WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   272,957:    47,743     56,291     39,439    161,655    139,688    248,837    235,417:    24,121     37,540
Old  :   268,429:    47,423     55,130     39,201    158,138    138,282    244,762    232,612:    23,668     35,817
Other:     4,528:       553      1,394          5      3,517      1,406      4,075      2,805:       453      1,723
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :      -825:    -3,034      3,631        971      3,418     -7,707      1,355     -3,105:    -2,180      2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       20.6       14.4       59.2       51.2       91.2       86.2:       8.8       13.8
Old  :     100.0:      17.7       20.5       14.6       58.9       51.5       91.2       86.7:       8.8       13.3
Other:     100.0:      12.2       30.8        0.1       77.7       31.1       90.0       61.9:      10.0       38.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       243:        72         94         73         45         58        163        185:
Old  :       243:        73         95         70         45         57        160        184:
Other:        50:         8         11          1          9         28         18         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       33.2       45.0       40.4       30.7       29.0       44.4       34.5
Old  :                 31.7       33.7       45.6       41.0       31.2       30.3       45.1       36.0
Other:                 72.6       36.8       87.0       46.2       70.8       34.3       81.3       42.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   872,954:   114,915     64,398    175,004    440,574    416,494    730,493    655,896:   142,461    217,058
Old  :   364,901:    47,316     69,225     34,960    230,448    201,922    312,723    306,107:    52,177     58,793
Other:   508,053:   118,768     46,341     88,875    210,127    214,572    417,770    349,788:    90,283    158,265
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    -3,323:     6,869     -8,970    -12,390      6,931     16,862      1,410     -4,498:    -4,733      1,175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        7.4       20.0       50.5       47.7       83.7       75.1:      16.3       24.9
Old  :     100.0:      13.0       19.0        9.6       63.2       55.3       85.7       83.9:      14.3       16.1
Other:     100.0:      23.4        9.1       17.5       41.4       42.2       82.2       68.8:      17.8       31.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       545:       141        110        163        210        239        438        441:
Old  :       433:        92         96         86        156        179        292        317:
Other:       504:       138         97        116        169        224        364        382:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       17.1       27.4       22.6       18.2       13.8       26.6       17.9
Old  :                 34.0       28.0       47.4       34.6       33.9       27.0       47.2       33.2
Other:                 17.4       11.6       23.9       17.3       15.1        9.9       20.7       14.2
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :     8,871:     3,024         85        798      2,401      6,501      6,223      7,385:     2,647      1,486
Old  :     8,871:     3,024         85        798      2,401      6,501      6,223      7,385:     2,647      1,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :       356:        67         12         99        142        149        308        260:        48         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        1.0        9.0       27.1       73.3       70.2       83.2:      29.8       16.8
Old  :     100.0:      34.1        1.0        9.0       27.1       73.3       70.2       83.2:      29.8       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        12          5          7         12         16         27         25:
Old  :        35:        12          5          7         12         16         27         25:
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  :                 31.9       39.0       45.6       59.9       27.8       35.3       39.8       51.1
Old  :                 31.9       39.0       45.6       59.9       27.8       35.3       39.8       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   398,256:    69,724     21,780     82,335    159,208    203,628    311,267    307,743:    86,990     90,513
Old  :    70,047:    11,777      6,072     20,037     21,078     30,367     52,891     56,476:    17,157     13,571
Other:   328,209:    63,596     21,357     56,649    138,131    173,261    258,376    251,267:    69,833     76,941
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :   -10,890:    -3,794     -1,900     -2,201     -1,611     -5,437     -7,607     -9,539:    -3,284     -1,351
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        5.5       20.7       40.0       51.1       78.2       77.3:      21.8       22.7
Old  :     100.0:      16.8        8.7       28.6       30.1       43.4       75.5       80.6:      24.5       19.4
Other:     100.0:      19.4        6.5       17.3       42.1       52.8       78.7       76.6:      21.3       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       373:       142         74        132        118        139        320        291:
Old  :       236:        62         48         57         78         83        168        160:
Other:       356:       129         77        116         97        131        285        270:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       21.8       29.1       32.3       16.0       15.8       23.3       21.5
Old  :                 19.5       21.1       28.8       33.9        7.8       11.8       13.6       19.9
Other:                 20.6       23.1       32.3       33.0       19.3       17.5       27.9       23.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,209:    12,491      3,509        219          0        940     12,710      4,668:     4,499     12,541
Old  :       721:       352         95         15          0          9        367        119:       354        602
Other:    16,488:    12,226      3,501        117          0        931     12,343      4,549:     4,145     11,939
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :        99:        -4        314         80          0         24         76        418:        23       -319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.6       20.4        1.3        0.0        5.5       73.9       27.1:      26.1       72.9
Old  :     100.0:      48.8       13.2        2.1        0.0        1.2       50.9       16.5:      49.1       83.5
Other:     100.0:      74.2       21.2        0.7        0.0        5.6       74.9       27.6:      25.1       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         9          9          6          0          3         12         15:
Old  :        14:         7          5          1          0          2          7          8:
