WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   291,300:    50,976     54,415     50,135    164,585    147,750    265,695    252,299:    25,605     39,001
Old  :   284,594:    50,721     52,576     49,618    159,247    145,592    259,585    247,785:    25,009     36,809
Other:     6,706:       771      2,355          1      5,338      2,158      6,110      4,514:       596      2,192
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    18,343:     3,233     -1,876     10,696      2,930      8,062     16,858     16,882:     1,485      1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       18.7       17.2       56.5       50.7       91.2       86.6:       8.8       13.4
Old  :     100.0:      17.8       18.5       17.4       56.0       51.2       91.2       87.1:       8.8       12.9
Other:     100.0:      11.5       35.1        0.0       79.6       32.2       91.1       67.3:       8.9       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        81         92         80         44         60        171        195:
Old  :       254:        82         94         80         44         60        171        195:
Other:        56:         9         13          1         11         30         20         44:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       34.1       41.9       41.2       28.4       29.5       41.1       35.2
Old  :                 29.4       34.8       42.7       42.0       29.0       31.4       42.1       37.3
Other:                 69.5       37.8       85.3       48.2       66.6       37.0       80.9       45.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   952,406:   157,098     54,351    190,453    445,171    483,438    792,723    728,243:   159,683    224,163
Old  :   358,620:    44,139     53,756     40,929    220,822    212,494    305,889    307,179:    52,730     51,441
Other:   593,787:   156,968     44,604    105,516    224,349    270,944    486,833    421,064:   106,953    172,722
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    79,452:    42,184    -10,046     15,450      4,597     66,944     62,230     72,347:    17,223      7,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5        5.7       20.0       46.7       50.8       83.2       76.5:      16.8       23.5
Old  :     100.0:      12.3       15.0       11.4       61.6       59.3       85.3       85.7:      14.7       14.3
Other:     100.0:      26.4        7.5       17.8       37.8       45.6       82.0       70.9:      18.0       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       585:       178         89        173        220        268        470        474:
Old  :       468:        83        112         87        157        205        290        354:
Other:       548:       176         78        124        181        252        398        415:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.0       16.4       25.6       22.2       17.0       13.6       24.9       17.9
Old  :                 33.0       27.0       45.9       35.1       32.8       26.1       45.7       33.4
Other:                 15.3       12.0       21.9       17.1       14.0        9.3       19.0       13.6
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :     9,392:     3,494         65        765      2,360      6,867      6,618      7,696:     2,774      1,696
Old  :     9,392:     3,494         65        765      2,360      6,867      6,618      7,696:     2,774      1,696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       521:       470        -21        -33        -41        366        395        312:       126        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.2        0.7        8.1       25.1       73.1       70.5       81.9:      29.5       18.1
Old  :     100.0:      37.2        0.7        8.1       25.1       73.1       70.5       81.9:      29.5       18.1
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  :        35:        15          2          6         11         16         26         24:
Old  :        35:        15          2          6         11         16         26         24:
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       41.3       47.6       62.2       27.7       39.7       41.1       54.7
Old  :                 31.9       41.3       47.6       62.2       27.7       39.7       41.1       54.7
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 19, 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  :   397,132:    64,967     19,394     86,975    159,623    202,420    311,566    308,790:    85,566     88,342
Old  :    60,305:    10,986      2,499     19,089     17,745     28,980     47,819     50,568:    12,486      9,737
Other:   336,826:    60,053     22,966     61,815    141,878    173,440    263,746    258,221:    73,080     78,605
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -1,124:    -4,757     -2,386      4,641        415     -1,208        299      1,046:    -1,423     -2,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4        4.9       21.9       40.2       51.0       78.5       77.8:      21.5       22.2
Old  :     100.0:      18.2        4.1       31.7       29.4       48.1       79.3       83.9:      20.7       16.1
Other:     100.0:      17.8        6.8       18.4       42.1       51.5       78.3       76.7:      21.7       23.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:       144         73        133        130        142        328        298:
Old  :       236:        77         32         55         80         77        167        154:
Other:       366:       130         80        123        108        135        298        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.1       22.0       28.8       31.6       16.1       15.6       23.1       20.8
Old  :                 23.8       21.9       34.0       35.6        9.3       14.4       14.5       21.6
Other:                 20.7       22.9       31.7       31.9       19.0       16.8       27.1       22.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,187:    13,059      4,696      1,340          0        768     14,399      6,804:     4,788     12,383
Old  :     1,416:     1,103        753          0          0         14      1,103        767:       313        649
Other:    17,771:    12,941      4,928        355          0        754     13,296      6,037:     4,475     11,734
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,978:       568      1,187      1,121          0       -172      1,689      2,136:       289       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       24.5        7.0        0.0        4.0       75.0       35.5:      25.0       64.5
Old  :     100.0:      77.9       53.2        0.0        0.0        1.0       77.9       54.2:      22.1       45.8
Other:     100.0:      72.8       27.7        2.0        0.0        4.2       74.8       34.0:      25.2       66.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         12         10          0          3         14         20:
Old  :        15:         8          5          0          0          2          8          7:
Other:        24:        10         11          6          0          3         11         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 62.8       20.4       71.3       26.4       62.4       15.8       67.4       21.5
