     13,387
Old  :    21,788:    10,328      4,343         20      8,648     15,810     18,996     20,173:     2,792      1,615
Other:   110,677:    20,520     21,834     11,358     62,862     65,713     94,740     98,905:    15,937     11,772
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,734:    -3,292      4,932      3,844      8,866       -956      9,418      7,820:    -2,684     -1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       16.3       12.1       54.0       61.5       85.9       89.9:      14.1       10.1
Old  :     100.0:      47.4       19.9        0.1       39.7       72.6       87.2       92.6:      12.8        7.4
Other:     100.0:      18.5       19.7       10.3       56.8       59.4       85.6       89.4:      14.4       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        37         34         29         45         38         99         94:
Old  :        72:        23         10          1         18         24         41         35:
Other:       135:        39         37         27         44         36         95         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.0       30.2       35.2       44.0       24.0       24.8       34.1       36.7
Old  :                 27.2       45.2       45.4       61.4       27.2       44.7       45.4       60.9
Other:                 28.2       31.6       40.3       43.6       27.9       26.7       37.8       37.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 16, 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  :   596,441:    88,547     70,990     11,321    366,629    350,435    466,497    432,746:   129,944    163,695
Old  :   596,441:    88,547     70,990     11,321    366,629    350,435    466,497    432,746:   129,944    163,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    21,752:    10,311    -14,996      3,218    -16,882     27,573     -3,353     15,795:    25,105      5,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.9        1.9       61.5       58.8       78.2       72.6:      21.8       27.4
Old  :     100.0:      14.8       11.9        1.9       61.5       58.8       78.2       72.6:      21.8       27.4
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  :       157:        26         29         21         66         80        100        123:
Old  :       157:        26         29         21         66         80        100        123:
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  :                 28.1       15.0       35.2       23.8       25.9       12.5       31.8       20.0
Old  :                 28.1       15.0       35.2       23.8       25.9       12.5       31.8       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, August 16, 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  :   105,339:    15,383      5,985     13,929     49,369     70,186     78,681     90,100:    26,658     15,239
Old  :    18,001:     5,487        977        300      7,361     12,920     13,148     14,197:     4,853      3,804
Other:    87,338:    12,498      7,610     11,027     42,008     57,266     65,533     75,903:    21,805     11,435
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -3,170:    -5,356      1,445         56      5,957     -2,631        657     -1,130:    -3,827     -2,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        5.7       13.2       46.9       66.6       74.7       85.5:      25.3       14.5
Old  :     100.0:      30.5        5.4        1.7       40.9       71.8       73.0       78.9:      27.0       21.1
Other:     100.0:      14.3        8.7       12.6       48.1       65.6       75.0       86.9:      25.0       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        37         17         28         48         44         98         82:
Old  :        82:        25          7          1         29         25         54         33:
Other:       112:        29         26         26         44         38         90         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.4       36.0       27.8       49.6       14.9       32.5       21.3       44.2
Old  :                 17.7       43.9       32.9       57.0       17.7       40.7       31.4       53.8
Other:                 21.3       39.1       30.0       52.1       19.1       35.1       26.2       47.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 16, 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  :     7,018:     2,715      1,334        998      1,906      2,821      5,619      5,153:     1,399      1,865
Old  :     7,018:     2,715      1,334        998      1,906      2,821      5,619      5,153:     1,399      1,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -142:        -4         79        -38        -84       -215       -126       -174:       -16         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       19.0       14.2       27.2       40.2       80.1       73.4:      19.9       26.6
Old  :     100.0:      38.7       19.0       14.2       27.2       40.2       80.1       73.4:      19.9       26.6
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  :        44:        12         12          9         13         12         33         26:
Old  :        44:        12         12          9         13         12         33         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  :                 37.3       32.9       53.2       51.3       36.8       32.6       49.9       44.4
Old  :                 37.3       32.9       53.2       51.3       36.8       32.6       49.9       44.4
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                                                     Code-042601
Commitments of Traders - Futures Only, August 16, 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  :   372,247:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,419    110,022
Old  :   372,247:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,419    110,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,761:     1,277    -11,674       -304      6,669     14,340      7,642      2,362:    -3,881      1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.2       70.4:      13.8       29.6
Old  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.2       70.4:      13.8       29.6
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  :       105:        17         23          3         45         43         63         68:
Old  :       105:        17         23          3         45         43         63         68:
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  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
Old  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
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                                                    Code-043602
Commitments of Traders - Futures Only, August 16, 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  : 2,081,007:   487,471    389,062    143,145  1,216,569  1,125,995  1,847,185  1,658,202:   233,822    422,805
Old  : 2,081,007:   487,471    389,062    143,145  1,216,569  1,125,995  1,847,185  1,658,202:   233,822    422,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    63,399:   -29,079    -51,507     35,852     40,704     72,353     47,477     56,698:    15,922      6,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       18.7        6.9       58.5       54.1       88.8       79.7:      11.2       20.3
