WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   310,877:    46,600    102,797     35,856    193,163    131,164    275,618    269,817:    35,259     41,060
Old  :   247,832:    46,867     93,269     17,260    153,842    109,706    217,969    220,235:    29,862     27,596
Other:    63,046:    12,704     22,500      5,624     39,321     21,458     57,649     49,581:     5,396     13,464
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :      -757:    -1,918     -1,183     -1,239     -4,672     -1,955     -7,829     -4,377:     7,071      3,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       33.1       11.5       62.1       42.2       88.7       86.8:      11.3       13.2
Old  :     100.0:      18.9       37.6        7.0       62.1       44.3       88.0       88.9:      12.0       11.1
Other:     100.0:      20.2       35.7        8.9       62.4       34.0       91.4       78.6:       8.6       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        84        133         83         59         65        194        240:
Old  :       292:        88        124         68         56         54        180        214:
Other:       146:        35         53         38         17         54         74        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       27.0       44.0       33.6       28.9       20.7       42.4       26.6
Old  :                 35.5       31.9       48.4       39.0       35.5       30.7       48.2       37.0
Other:                 58.4       21.0       68.1       30.4       51.9       16.3       61.1       23.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   907,533:   137,908    190,966    123,530    488,604    381,853    750,042    696,349:   157,492    211,184
Old  :   801,261:   133,800    192,588     89,693    436,606    336,472    660,098    618,753:   141,162    182,507
Other:   106,272:    25,486     19,756     12,459     51,998     45,381     89,943     77,596:    16,329     28,676
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :   -53,491:   -14,798      2,317    -18,912     -9,615    -50,777    -43,324    -67,371:   -10,167     13,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       21.0       13.6       53.8       42.1       82.6       76.7:      17.4       23.3
Old  :     100.0:      16.7       24.0       11.2       54.5       42.0       82.4       77.2:      17.6       22.8
Other:     100.0:      24.0       18.6       11.7       48.9       42.7       84.6       73.0:      15.4       27.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       140        139        134        208        196        415        416:
Old  :       539:       143        137        123        206        188        403        401:
Other:       262:        45         52         38         54        140        120        209:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       15.5       28.5       21.2       16.8       13.9       26.6       18.4
Old  :                 20.9       15.6       30.4       21.7       19.1       13.7       28.4       18.7
Other:                 36.1       23.3       45.1       31.4       35.7       23.0       44.5       30.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :     9,231:     4,712        252        222      1,560      7,171      6,494      7,645:     2,737      1,586
Old  :     9,098:     4,712        262        196      1,547      7,105      6,455      7,563:     2,643      1,535
Other:       133:        10          0         16         13         66         39         82:        94         51
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :       796:       912       -122         32        -26        546        919        456:      -123        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0        2.7        2.4       16.9       77.7       70.3       82.8:      29.7       17.2
Old  :     100.0:      51.8        2.9        2.2       17.0       78.1       70.9       83.1:      29.1       16.9
Other:     100.0:       7.5        0.0       12.0        9.8       49.6       29.3       61.7:      70.7       38.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        20          3          2         11         15         32         20:
Old  :        43:        20          4          2         10         15         31         20:
Other:         7:         1          0          1          3          4          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       46.7       39.6       65.7       24.1       40.7       35.7       58.5
Old  :                 27.0       46.8       40.2       65.9       24.4       41.3       36.2       58.7
Other:                 29.3       60.2       29.3       61.7       16.5       48.9       16.5       48.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   356,090:    41,811     72,472     65,056    183,998    129,377    290,866    266,906:    65,224     89,183
Old  :   337,729:    41,621     74,940     58,544    175,199    122,106    275,363    255,591:    62,366     82,138
Other:    18,361:     5,892      3,234        810      8,800      7,271     15,503     11,315:     2,858      7,045
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :    24,934:    -1,040     15,069      8,614     12,525     -4,070     20,099     19,613:     4,835      5,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       20.4       18.3       51.7       36.3       81.7       75.0:      18.3       25.0
Old  :     100.0:      12.3       22.2       17.3       51.9       36.2       81.5       75.7:      18.5       24.3
Other:     100.0:      32.1       17.6        4.4       47.9       39.6       84.4       61.6:      15.6       38.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        75        116        106        106         97        250        262:
Old  :       326:        83        114        103        105         94        249        256:
Other:       106:        15         27          9         27         45         48         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       17.2       29.2       23.4       16.4        9.1       24.6       13.5
Old  :                 18.3       17.7       29.9       24.1       17.2        9.3       26.3       13.9
Other:                 47.8       27.8       63.3       37.0       44.6       27.0       59.7       35.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   207,568:    20,992     39,283     44,200    117,638     99,102    182,831    182,585:    24,738     24,983
Old  :   194,884:    25,216     40,657     36,617    109,894     93,341    171,728    170,615:    23,157     24,269
Other:    12,684:     2,481      5,331        878      7,744      5,761     11,103     11,970:     1,581        714
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :    13,360:    -1,105      8,184      3,777      8,148     -2,249     10,820      9,712:     2,540      3,648
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       18.9       21.3       56.7       47.7       88.1       88.0:      11.9       12.0
