WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   339,017:    57,352     69,698     68,834    183,125    155,716    309,310    294,247:    29,707     44,769
Old  :   302,260:    56,627     73,364     51,963    166,331    142,681    274,921    268,008:    27,340     34,252
Other:    36,756:    15,490     11,100      2,105     16,794     13,034     34,389     26,239:     2,367     10,517
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    22,401:    12,626    -10,944     15,117     -6,566     13,747     21,177     17,921:     1,225      4,481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       20.6       20.3       54.0       45.9       91.2       86.8:       8.8       13.2
Old  :     100.0:      18.7       24.3       17.2       55.0       47.2       91.0       88.7:       9.0       11.3
Other:     100.0:      42.1       30.2        5.7       45.7       35.5       93.6       71.4:       6.4       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        84        117        105         49         67        210        226:
Old  :       286:        77        126         95         48         63        199        216:
Other:       138:        55         26         22         15         55         74         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       28.8       40.5       35.5       26.4       22.0       37.8       26.7
Old  :                 29.2       32.2       42.4       39.1       29.2       28.4       41.9       33.8
Other:                 42.3       20.8       56.7       29.9       41.5       20.1       55.6       28.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   944,177:   137,391    155,189    168,435    480,620    396,029    786,446    719,652:   157,731    224,525
Old  :   892,636:   124,552    162,110    152,357    466,819    369,527    743,729    683,995:   148,907    208,641
Other:    51,541:    22,587      2,827      6,329     13,800     26,502     42,717     35,657:     8,824     15,884
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    34,449:    13,588      4,909      6,703      2,553     14,115     22,843     25,727:    11,607      8,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       16.4       17.8       50.9       41.9       83.3       76.2:      16.7       23.8
Old  :     100.0:      14.0       18.2       17.1       52.3       41.4       83.3       76.6:      16.7       23.4
Other:     100.0:      43.8        5.5       12.3       26.8       51.4       82.9       69.2:      17.1       30.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       572:       160        129        156        221        220        451        449:
Old  :       569:       151        143        149        220        216        445        441:
Other:       236:        56         29         27         42        129        110        173:
     :----------------------------------------------------------------------------------------------------
     :             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       16.5       28.1       21.4       17.2       13.8       25.7       17.5
Old  :                 20.1       16.1       29.6       21.0       17.9       13.3       27.0       17.1
Other:                 19.0       29.1       31.8       35.4       18.2       27.2       28.7       32.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,524:     2,750        234        611      1,614      5,366      4,974      6,210:     2,550      1,314
Old  :     7,519:     2,750        234        610      1,611      5,365      4,970      6,208:     2,549      1,311
Other:         5:         0          0          1          3          1          4          2:         1          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       600:       301       -233         82        -11      1,343        373      1,192:       227       -592
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5        3.1        8.1       21.4       71.3       66.1       82.5:      33.9       17.5
Old  :     100.0:      36.6        3.1        8.1       21.4       71.4       66.1       82.6:      33.9       17.4
Other:     100.0:       0.0        0.0       20.0       60.0       20.0       80.0       40.0:      20.0       60.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        12          6          6          8         17         23         26:
Old  :        38:        12          6          6          8         17         23         26:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       40.5       48.2       57.4       31.3       35.0       42.0       48.7
Old  :                 34.6       40.5       48.2       57.4       31.3       35.0       42.1       48.7
Other:                 80.0       40.0       80.0       40.0       40.0        0.0       40.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   362,355:    51,924     51,036     76,056    174,331    136,266    302,311    263,358:    60,044     98,997
Old  :   353,245:    51,227     51,234     72,087    171,338    133,557    294,652    256,878:    58,594     96,368
Other:     9,109:     4,502      3,606        165      2,993      2,709      7,659      6,480:     1,450      2,629
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    16,056:     2,957      1,518      4,234      9,064      8,011     16,256     13,763:      -199      2,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       14.1       21.0       48.1       37.6       83.4       72.7:      16.6       27.3
Old  :     100.0:      14.5       14.5       20.4       48.5       37.8       83.4       72.7:      16.6       27.3
Other:     100.0:      49.4       39.6        1.8       32.9       29.7       84.1       71.1:      15.9       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:        97        114        130        109        113        276        296:
Old  :       352:       101        114        126        109        113        275        292:
Other:        97:        15         24          6         19         44         37         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       14.9       25.8       22.2       14.8        7.4       21.5       11.2
Old  :                 16.5       15.0       26.3       22.3       15.2        7.4       22.0       11.3
Other:                 52.4       24.7       66.0       45.1       52.1       24.2       64.4       41.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   175,409:    27,480     11,454     31,435     89,709    116,633    148,623    159,522:    26,786     15,887
Old  :   170,590:    27,222     11,215     29,681     88,327    114,853    145,230    155,749:    25,360     14,841
Other:     4,819:     1,875      1,857        136      1,382      1,780      3,393      3,773:     1,426      1,046