Other:        21:         9          9          4          0          3         10         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 67.6       15.0       72.6       21.2       66.9       14.8       71.7       20.9
Old  :                 45.6       13.2       50.9       16.5       43.6       12.5       48.8       14.4
Other:                 68.7       15.6       73.9       21.9       68.1       15.6       73.2       21.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   169,896:    36,156      9,300     27,480     73,062    118,252    136,697    155,032:    33,199     14,864
Old  :    57,119:    15,051      2,855      9,086     21,797     37,840     45,935     49,781:    11,184      7,338
Other:   112,777:    28,596     13,936     10,902     51,264     80,412     90,763    105,251:    22,015      7,526
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :   -10,960:    -2,311     -1,732     -3,635     -8,580     -8,425    -14,526    -13,792:     3,566      2,832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.5       16.2       43.0       69.6       80.5       91.3:      19.5        8.7
Old  :     100.0:      26.4        5.0       15.9       38.2       66.2       80.4       87.2:      19.6       12.8
Other:     100.0:      25.4       12.4        9.7       45.5       71.3       80.5       93.3:      19.5        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        53         23         32         46         48        120         91:
Old  :        96:        31         16         19         30         41         69         70:
Other:       126:        46         29         25         33         36         98         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       36.8       28.8       49.3       18.0       30.6       25.8       40.9
Old  :                 25.0       26.7       36.5       38.9       16.2       19.5       25.3       30.7
Other:                 26.9       46.6       37.2       59.7       26.9       42.4       36.4       53.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   790,071:    91,309     83,859    129,491    426,875    386,670    647,676    600,020:   142,395    190,051
Old  :   790,071:    91,309     83,859    129,491    426,875    386,670    647,676    600,020:   142,395    190,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :   -36,223:   -17,555    -10,400     -3,248     -7,683    -20,380    -28,486    -34,028:    -7,737     -2,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       10.6       16.4       54.0       48.9       82.0       75.9:      18.0       24.1
Old  :     100.0:      11.6       10.6       16.4       54.0       48.9       82.0       75.9:      18.0       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  :       158:        25         39         35         68         79        116        130:
Old  :       158:        25         39         35         68         79        116        130:
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  :                 25.8       12.4       32.9       20.6       23.2       10.7       27.2       15.5
Old  :                 25.8       12.4       32.9       20.6       23.2       10.7       27.2       15.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   138,611:    26,479      2,920     21,594     55,160     96,536    103,233    121,050:    35,378     17,560
Old  :    49,174:    10,543      2,101      6,561     18,410     31,971     35,513     40,633:    13,660      8,541
Other:    89,437:    21,098      5,981      9,871     36,750     64,566     67,720     80,418:    21,717      9,020
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    -5,806:    -1,726        802     -2,702     -1,354     -3,663     -5,781     -5,562:       -25       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        2.1       15.6       39.8       69.6       74.5       87.3:      25.5       12.7
Old  :     100.0:      21.4        4.3       13.3       37.4       65.0       72.2       82.6:      27.8       17.4
Other:     100.0:      23.6        6.7       11.0       41.1       72.2       75.7       89.9:      24.3       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        45         20         29         55         54        117         92:
Old  :        94:        23         14         19         43         48         75         72:
Other:       121:        41         24         24         45         37        103         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       34.8       22.5       50.9        9.9       32.2       16.2       42.3
Old  :                 14.3       29.2       23.5       41.0       11.7       27.9       19.9       37.8
Other:                 18.8       40.8       27.9       57.7       11.8       35.6       20.1       46.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :     7,247:     3,152      1,461      1,127      1,596      2,751      5,875      5,339:     1,373      1,909
Old  :     7,247:     3,152      1,461      1,127      1,596      2,751      5,875      5,339:     1,373      1,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :       294:      -326        -46        249        337         50        260        253:        35         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       20.2       15.5       22.0       38.0       81.1       73.7:      18.9       26.3
Old  :     100.0:      43.5       20.2       15.5       22.0       38.0       81.1       73.7:      18.9       26.3
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  :        49:        20         11          9          9         13         31         31:
Old  :        49:        20         11          9          9         13         31         31:
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  :                 37.7       31.8       51.8       48.2       33.4       29.7       44.2       41.5
Old  :                 37.7       31.8       51.8       48.2       33.4       29.7       44.2       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   370,545:    97,698    108,421         91    222,319    154,449    320,108    262,961:    50,437    107,584
Old  :   370,545:    97,698    108,421         91    222,319    154,449    320,108    262,961:    50,437    107,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    16,979:       487     12,575       -150     12,063        684     12,400     13,109:     4,579      3,870
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       29.3        0.0       60.0       41.7       86.4       71.0:      13.6       29.0
Old  :     100.0:      26.4       29.3        0.0       60.0       41.7       86.4       71.0:      13.6       29.0
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  :        94:        12         23          2         45         39         59         62:
Old  :        94:        12         23          2         45         39         59         62:
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  :                 30.2       24.6       46.0       35.2       30.2       22.9       46.0       33.5
Old  :                 30.2       24.6       46.0       35.2       30.2       22.9       46.0       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  : 2,539,355:   424,508    383,683    417,806  1,448,311  1,303,829  2,290,625  2,105,317:   248,730    434,038