Old  :     100.0:      12.9       20.9       18.8       56.4       47.9       88.1       87.5:      11.9       12.5
Other:     100.0:      19.6       42.0        6.9       61.1       45.4       87.5       94.4:      12.5        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        36         52         49         58         49        123        138:
Old  :       170:        42         54         44         57         48        122        132:
Other:        44:         6         15          4         14         14         23         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       26.6       32.5       35.2       18.6       21.2       27.9       27.3
Old  :                 20.1       26.5       31.4       35.6       18.7       20.9       28.0       27.4
Other:                 67.3       35.0       78.4       54.9       64.3       32.5       74.3       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   704,791:    53,541     83,453     76,545    443,655    345,958    573,741    505,957:   131,050    198,834
Old  :   704,791:    53,541     83,453     76,545    443,655    345,958    573,741    505,957:   131,050    198,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :     6,804:   -35,241     -8,869      5,261     21,078    -26,658     -8,902    -30,265:    15,705     37,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6       11.8       10.9       62.9       49.1       81.4       71.8:      18.6       28.2
Old  :     100.0:       7.6       11.8       10.9       62.9       49.1       81.4       71.8:      18.6       28.2
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  :       158:        23         36         40         77         79        125        132:
Old  :       158:        23         36         40         77         79        125        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  :                 22.6       13.7       30.1       21.7       17.4       11.6       23.9       17.3
Old  :                 22.6       13.7       30.1       21.7       17.4       11.6       23.9       17.3
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, November 29, 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  :   159,691:    17,785     30,555     24,345     91,257     78,800    133,387    133,699:    26,304     25,992
Old  :   151,205:    17,740     30,893     21,069     86,706     73,957    125,515    125,919:    25,690     25,286
Other:     8,486:     1,308        925      2,012      4,552      4,843      7,872      7,780:       614        706
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :    12,668:     1,318      6,761      1,376     11,636      2,183     14,330     10,320:    -1,662      2,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.1       15.2       57.1       49.3       83.5       83.7:      16.5       16.3
Old  :     100.0:      11.7       20.4       13.9       57.3       48.9       83.0       83.3:      17.0       16.7
Other:     100.0:      15.4       10.9       23.7       53.6       57.1       92.8       91.7:       7.2        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        30         50         39         49         50        104        120:
Old  :       146:        33         52         39         48         48        103        118:
Other:        48:         9         15         13         19         17         36         37:
     :----------------------------------------------------------------------------------------------------
     :             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       26.0       36.8       34.7       21.7       17.4       28.9       24.5
Old  :                 26.6       26.0       36.6       34.9       22.3       17.8       29.4       25.3
Other:                 39.1       35.6       57.8       55.8       32.4       33.2       45.3       43.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :     7,915:     3,003        272        854      2,178      5,923      6,035      7,050:     1,880        865
Old  :     7,848:     2,986        276        839      2,178      5,900      6,002      7,015:     1,846        833
Other:        67:        24          2          9          0         23         33         34:        34         32
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :       168:        83        -47        -40         23        385         65        298:       103       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        3.4       10.8       27.5       74.8       76.2       89.1:      23.8       10.9
Old  :     100.0:      38.0        3.5       10.7       27.8       75.2       76.5       89.4:      23.5       10.6
Other:     100.0:      35.5        3.3       13.5        0.0       34.5       49.0       51.3:      51.0       48.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:        18          7          9         18         17         40         29:
Old  :        52:        19          6          9         18         17         40         29:
Other:         9:         4          2          2          0          3          5          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       55.1       39.7       68.9       21.2       46.7       33.1       58.1
Old  :                 24.4       55.5       39.9       69.1       21.4       47.0       33.4       58.3
Other:                 44.5       49.2       49.0       51.3       35.5       37.2       35.5       37.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   344,576:    95,983     59,362      5,832    174,165    158,902    275,980    224,096:    68,596    120,480
Old  :   344,576:    95,983     59,362      5,832    174,165    158,902    275,980    224,096:    68,596    120,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :     1,167:    13,195     -4,220      3,651     -7,735     -8,775      9,111     -9,344:    -7,944     10,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       17.2        1.7       50.5       46.1       80.1       65.0:      19.9       35.0
Old  :     100.0:      27.9       17.2        1.7       50.5       46.1       80.1       65.0:      19.9       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        28         17         10         45         48         76         72:
Old  :       107:        28         17         10         45         48         76         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       14.5       36.0       24.2       23.4       13.3       33.5       22.1
Old  :                 24.0       14.5       36.0       24.2       23.4       13.3       33.5       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  : 2,052,258:   361,721    290,112    231,275  1,202,682  1,115,271  1,795,677  1,636,657:   256,581    415,601
Old  : 2,052,258:   361,721    290,112    231,275  1,202,682  1,115,271  1,795,677  1,636,657:   256,581    415,601
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :    25,803:   -14,502    -27,167     25,132    -13,096    -24,141     -2,466    -26,176:    28,269     51,979
