WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   311,399:    57,311     75,936     38,327    189,056    155,507    284,694    269,770:    26,705     41,629
Old  :   232,163:    56,601     76,501      8,582    147,549    125,022    212,732    210,105:    19,431     22,058
Other:    79,236:    21,816     20,541      8,639     41,507     30,485     71,962     59,665:     7,274     19,571
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     5,498:      -432       -176      1,735      4,216      2,519      5,519      4,078:       -21      1,420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       24.4       12.3       60.7       49.9       91.4       86.6:       8.6       13.4
Old  :     100.0:      24.4       33.0        3.7       63.6       53.9       91.6       90.5:       8.4        9.5
Other:     100.0:      27.5       25.9       10.9       52.4       38.5       90.8       75.3:       9.2       24.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       273:        81        101         82         49         59        192        196:
Old  :       252:        78        104         41         39         47        149        162:
Other:       152:        46         47         32         19         55         84        115:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.0       29.6       48.6       36.9       34.0       26.6       48.5       32.5
Old  :                 43.9       36.7       57.4       45.6       43.9       36.6       57.4       45.0
Other:                 47.8       20.1       63.5       29.3       43.0       14.6       53.4       21.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   839,228:   175,172    125,064     82,224    443,173    416,998    700,569    624,286:   138,659    214,942
Old  :   702,549:   161,152    133,213     47,784    374,181    349,393    583,117    530,390:   119,432    172,159
Other:   136,679:    40,303     18,134      8,157     68,992     67,605    117,452     93,896:    19,227     42,783
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    26,784:     3,843     -4,079      7,979     15,251     16,791     27,073     20,691:      -289      6,093
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       14.9        9.8       52.8       49.7       83.5       74.4:      16.5       25.6
Old  :     100.0:      22.9       19.0        6.8       53.3       49.7       83.0       75.5:      17.0       24.5
Other:     100.0:      29.5       13.3        6.0       50.5       49.5       85.9       68.7:      14.1       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       532:       148        104        111        167        204        376        379:
Old  :       521:       140        119         85        152        189        346        345:
Other:       311:        57         59         17         59        167        125        234:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       16.2       29.7       22.4       19.6       15.9       29.2       21.2
Old  :                 23.2       16.2       32.9       22.8       23.2       15.9       32.0       21.7
Other:                 32.1       19.8       41.6       26.8       31.8       19.4       41.1       25.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,755:     5,049        580          1      1,533      7,448      6,583      8,029:     3,172      1,726
Old  :     8,723:     5,008        561          0        981      6,728      5,989      7,289:     2,734      1,434
Other:     1,032:        42         20          0        552        720        594        740:       438        292
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :       261:        17         71          1         59          2         77         74:       184        187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8        5.9        0.0       15.7       76.4       67.5       82.3:      32.5       17.7
Old  :     100.0:      57.4        6.4        0.0       11.2       77.1       68.7       83.6:      31.3       16.4
Other:     100.0:       4.1        1.9        0.0       53.5       69.8       57.6       71.7:      42.4       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        17          7          1         11         16         29         23:
Old  :        43:        17          7          0          9         16         26         23:
Other:        14:         2          2          0          4          8          6         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       41.0       44.1       61.9       27.8       38.6       42.7       57.0
Old  :                 31.1       41.1       47.7       61.5       31.1       40.9       47.7       60.7
Other:                 56.3       64.9       57.6       71.3       52.8       64.9       53.9       68.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   299,439:    57,101     52,153     34,013    158,211    128,715    249,325    214,881:    50,114     84,558
Old  :   260,447:    53,263     60,789     19,835    142,820    113,843    215,918    194,467:    44,529     65,980
Other:    38,992:    17,177      4,703        839     15,391     14,872     33,407     20,414:     5,585     18,578
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    11,688:       -18     10,156       -667     10,750     -2,628     10,065      6,861:     1,623      4,827
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.4       11.4       52.8       43.0       83.3       71.8:      16.7       28.2
Old  :     100.0:      20.5       23.3        7.6       54.8       43.7       82.9       74.7:      17.1       25.3
Other:     100.0:      44.1       12.1        2.2       39.5       38.1       85.7       52.4:      14.3       47.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       343:        83        117         81         78        106        223        258:
Old  :       338:        82        127         68         71        100        203        249:
Other:       150:        43         27          9         29         65         78         95:
     :----------------------------------------------------------------------------------------------------
     :             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       16.6       32.9       23.7       20.6       11.9       29.5       16.7
Old  :                 25.2       18.0       37.5       25.5       25.2       12.9       35.4       19.9
Other:                 37.1       21.6       49.3       28.7       36.1       21.6       46.7       28.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,638:     9,697      3,912        457          0        186     10,154      4,555:     3,484      9,083
Old  :    10,380:     7,021      3,872        444          0        163      7,465      4,479:     2,915      5,901
Other:     3,258:     2,686         50          3          0         23      2,689         76:       569      3,182
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.1       28.7        3.4        0.0        1.4       74.5       33.4:      25.5       66.6
Old  :     100.0:      67.6       37.3        4.3        0.0        1.6       71.9       43.2:      28.1       56.8
Other:     100.0:      82.4        1.5        0.1        0.0        0.7       82.5        2.3:      17.5       97.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         8         11          6          0          1         10         16:
Old  :        20:         8         11          5          0          1          9         16:
Other:         7:         4          2          1          0          1          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 66.2       14.4       74.4       24.2       64.7       14.4       71.1       24.2
Old  :                 63.0       18.5       71.9       31.3       59.1       18.5       67.6       31.3
Other:                 82.5        2.3       82.5        2.3       82.4        2.2       82.4        2.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   167,605:    27,623     28,999     23,109     95,532     93,428    146,264    145,536:    21,341     22,069