Old  : 2,539,355:   424,508    383,683    417,806  1,448,311  1,303,829  2,290,625  2,105,317:   248,730    434,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    70,172:   -21,762     36,002     15,739     84,408     14,708     78,385     66,449:    -8,213      3,723
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       15.1       16.5       57.0       51.3       90.2       82.9:       9.8       17.1
Old  :     100.0:      16.7       15.1       16.5       57.0       51.3       90.2       82.9:       9.8       17.1
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  :       277:        45         81         72        111        138        200        247:
Old  :       277:        45         81         72        111        138        200        247:
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  :                 28.8       15.3       41.1       24.3       23.5       11.6       32.8       18.1
Old  :                 28.8       15.3       41.1       24.3       23.5       11.6       32.8       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  : 1,490,574:   140,859    239,364    180,305    995,121    786,217  1,316,286  1,205,885:   174,288    284,688
Old  : 1,490,574:   140,859    239,364    180,305    995,121    786,217  1,316,286  1,205,885:   174,288    284,688
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    73,346:   -37,269     55,623     12,843     87,725     13,382     63,299     81,848:    10,047     -8,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       16.1       12.1       66.8       52.7       88.3       80.9:      11.7       19.1
Old  :     100.0:       9.4       16.1       12.1       66.8       52.7       88.3       80.9:      11.7       19.1
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  :       181:        30         47         48         76         91        135        157:
Old  :       181:        30         47         48         76         91        135        157:
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  :                 27.8       19.2       39.3       28.6       24.9       18.6       34.8       26.7
Old  :                 27.8       19.2       39.3       28.6       24.9       18.6       34.8       26.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :   554,753:    88,258     61,921    177,885    222,436    282,266    488,579    522,073:    66,174     32,680
Old  :   554,753:    88,258     61,921    177,885    222,436    282,266    488,579    522,073:    66,174     32,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :    24,550:    -3,628    -10,893     17,549      3,639     19,615     17,560     26,271:     6,990     -1,721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       11.2       32.1       40.1       50.9       88.1       94.1:      11.9        5.9
Old  :     100.0:      15.9       11.2       32.1       40.1       50.9       88.1       94.1:      11.9        5.9
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  :       122:        32         29         44         52         50        106        101:
Old  :       122:        32         29         44         52         50        106        101:
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  :                 24.7       28.4       36.9       43.0       12.2       17.5       17.7       25.4
Old  :                 24.7       28.4       36.9       43.0       12.2       17.5       17.7       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    30,523:     6,914      4,752        622     15,843     17,319     23,379     22,693:     7,144      7,829
Old  :    30,523:     6,914      4,752        622     15,843     17,319     23,379     22,693:     7,144      7,829
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :     1,127:       986       -365        175         -9      1,230      1,152      1,041:       -25         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       15.6        2.0       51.9       56.7       76.6       74.3:      23.4       25.7
Old  :     100.0:      22.7       15.6        2.0       51.9       56.7       76.6       74.3:      23.4       25.7
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  :        52:        12         10          6         20         13         36         25:
Old  :        52:        12         10          6         20         13         36         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       44.4       46.8       59.6       32.1       43.7       46.8       58.9
Old  :                 32.1       44.4       46.8       59.6       32.1       43.7       46.8       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    54,464:     9,012     25,073      3,305     31,988     14,826     44,306     43,205:    10,158     11,259
Old  :    54,464:     9,012     25,073      3,305     31,988     14,826     44,306     43,205:    10,158     11,259
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :     4,573:    -3,530        235        531      8,702      3,651      5,703      4,416:    -1,131        157
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       46.0        6.1       58.7       27.2       81.3       79.3:      18.7       20.7
Old  :     100.0:      16.5       46.0        6.1       58.7       27.2       81.3       79.3:      18.7       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  :        78:        20         33         16         14         16         42         57:
Old  :        78:        20         33         16         14         16         42         57:
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  :                 47.0       35.8       57.2       45.8       45.2       35.4       54.4       44.5
Old  :                 47.0       35.8       57.2       45.8       45.2       35.4       54.4       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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  :    37,592:     3,966      5,821      1,023     32,224     29,955     37,213     36,799:       379        793
Old  :    37,592:     3,966      5,821      1,023     32,224     29,955     37,213     36,799:       379        793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 5, 2005                         :
     :       -27:        10        113         -5         30        -70         35         38:       -62        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       15.5        2.7       85.7       79.7       99.0       97.9:       1.0        2.1
Old  :     100.0:      10.6       15.5        2.7       85.7       79.7       99.0       97.9:       1.0        2.1
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  :        59:         7         18          4         18         21         28         40:
Old  :        59:         7         18          4         18         21         28         40:
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  :                 52.8       49.6       71.7       72.9       51.1       47.4       67.5       65.7
Old  :                 52.8       49.6       71.7       72.9       51.1       47.4       67.5       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 15, 2005