WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, September 6, 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  :   261,552:    44,408     91,062     19,849    175,223    117,886    239,480    228,797:    22,072     32,755
Old  :   246,189:    43,700     88,868     15,783    166,085    113,113    225,568    217,764:    20,621     28,425
Other:    15,363:     4,579      6,065        195      9,138      4,773     13,912     11,033:     1,451      4,330
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,330:     3,292      4,687     -1,837       -124        164      1,331      3,014:        -1     -1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       34.8        7.6       67.0       45.1       91.6       87.5:       8.4       12.5
Old  :     100.0:      17.8       36.1        6.4       67.5       45.9       91.6       88.5:       8.4       11.5
Other:     100.0:      29.8       39.5        1.3       59.5       31.1       90.6       71.8:       9.4       28.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       258:        64        114         51         43         51        146        187:
Old  :       256:        67        117         42         37         50        131        185:
Other:        86:        22         24          5         13         34         38         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.9       30.3       52.0       39.1       34.9       25.2       49.2       31.2
Old  :                 37.0       32.1       53.6       40.7       37.0       28.3       52.2       35.5
Other:                 47.3       38.6       66.6       47.2       46.5       38.5       64.9       45.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 6, 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  :   709,074:   132,336    150,761     40,048    413,502    342,509    585,886    533,318:   123,188    175,756
Old  :   672,498:   117,731    153,911     31,699    408,422    322,052    557,852    507,662:   114,646    164,836
Other:    36,576:    20,723      2,968      2,231      5,080     20,457     28,034     25,656:     8,542     10,920
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -4,920:    10,602        -76     -3,119     -9,244     -2,198     -1,761     -5,393:    -3,159        473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       21.3        5.6       58.3       48.3       82.6       75.2:      17.4       24.8
Old  :     100.0:      17.5       22.9        4.7       60.7       47.9       83.0       75.5:      17.0       24.5
Other:     100.0:      56.7        8.1        6.1       13.9       55.9       76.6       70.1:      23.4       29.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       546:       133        123         92        171        204        362        377:
Old  :       542:       128        130         82        168        203        351        372:
Other:       232:        51         29          5         35        122         90        153:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       19.2       34.3       24.8       24.1       18.5       33.8       24.2
Old  :                 25.4       18.7       36.1       24.5       25.4       18.0       35.5       23.9
Other:                 19.1       34.4       30.5       42.0       16.6       32.2       27.6       38.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 6, 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  :     5,873:     2,383        588         65      1,302      3,577      3,750      4,230:     2,123      1,643
Old  :     5,871:     2,383        588         64      1,301      3,576      3,748      4,228:     2,123      1,643
Other:         2:         0          0          1          1          1          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -223:      -143         33         35         11       -400        -97       -332:      -126        109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       10.0        1.1       22.2       60.9       63.9       72.0:      36.1       28.0
Old  :     100.0:      40.6       10.0        1.1       22.2       60.9       63.8       72.0:      36.2       28.0
Other:     100.0:       0.0        0.0       50.0       50.0       50.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        11          7          3          9         14         23         21:
Old  :        36:        11          7          3          9         14         23         21:
Other:         2:         0          0          1          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.3       36.4       51.2       53.5       35.3       36.1       50.7       53.2
Old  :                 35.3       36.4       51.2       53.5       35.3       36.1       50.8       53.2
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 6, 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  :   245,509:    60,018     38,829     14,962    121,485    125,162    196,465    178,953:    49,044     66,556
Old  :   239,207:    59,949     39,235     12,154    119,481    123,262    191,584    174,651:    47,623     64,556
Other:     6,302:     2,877      2,402          0      2,004      1,900      4,881      4,302:     1,421      2,000
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     1,600:     4,452      5,275       -579     -4,171     -5,371       -298       -675:     1,898      2,275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.8        6.1       49.5       51.0       80.0       72.9:      20.0       27.1
Old  :     100.0:      25.1       16.4        5.1       49.9       51.5       80.1       73.0:      19.9       27.0
Other:     100.0:      45.7       38.1        0.0       31.8       30.1       77.5       68.3:      22.5       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       100         84         61         78        106        216        228:
Old  :       333:       102         84         56         77        105        213        222:
Other:        92:        11         23          0         11         50         22         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.2       19.7       34.3       28.1       24.2       16.9       34.0       24.4
Old  :                 24.9       20.1       35.2       28.6       24.9       17.2       34.9       25.0
Other:                 59.6       33.3       70.4       47.6       59.6       33.3       70.4       47.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 6, 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  :   136,213:    26,100     23,908     12,793     75,958     82,014    114,851    118,715:    21,362     17,498
Old  :   133,081:    26,922     23,881     11,232     74,567     81,169    112,721    116,282:    20,360     16,799
Other:     3,132:       696      1,545         43      1,391        845      2,130      2,433:     1,002        699