Old  :                 68.4       52.1       77.9       54.2       68.4       52.1       77.9       54.2
Other:                 65.5       18.6       72.8       24.8       65.0       18.6       70.9       24.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   165,556:    36,879     10,593     27,983     70,678    112,263    135,540    150,839:    30,015     14,717
Old  :    51,187:    12,796      3,090      9,478     19,958     32,472     42,231     45,039:     8,955      6,147
Other:   114,369:    30,338     13,758     12,251     50,721     79,791     93,309    105,800:    21,060      8,569
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -4,341:       723      1,293        503     -2,384     -5,989     -1,157     -4,193:    -3,183       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        6.4       16.9       42.7       67.8       81.9       91.1:      18.1        8.9
Old  :     100.0:      25.0        6.0       18.5       39.0       63.4       82.5       88.0:      17.5       12.0
Other:     100.0:      26.5       12.0       10.7       44.3       69.8       81.6       92.5:      18.4        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        56         24         31         44         44        119         87:
Old  :        89:        28         15         16         29         37         65         61:
Other:       129:        52         29         24         33         34        101         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  :                 19.7       37.7       29.2       50.4       19.0       29.5       26.8       41.8
Old  :                 23.4       29.2       37.6       42.4       16.1       19.6       25.6       27.8
Other:                 26.6       46.1       36.8       58.4       26.6       40.1       36.0       51.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   775,378:    84,314     68,262    131,067    432,598    386,308    647,979    585,637:   127,399    189,740
Old  :   775,378:    84,314     68,262    131,067    432,598    386,308    647,979    585,637:   127,399    189,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :   -14,693:    -6,996    -15,596      1,576      5,723       -362        303    -14,383:   -14,996       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        8.8       16.9       55.8       49.8       83.6       75.5:      16.4       24.5
Old  :     100.0:      10.9        8.8       16.9       55.8       49.8       83.6       75.5:      16.4       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        29         34         38         74         81        124        132:
Old  :       161:        29         34         38         74         81        124        132:
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  :                 25.0       13.5       32.5       21.2       22.8       11.5       26.8       16.2
Old  :                 25.0       13.5       32.5       21.2       22.8       11.5       26.8       16.2
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 19, 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  :   139,522:    25,520      1,497     22,960     54,466     96,524    102,946    120,982:    36,576     18,540
Old  :    50,284:    10,369      1,396      6,751     19,958     33,174     37,078     41,321:    13,206      8,963
Other:    89,238:    20,361      5,312     10,999     34,508     63,350     65,868     79,661:    23,370      9,577
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       911:      -958     -1,422      1,366       -694        -12       -287        -68:     1,198        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        1.1       16.5       39.0       69.2       73.8       86.7:      26.2       13.3
Old  :     100.0:      20.6        2.8       13.4       39.7       66.0       73.7       82.2:      26.3       17.8
Other:     100.0:      22.8        6.0       12.3       38.7       71.0       73.8       89.3:      26.2       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        42         14         31         58         56        118         92:
Old  :        96:        24         10         23         44         49         78         74:
Other:       119:        42         18         24         47         39        101         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       35.2       22.8       50.0        8.3       31.0       13.9       41.0
Old  :                 15.8       34.6       23.9       43.0        9.9       27.7       16.5       34.2
Other:                 18.2       39.3       26.4       55.7       10.1       36.4       18.0       46.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :     7,601:     3,016      1,396      1,268      1,819      3,015      6,102      5,679:     1,499      1,922
Old  :     7,601:     3,016      1,396      1,268      1,819      3,015      6,102      5,679:     1,499      1,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       354:      -136        -64        141        223        264        228        340:       126         14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       18.4       16.7       23.9       39.7       80.3       74.7:      19.7       25.3
Old  :     100.0:      39.7       18.4       16.7       23.9       39.7       80.3       74.7:      19.7       25.3
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  :        48:        20         10          9         11         13         33         30:
Old  :        48:        20         10          9         11         13         33         30:
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  :                 37.5       30.9       51.5       48.1       34.0       28.5       44.2       39.9
Old  :                 37.5       30.9       51.5       48.1       34.0       28.5       44.2       39.9
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 19, 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  :   367,680:   102,187    108,455        122    210,383    150,329    312,692    258,906:    54,988    108,774
Old  :   367,680:   102,187    108,455        122    210,383    150,329    312,692    258,906:    54,988    108,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -2,865:     4,489         34         31    -11,936     -4,120     -7,416     -4,055:     4,551      1,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       29.5        0.0       57.2       40.9       85.0       70.4:      15.0       29.6
Old  :     100.0:      27.8       29.5        0.0       57.2       40.9       85.0       70.4:      15.0       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        13         27          2         45         42         60         69:
Old  :       102:        13         27          2         45         42         60         69:
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  :                 30.3       19.7       47.0       29.1       30.3       19.0       47.0       27.1
Old  :                 30.3       19.7       47.0       29.1       30.3       19.0       47.0       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  : 2,582,966:   387,941    376,685    470,325  1,488,167  1,316,937  2,346,433  2,163,947:   236,533    419,019