Old  :     100.0:      23.4       18.7        6.9       58.5       54.1       88.8       79.7:      11.2       20.3
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  :       254:        53         58         45         84        114        159        197:
Old  :       254:        53         58         45         84        114        159        197:
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  :                 37.4       22.7       53.6       32.8       35.1       19.6       44.9       27.3
Old  :                 37.4       22.7       53.6       32.8       35.1       19.6       44.9       27.3
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                                                     Code-044601
Commitments of Traders - Futures Only, August 16, 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  : 1,484,748:   204,179    406,133     43,895  1,099,463    727,785  1,347,537  1,177,813:   137,211    306,935
Old  : 1,484,748:   204,179    406,133     43,895  1,099,463    727,785  1,347,537  1,177,813:   137,211    306,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -36,982:    17,287    -34,157     17,314    -72,053    -17,203    -37,452    -34,046:       470     -2,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       27.4        3.0       74.1       49.0       90.8       79.3:       9.2       20.7
Old  :     100.0:      13.8       27.4        3.0       74.1       49.0       90.8       79.3:       9.2       20.7
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  :       183:        39         40         24         64         84        111        140:
Old  :       183:        39         40         24         64         84        111        140:
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  :                 36.6       21.9       49.9       31.7       34.1       21.4       46.1       30.8
Old  :                 36.6       21.9       49.9       31.7       34.1       21.4       46.1       30.8
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                                                           Code-045601
Commitments of Traders - Futures Only, August 16, 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  :   380,274:   135,865     43,255     51,616    142,445    253,649    329,926    348,520:    50,348     31,754
Old  :   380,274:   135,865     43,255     51,616    142,445    253,649    329,926    348,520:    50,348     31,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       184:    15,624     -6,613      6,720    -20,634     -1,974      1,710     -1,867:    -1,526      2,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       11.4       13.6       37.5       66.7       86.8       91.6:      13.2        8.4
Old  :     100.0:      35.7       11.4       13.6       37.5       66.7       86.8       91.6:      13.2        8.4
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  :       108:        29         25         29         46         38         90         77:
Old  :       108:        29         25         29         46         38         90         77:
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  :                 34.0       34.9       45.4       47.1       28.3       32.1       36.2       42.0
Old  :                 34.0       34.9       45.4       47.1       28.3       32.1       36.2       42.0
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                                                   Code-124601
Commitments of Traders - Futures Only, August 16, 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  :    31,470:     8,526      6,217          6     16,269     18,268     24,801     24,491:     6,669      6,979
Old  :    31,470:     8,526      6,217          6     16,269     18,268     24,801     24,491:     6,669      6,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       560:      -206        624          4        370        270        168        898:       392       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       19.8        0.0       51.7       58.0       78.8       77.8:      21.2       22.2
Old  :     100.0:      27.1       19.8        0.0       51.7       58.0       78.8       77.8:      21.2       22.2
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  :        56:        14         12          2         20         11         36         23:
Old  :        56:        14         12          2         20         11         36         23:
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  :                 31.7       45.4       46.9       61.4       31.7       45.4       46.9       61.3
Old  :                 31.7       45.4       46.9       61.4       31.7       45.4       46.9       61.3
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                                                 Code-124603
Commitments of Traders - Futures Only, August 16, 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  :    63,998:    12,144     38,507        483     40,976     13,879     53,603     52,869:    10,395     11,129
Old  :    63,998:    12,144     38,507        483     40,976     13,879     53,603     52,869:    10,395     11,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,876:       904      2,399         81      4,377      3,694      5,362      6,174:      -486     -1,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       60.2        0.8       64.0       21.7       83.8       82.6:      16.2       17.4
Old  :     100.0:      19.0       60.2        0.8       64.0       21.7       83.8       82.6:      16.2       17.4
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  :        81:        22         29          5         20         14         44         46:
Old  :        81:        22         29          5         20         14         44         46:
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  :                 51.1       33.2       60.5       46.0       51.1       33.2       60.3       45.8
Old  :                 51.1       33.2       60.5       46.0       51.1       33.2       60.3       45.8
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                                                 Code-246602
Commitments of Traders - Futures Only, August 16, 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  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Old  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,831:       291       -899        269      1,460      2,768      2,020      2,138:      -189       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        2.0
Old  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        2.0
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  :        59:         7         17          5         21         20         31         39:
Old  :        59:         7         17          5         21         20         31         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  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Old  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 19, 2005