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    16,495:     5,537    -13,868      5,427       -237     28,404     10,727     19,962:     5,768     -3,468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        6.5       17.9       51.1       66.5       84.7       90.9:      15.3        9.1
Old  :     100.0:      16.0        6.6       17.4       51.8       67.3       85.1       91.3:      14.9        8.7
Other:     100.0:      38.9       38.5        2.8       28.7       36.9       70.4       78.3:      29.6       21.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        41         30         34         55         52        117        101:
Old  :       144:        46         29         32         55         51        117         98:
Other:        31:         5         11          3         10         10         16         23:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       31.0       32.4       44.9       19.9       21.4       27.7       32.5
Old  :                 21.1       31.7       33.0       46.0       20.4       22.0       28.6       33.7
Other:                 53.1       35.7       65.8       53.2       46.3       24.3       51.0       40.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   727,559:    89,571     80,721     88,219    415,294    365,981    593,084    534,921:   134,474    192,637
Old  :   727,559:    89,571     80,721     88,219    415,294    365,981    593,084    534,921:   134,474    192,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    41,673:    -1,084     12,781      8,531     25,539      1,907     32,986     23,219:     8,686     18,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       11.1       12.1       57.1       50.3       81.5       73.5:      18.5       26.5
Old  :     100.0:      12.3       11.1       12.1       57.1       50.3       81.5       73.5:      18.5       26.5
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  :       167:        25         39         44         71         85        122        142:
Old  :       167:        25         39         44         71         85        122        142:
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  :                 20.3       12.5       29.4       21.2       17.4       10.6       23.8       16.9
Old  :                 20.3       12.5       29.4       21.2       17.4       10.6       23.8       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   146,754:    17,162     19,342     24,873     76,449     79,058    118,484    123,273:    28,270     23,481
Old  :   143,121:    17,513     19,577     23,542     74,306     77,181    115,361    120,300:    27,760     22,821
Other:     3,633:       323        439        657      2,143      1,877      3,123      2,973:       510        660
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     4,975:     1,773      4,375      1,244        193     -2,144      3,210      3,474:     1,766      1,501
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       13.2       16.9       52.1       53.9       80.7       84.0:      19.3       16.0
Old  :     100.0:      12.2       13.7       16.4       51.9       53.9       80.6       84.1:      19.4       15.9
Other:     100.0:       8.9       12.1       18.1       59.0       51.7       86.0       81.8:      14.0       18.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        31         43         42         53         49        107        120:
Old  :       147:        34         43         42         53         49        107        120:
Other:        27:         4          7          3         14          6         21         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       25.8       33.3       37.6       16.1       22.4       23.8       27.7
Old  :                 23.9       26.1       33.1       38.1       16.3       22.8       23.6       28.3
Other:                 53.2       50.5       72.3       71.4       41.9       41.8       54.0       52.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :     7,746:     2,902      1,083      1,299      2,058      4,152      6,260      6,534:     1,487      1,213
Old  :     7,746:     2,902      1,083      1,299      2,058      4,152      6,260      6,534:     1,487      1,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :       713:       389       -286        172         -1        858        560        744:       152        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       14.0       16.8       26.6       53.6       80.8       84.3:      19.2       15.7
Old  :     100.0:      37.5       14.0       16.8       26.6       53.6       80.8       84.3:      19.2       15.7
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  :        50:        20          6         12         16         17         39         32:
Old  :        50:        20          6         12         16         17         39         32:
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  :                 30.7       36.6       46.6       51.6       30.7       30.4       44.5       44.7
Old  :                 30.7       36.6       46.6       51.6       30.7       30.4       44.5       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   335,243:    83,571     65,457      1,323    186,377    163,420    271,271    230,200:    63,972    105,043
Old  :   335,243:    83,571     65,457      1,323    186,377    163,420    271,271    230,200:    63,972    105,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -697:    -3,628     19,818       -338     10,825    -18,463      6,859      1,017:    -7,556     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       19.5        0.4       55.6       48.7       80.9       68.7:      19.1       31.3
Old  :     100.0:      24.9       19.5        0.4       55.6       48.7       80.9       68.7:      19.1       31.3
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  :       108:        21         22          4         42         45         64         70:
Old  :       108:        21         22          4         42         45         64         70:
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  :                 31.4       14.9       43.6       23.3       31.4       13.7       42.4       21.6
Old  :                 31.4       14.9       43.6       23.3       31.4       13.7       42.4       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  : 2,113,252:   342,419    393,278    236,631  1,281,898  1,057,060  1,860,948  1,686,970:   252,304    426,282
Old  : 2,113,252:   342,419    393,278    236,631  1,281,898  1,057,060  1,860,948  1,686,970:   252,304    426,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :    63,473:     9,736     24,560      5,182     52,507      6,313     67,424     36,054:    -3,951     27,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       18.6       11.2       60.7       50.0       88.1       79.8:      11.9       20.2