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       14.1       11.3       58.6       54.3       87.5       79.7:      12.5       20.3
Old  :     100.0:      17.6       14.1       11.3       58.6       54.3       87.5       79.7:      12.5       20.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        58         58         70        102        112        192        209:
Old  :       249:        58         58         70        102        112        192        209:
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  :                 33.4       21.2       41.0       28.4       30.4       19.1       36.0       24.2
Old  :                 33.4       21.2       41.0       28.4       30.4       19.1       36.0       24.2
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, November 29, 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  : 1,308,670:   233,475    274,167    119,249    793,342    626,764  1,146,066  1,020,179:   162,604    288,491
Old  : 1,308,670:   233,475    274,167    119,249    793,342    626,764  1,146,066  1,020,179:   162,604    288,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :   -85,302:    27,284    -83,378      8,080   -150,483   -100,619   -115,118   -175,917:    29,817     90,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.0        9.1       60.6       47.9       87.6       78.0:      12.4       22.0
Old  :     100.0:      17.8       21.0        9.1       60.6       47.9       87.6       78.0:      12.4       22.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        37         44         40         65         74        120        140:
Old  :       173:        37         44         40         65         74        120        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       21.4       41.7       29.0       27.5       21.0       36.8       26.5
Old  :                 30.7       21.4       41.7       29.0       27.5       21.0       36.8       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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  :   691,960:   126,528     92,127    305,669    204,780    244,810    636,977    642,606:    54,983     49,354
Old  :   691,960:   126,528     92,127    305,669    204,780    244,810    636,977    642,606:    54,983     49,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :    36,642:    17,873     -2,919     21,251       -542     18,469     38,583     36,801:    -1,941       -159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       13.3       44.2       29.6       35.4       92.1       92.9:       7.9        7.1
Old  :     100.0:      18.3       13.3       44.2       29.6       35.4       92.1       92.9:       7.9        7.1
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  :       139:        38         36         46         56         55        121        111:
Old  :       139:        38         36         46         56         55        121        111:
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  :                 29.0       27.3       43.4       40.7       12.2       10.2       17.2       14.8
Old  :                 29.0       27.3       43.4       40.7       12.2       10.2       17.2       14.8
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, November 29, 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  :    40,944:    10,499      6,495        879     22,014     19,084     33,392     26,458:     7,552     14,486
Old  :    40,944:    10,499      6,495        879     22,014     19,084     33,392     26,458:     7,552     14,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :     1,401:        43        484        -24        183        423        202        883:     1,199        519
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       15.9        2.1       53.8       46.6       81.6       64.6:      18.4       35.4
Old  :     100.0:      25.6       15.9        2.1       53.8       46.6       81.6       64.6:      18.4       35.4
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  :        54:        13         13          8         19         12         34         31:
Old  :        54:        13         13          8         19         12         34         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       34.6       54.3       46.7       39.5       34.6       54.3       45.1
Old  :                 39.5       34.6       54.3       46.7       39.5       34.6       54.3       45.1
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, November 29, 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  :    94,286:    44,843     21,543      5,370     24,865     56,235     75,077     83,148:    19,209     11,138
Old  :    94,286:    44,843     21,543      5,370     24,865     56,235     75,077     83,148:    19,209     11,138
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :     8,186:     5,905        333        888        743      7,579      7,536      8,801:       650       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6       22.8        5.7       26.4       59.6       79.6       88.2:      20.4       11.8
Old  :     100.0:      47.6       22.8        5.7       26.4       59.6       79.6       88.2:      20.4       11.8
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  :        95:        34         31         19         20         18         65         57:
Old  :        95:        34         31         19         20         18         65         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       42.9       44.5       61.2       32.5       42.0       44.5       57.0
Old  :                 32.5       42.9       44.5       61.2       32.5       42.0       44.5       57.0
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, November 29, 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  :    35,296:     8,663      3,838        476     25,688     30,175     34,827     34,489:       469        807
Old  :    35,296:     8,663      3,838        476     25,688     30,175     34,827     34,489:       469        807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 22, 2005                    :
     :      -671:      -421       -249        407       -166       -322       -180       -164:      -491       -507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       10.9        1.3       72.8       85.5       98.7       97.7:       1.3        2.3
Old  :     100.0:      24.5       10.9        1.3       72.8       85.5       98.7       97.7:       1.3        2.3
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  :        53:        10         11          4         18         20         30         33:
Old  :        53:        10         11          4         18         20         30         33:
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  :                 63.0       49.2       81.2       71.5       61.4       44.2       75.7       63.1
Old  :                 63.0       49.2       81.2       71.5       61.4       44.2       75.7       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 2, 2005