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,514:     2,037      2,189     -2,381     -1,258     -1,604     -1,602     -1,796:     4,116      4,310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       17.6        9.4       55.8       60.2       84.3       87.2:      15.7       12.8
Old  :     100.0:      20.2       17.9        8.4       56.0       61.0       84.7       87.4:      15.3       12.6
Other:     100.0:      22.2       49.3        1.4       44.4       27.0       68.0       77.7:      32.0       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        31         38         29         45         36         97         92:
Old  :       138:        39         37         28         45         36         97         91:
Other:        22:         3          9          3          9          3         14         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 24.1       29.3       35.8       40.6       24.1       24.1       34.5       33.2
Old  :                 24.7       30.0       36.6       41.5       24.7       25.1       35.3       34.4
Other:                 59.9       55.5       65.3       73.3       41.5       42.8       46.9       55.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 6, 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  :   672,598:    96,829     73,795     26,579    415,473    399,907    538,881    500,281:   133,717    172,317
Old  :   672,598:    96,829     73,795     26,579    415,473    399,907    538,881    500,281:   133,717    172,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    36,604:     9,397      5,950     -6,243     10,472     -5,771     13,626     -6,064:    22,978     42,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       11.0        4.0       61.8       59.5       80.1       74.4:      19.9       25.6
Old  :     100.0:      14.4       11.0        4.0       61.8       59.5       80.1       74.4:      19.9       25.6
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  :       160:        27         30         20         69         78        108        119:
Old  :       160:        27         30         20         69         78        108        119:
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  :                 23.3       17.8       32.6       26.5       20.0       13.9       27.2       22.2
Old  :                 23.3       17.8       32.6       26.5       20.0       13.9       27.2       22.2
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, September 6, 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  :   114,109:    17,571      8,894     15,095     57,019     71,428     89,685     95,417:    24,424     18,692
Old  :   112,286:    17,833      8,890     14,599     55,736     70,442     88,168     93,931:    24,118     18,355
Other:     1,823:        55        321        179      1,283        986      1,517      1,486:       306        337
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,229:     1,945      1,344      1,027       -607     -1,129      2,365      1,242:      -136        987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4        7.8       13.2       50.0       62.6       78.6       83.6:      21.4       16.4
Old  :     100.0:      15.9        7.9       13.0       49.6       62.7       78.5       83.7:      21.5       16.3
Other:     100.0:       3.0       17.6        9.8       70.4       54.1       83.2       81.5:      16.8       18.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        36         23         28         46         42         98         87:
Old  :       124:        39         23         28         46         42         98         87:
Other:        19:         1          5          3         11          3         14         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       34.4       29.5       45.7       15.5       30.8       23.7       38.6
Old  :                 18.4       35.0       29.1       46.3       15.5       31.4       23.5       39.4
Other:                 56.0       60.1       75.0       77.0       56.0       56.3       69.0       67.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 6, 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  :     6,564:     2,748      1,269        865      1,829      2,855      5,442      4,989:     1,122      1,575
Old  :     6,564:     2,748      1,269        865      1,829      2,855      5,442      4,989:     1,122      1,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :      -451:       -45       -125       -187       -114       -144       -346       -456:      -105          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.9       19.3       13.2       27.9       43.5       82.9       76.0:      17.1       24.0
Old  :     100.0:      41.9       19.3       13.2       27.9       43.5       82.9       76.0:      17.1       24.0
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  :        47:        15          8          8         12         16         32         28:
Old  :        47:        15          8          8         12         16         32         28:
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  :                 35.6       31.4       51.6       51.3       35.6       28.9       49.7       41.3
Old  :                 35.6       31.4       51.6       51.3       35.6       28.9       49.7       41.3
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, September 6, 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  :   388,067:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,703    108,109
Old  :   388,067:   111,010     82,029      6,931    211,423    190,998    329,364    279,958:    58,703    108,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    12,396:     1,980     -5,140     -3,422      7,617     22,112      6,175     13,550:     6,221     -1,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
Old  :     100.0:      28.6       21.1        1.8       54.5       49.2       84.9       72.1:      15.1       27.9
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  :       105:        13         25          6         44         47         61         75:
Old  :       105:        13         25          6         44         47         61         75:
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  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
Old  :                 29.5       17.8       46.0       26.2       27.9       16.6       43.1       25.0
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, September 6, 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  : 1,857,524:   379,056    368,667    139,919  1,085,670    927,967  1,604,645  1,436,553:   252,879    420,971
Old  : 1,857,524:   379,056    368,667    139,919  1,085,670    927,967  1,604,645  1,436,553:   252,879    420,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    22,757:    12,096     28,410    -21,026     18,302    -50,316      9,372    -42,932:    13,385     65,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       19.8        7.5       58.4       50.0       86.4       77.3:      13.6       22.7