Old  :     100.0:      16.2       18.6       11.2       60.7       50.0       88.1       79.8:      11.9       20.2
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  :       260:        55         66         71        102        118        189        223:
Old  :       260:        55         66         71        102        118        189        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       20.8       41.8       27.5       26.9       20.2       38.2       25.1
Old  :                 29.2       20.8       41.8       27.5       26.9       20.2       38.2       25.1
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                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  : 1,496,678:   170,405    335,426    199,594    969,882    670,594  1,339,882  1,205,615:   156,797    291,063
Old  : 1,496,678:   170,405    335,426    199,594    969,882    670,594  1,339,882  1,205,615:   156,797    291,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :   127,805:    38,125     80,626     36,245     63,432    -23,693    137,801     93,178:    -9,997     34,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       22.4       13.3       64.8       44.8       89.5       80.6:      10.5       19.4
Old  :     100.0:      11.4       22.4       13.3       64.8       44.8       89.5       80.6:      10.5       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  :       187:        39         45         43         78         83        137        151:
Old  :       187:        39         45         43         78         83        137        151:
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  :                 28.4       21.4       38.9       30.5       24.9       20.4       33.7       27.7
Old  :                 28.4       21.4       38.9       30.5       24.9       20.4       33.7       27.7
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                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :   573,655:   110,472     86,044    223,596    192,305    227,260    526,373    536,900:    47,282     36,755
Old  :   573,655:   110,472     86,044    223,596    192,305    227,260    526,373    536,900:    47,282     36,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :  -133,618:   -26,281     -3,088    -46,262    -52,127    -78,478   -124,669   -127,827:    -8,950     -5,792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       15.0       39.0       33.5       39.6       91.8       93.6:       8.2        6.4
Old  :     100.0:      19.3       15.0       39.0       33.5       39.6       91.8       93.6:       8.2        6.4
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  :       137:        45         26         40         56         53        121         99:
Old  :       137:        45         26         40         56         53        121         99:
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  :                 25.1       35.0       38.0       47.3       13.1       18.8       18.3       24.7
Old  :                 25.1       35.0       38.0       47.3       13.1       18.8       18.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    37,093:     4,949      6,366        914     23,653     18,402     29,516     25,683:     7,577     11,410
Old  :    37,093:     4,949      6,366        914     23,653     18,402     29,516     25,683:     7,577     11,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     1,301:       646       -657        407        190      1,242      1,244        992:        57        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       17.2        2.5       63.8       49.6       79.6       69.2:      20.4       30.8
Old  :     100.0:      13.3       17.2        2.5       63.8       49.6       79.6       69.2:      20.4       30.8
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  :        53:        11         14          8         19         12         36         28:
Old  :        53:        11         14          8         19         12         36         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       38.9       59.0       49.7       45.0       36.5       59.0       47.1
Old  :                 45.0       38.9       59.0       49.7       45.0       36.5       59.0       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    58,542:    22,767     29,129      4,607     12,792     15,255     40,167     48,991:    18,376      9,551
Old  :    58,542:    22,767     29,129      4,607     12,792     15,255     40,167     48,991:    18,376      9,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :     5,003:     4,127      3,075        116     -1,374      2,282      2,869      5,474:     2,134       -471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       49.8        7.9       21.9       26.1       68.6       83.7:      31.4       16.3
Old  :     100.0:      38.9       49.8        7.9       21.9       26.1       68.6       83.7:      31.4       16.3
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  :        74:        26         26         15         15         13         49         46:
Old  :        74:        26         26         15         15         13         49         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       43.8       40.3       54.1       29.9       42.4       38.1       52.6
Old  :                 29.9       43.8       40.3       54.1       29.9       42.4       38.1       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 4, 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  :    33,490:     8,664      3,745         62     24,311     28,953     33,037     32,760:       453        730
Old  :    33,490:     8,664      3,745         62     24,311     28,953     33,037     32,760:       453        730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 27, 2005                   :
     :      -188:       120       -136       -110       -440         57       -430       -189:       242          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       11.2        0.2       72.6       86.5       98.6       97.8:       1.4        2.2
Old  :     100.0:      25.9       11.2        0.2       72.6       86.5       98.6       97.8:       1.4        2.2
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  :        55:         7         17          3         15         20         24         38:
Old  :        55:         7         17          3         15         20         24         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       54.6       84.1       75.4       64.4       49.4       78.2       66.7
Old  :                 68.3       54.6       84.1       75.4       64.4       49.4       78.2       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 7, 2005