Old  : 2,582,966:   387,941    376,685    470,325  1,488,167  1,316,937  2,346,433  2,163,947:   236,533    419,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    43,611:   -36,567     -6,998     52,519     39,856     13,108     55,808     58,630:   -12,197    -15,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.6       18.2       57.6       51.0       90.8       83.8:       9.2       16.2
Old  :     100.0:      15.0       14.6       18.2       57.6       51.0       90.8       83.8:       9.2       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        42         81         73        110        140        200        246:
Old  :       274:        42         81         73        110        140        200        246:
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  :                 28.6       16.2       43.9       25.7       24.6       12.6       34.0       19.4
Old  :                 28.6       16.2       43.9       25.7       24.6       12.6       34.0       19.4
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 19, 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  : 1,583,204:   165,520    288,363    192,544  1,056,744    794,646  1,414,808  1,275,553:   168,396    307,651
Old  : 1,583,204:   165,520    288,363    192,544  1,056,744    794,646  1,414,808  1,275,553:   168,396    307,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    92,631:    24,661     48,999     12,239     61,623      8,430     98,523     69,668:    -5,892     22,963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       18.2       12.2       66.7       50.2       89.4       80.6:      10.6       19.4
Old  :     100.0:      10.5       18.2       12.2       66.7       50.2       89.4       80.6:      10.6       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        36         46         49         79         93        141        162:
Old  :       190:        36         46         49         79         93        141        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       18.9       39.2       28.7       25.2       18.4       34.5       27.5
Old  :                 28.1       18.9       39.2       28.7       25.2       18.4       34.5       27.5
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                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :   627,091:   105,613     72,380    200,439    249,289    311,184    555,341    584,003:    71,750     43,088
Old  :   627,091:   105,613     72,380    200,439    249,289    311,184    555,341    584,003:    71,750     43,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    72,338:    17,355     10,459     22,554     26,853     28,918     66,762     61,930:     5,576     10,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       11.5       32.0       39.8       49.6       88.6       93.1:      11.4        6.9
Old  :     100.0:      16.8       11.5       32.0       39.8       49.6       88.6       93.1:      11.4        6.9
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  :       126:        33         28         43         57         53        112        102:
Old  :       126:        33         28         43         57         53        112        102:
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  :                 26.5       29.8       38.9       46.3       14.1       20.1       19.9       27.2
Old  :                 26.5       29.8       38.9       46.3       14.1       20.1       19.9       27.2
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                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    29,670:     6,850      4,762        545     15,696     17,018     23,091     22,325:     6,579      7,345
Old  :    29,670:     6,850      4,762        545     15,696     17,018     23,091     22,325:     6,579      7,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -853:       -64          9        -77       -147       -300       -288       -368:      -564       -484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.0        1.8       52.9       57.4       77.8       75.2:      22.2       24.8
Old  :     100.0:      23.1       16.0        1.8       52.9       57.4       77.8       75.2:      22.2       24.8
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  :        49:        13          9          6         18         11         34         23:
Old  :        49:        13          9          6         18         11         34         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  :                 33.0       45.9       48.3       61.5       33.0       44.9       48.3       60.5
Old  :                 33.0       45.9       48.3       61.5       33.0       44.9       48.3       60.5
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 19, 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  :    53,862:     8,576     25,017      2,435     31,542     15,004     42,553     42,457:    11,309     11,405
Old  :    53,862:     8,576     25,017      2,435     31,542     15,004     42,553     42,457:    11,309     11,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -602:      -437        -56       -870       -446        178     -1,753       -748:     1,151        146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       46.4        4.5       58.6       27.9       79.0       78.8:      21.0       21.2
Old  :     100.0:      15.9       46.4        4.5       58.6       27.9       79.0       78.8:      21.0       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        71:        16         30         13         15         16         39         51:
Old  :        71:        16         30         13         15         16         39         51:
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  :                 47.1       35.6       56.9       45.1       45.1       35.6       54.8       44.7
Old  :                 47.1       35.6       56.9       45.1       45.1       35.6       54.8       44.7
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                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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  :    37,110:     3,754      5,348      1,023     32,031     29,839     36,808     36,210:       302        900
Old  :    37,110:     3,754      5,348      1,023     32,031     29,839     36,808     36,210:       302        900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -482:      -212       -473          0       -193       -116       -405       -589:       -77        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.4        2.8       86.3       80.4       99.2       97.6:       0.8        2.4
Old  :     100.0:      10.1       14.4        2.8       86.3       80.4       99.2       97.6:       0.8        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         7         17          4         18         22         28         40:
Old  :        58:         7         17          4         18         22         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  :                 53.5       49.4       71.6       73.4       51.8       48.4       67.3       65.9
Old  :                 53.5       49.4       71.6       73.4       51.8       48.4       67.3       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 22, 2005