Old  :     100.0:      20.4       19.8        7.5       58.4       50.0       86.4       77.3:      13.6       22.7
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  :       256:        62         58         34         87        102        163        182:
Old  :       256:        62         58         34         87        102        163        182:
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  :                 42.0       21.9       52.2       31.1       39.4       21.4       48.9       28.8
Old  :                 42.0       21.9       52.2       31.1       39.4       21.4       48.9       28.8
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, September 6, 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  : 1,311,247:   165,628    340,528     21,370    935,943    696,211  1,122,941  1,058,109:   188,306    253,138
Old  : 1,311,247:   165,628    340,528     21,370    935,943    696,211  1,122,941  1,058,109:   188,306    253,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :   -71,030:    18,027    -29,204    -20,824   -111,679     -4,306   -114,476    -54,334:    43,446    -16,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       26.0        1.6       71.4       53.1       85.6       80.7:      14.4       19.3
Old  :     100.0:      12.6       26.0        1.6       71.4       53.1       85.6       80.7:      14.4       19.3
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  :       179:        35         45         14         65         74        104        129:
Old  :       179:        35         45         14         65         74        104        129:
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  :                 36.4       22.8       48.6       34.6       33.1       20.5       41.9       30.5
Old  :                 36.4       22.8       48.6       34.6       33.1       20.5       41.9       30.5
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, September 6, 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  :   413,224:   176,418     59,344     53,388    138,415    261,901    368,221    374,633:    45,003     38,591
Old  :   413,224:   176,418     59,344     53,388    138,415    261,901    368,221    374,633:    45,003     38,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -5,438:    21,748     12,772      3,810    -29,206    -33,064     -3,648    -16,482:    -1,790     11,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       14.4       12.9       33.5       63.4       89.1       90.7:      10.9        9.3
Old  :     100.0:      42.7       14.4       12.9       33.5       63.4       89.1       90.7:      10.9        9.3
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  :       106:        22         26         28         43         45         82         83:
Old  :       106:        22         26         28         43         45         82         83:
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  :                 39.6       37.5       55.0       48.6       31.4       29.3       40.9       37.2
Old  :                 39.6       37.5       55.0       48.6       31.4       29.3       40.9       37.2
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, September 6, 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  :    33,980:     7,557      5,044        218     18,656     21,617     26,431     26,879:     7,549      7,101
Old  :    33,980:     7,557      5,044        218     18,656     21,617     26,431     26,879:     7,549      7,101
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     3,547:       656     -1,014        171      2,948      3,627      3,775      2,784:      -228        763
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       14.8        0.6       54.9       63.6       77.8       79.1:      22.2       20.9
Old  :     100.0:      22.2       14.8        0.6       54.9       63.6       77.8       79.1:      22.2       20.9
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  :        52:        13          8          2         22         14         36         23:
Old  :        52:        13          8          2         22         14         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  :                 30.5       49.5       48.0       63.4       29.9       42.9       43.6       56.8
Old  :                 30.5       49.5       48.0       63.4       29.9       42.9       43.6       56.8
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, September 6, 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  :    71,863:    14,533     35,740      1,121     45,342     17,693     60,996     54,554:    10,867     17,309
Old  :    71,863:    14,533     35,740      1,121     45,342     17,693     60,996     54,554:    10,867     17,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :     2,985:     2,682        254        193     -3,054       -924       -179       -477:     3,164      3,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       49.7        1.6       63.1       24.6       84.9       75.9:      15.1       24.1
Old  :     100.0:      20.2       49.7        1.6       63.1       24.6       84.9       75.9:      15.1       24.1
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  :        77:        18         30          8         19         14         43         46:
Old  :        77:        18         30          8         19         14         43         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  :                 57.3       27.5       66.7       40.1       57.3       27.2       66.3       39.7
Old  :                 57.3       27.5       66.7       40.1       57.3       27.2       66.3       39.7
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, September 6, 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  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Old  :    40,441:     2,430      4,434      4,443     32,260     29,663     39,133     38,540:     1,308      1,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 30, 2005                      :
     :    -2,167:      -696        -84      2,600     -4,000     -4,711     -2,096     -2,195:       -71         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
Old  :     100.0:       6.0       11.0       11.0       79.8       73.3       96.8       95.3:       3.2        4.7
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  :        56:         8         16          4         19         20         29         38:
Old  :        56:         8         16          4         19         20         29         38:
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  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
Old  :                 53.3       49.8       72.7       74.8       45.8       38.7       59.1       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 9, 2005