Old  :   152,733:    29,498     28,433     18,419     85,219     85,113    133,136    131,965:    19,597     20,768
Other:    14,872:     1,988      4,429        827     10,313      8,315     13,128     13,571:     1,744      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    -5,398:     1,990     -9,194     -3,109       -166      9,104     -1,285     -3,199:    -4,113     -2,199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       17.3       13.8       57.0       55.7       87.3       86.8:      12.7       13.2
Old  :     100.0:      19.3       18.6       12.1       55.8       55.7       87.2       86.4:      12.8       13.6
Other:     100.0:      13.4       29.8        5.6       69.3       55.9       88.3       91.3:      11.7        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        31         56         37         49         44        109        116:
Old  :       158:        43         50         34         48         44        108        113:
Other:        45:         7         16          6         12         15         22         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       30.6       38.2       39.7       24.4       29.4       34.9       35.5
Old  :                 26.2       29.7       37.8       39.1       26.2       28.5       36.0       34.9
Other:                 76.9       45.8       82.7       62.2       73.4       45.1       78.6       60.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   585,254:    60,699     98,633      6,985    389,000    318,465    456,684    424,083:   128,570    161,171
Old  :   585,254:    60,699     98,633      6,985    389,000    318,465    456,684    424,083:   128,570    161,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :   -17,166:   -19,095      9,497     -3,331      8,337    -32,505    -14,089    -26,339:    -3,077      9,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       16.9        1.2       66.5       54.4       78.0       72.5:      22.0       27.5
Old  :     100.0:      10.4       16.9        1.2       66.5       54.4       78.0       72.5:      22.0       27.5
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  :       139:        26         34         13         52         59         83        101:
Old  :       139:        26         34         13         52         59         83        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       18.0       38.7       29.4       21.3       14.6       30.3       22.5
Old  :                 28.6       18.0       38.7       29.4       21.3       14.6       30.3       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   124,893:    23,556     11,939     14,393     62,047     82,413     99,996    108,745:    24,897     16,148
Old  :   113,599:    23,667     11,761     10,456     55,287     75,636     89,410     97,853:    24,189     15,746
Other:    11,294:     1,775      2,064      2,051      6,760      6,777     10,586     10,892:       708        402
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :   -13,768:    -8,041      1,317     -1,321     -2,040    -12,150    -11,402    -12,154:    -2,366     -1,614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        9.6       11.5       49.7       66.0       80.1       87.1:      19.9       12.9
Old  :     100.0:      20.8       10.4        9.2       48.7       66.6       78.7       86.1:      21.3       13.9
Other:     100.0:      15.7       18.3       18.2       59.9       60.0       93.7       96.4:       6.3        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       136:        41         30         29         46         49        107         93:
Old  :       136:        43         30         29         46         46        107         90:
Other:        54:        15          9         10         22         20         43         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.9       29.2       28.9       42.6       15.3       24.6       21.6       31.3
Old  :                 18.7       30.5       27.8       44.7       16.3       25.2       22.8       34.4
Other:                 41.4       48.2       59.5       66.6       37.4       47.4       52.8       59.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,955:     4,088        305        460      2,634      8,122      7,182      8,887:     2,773      1,068
Old  :     9,367:     4,025        372        318      2,429      7,766      6,772      8,456:     2,595        911
Other:       588:       147         17         58        205        356        410        431:       178        157
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :       757:       491        -52        -38         67        545        520        455:       237        302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        3.1        4.6       26.5       81.6       72.1       89.3:      27.9       10.7
Old  :     100.0:      43.0        4.0        3.4       25.9       82.9       72.3       90.3:      27.7        9.7
Other:     100.0:      25.0        2.9        9.9       34.9       60.5       69.7       73.3:      30.3       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        28          5          6         18         17         50         25:
Old  :        62:        29          5          6         17         16         49         24:
Other:        18:         4          3          4          6          8         12         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  :                 22.0       63.8       34.6       74.2       19.1       55.6       29.0       65.8
Old  :                 22.0       64.8       35.4       75.6       20.3       57.5       31.1       68.1
Other:                 46.6       54.1       63.3       68.0       28.2       31.6       33.3       36.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   411,820:   111,108    109,520      1,768    218,847    204,541    331,723    315,829:    80,097     95,991
Old  :   411,820:   111,108    109,520      1,768    218,847    204,541    331,723    315,829:    80,097     95,991
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     8,039:      -197     12,213     -2,582     -3,506      5,944     -6,285     15,575:    14,324     -7,536
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       26.6        0.4       53.1       49.7       80.6       76.7:      19.4       23.3
Old  :     100.0:      27.0       26.6        0.4       53.1       49.7       80.6       76.7:      19.4       23.3
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  :       129:        25         26          3         47         54         73         82:
Old  :       129:        25         26          3         47         54         73         82:
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  :                 30.0       27.0       43.0       36.2       30.0       26.6       42.6       35.4
Old  :                 30.0       27.0       43.0       36.2       30.0       26.6       42.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,584,307:   392,256    284,265     26,411    927,954    884,466  1,346,621  1,195,142:   237,686    389,165
Old  : 1,584,307:   392,256    284,265     26,411    927,954    884,466  1,346,621  1,195,142:   237,686    389,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    20,619:    -5,579     23,387      6,531     24,972    -10,031     25,924     19,887:    -5,305        732
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       17.9        1.7       58.6       55.8       85.0       75.4:      15.0       24.6
Old  :     100.0:      24.8       17.9        1.7       58.6       55.8       85.0       75.4:      15.0       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       228:        46         62         31         73         98        137        173:
Old  :       228:        46         62         31         73         98        137        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       26.1       47.4       33.1       34.1       24.7       43.1       29.9
Old  :                 35.6       26.1       47.4       33.1       34.1       24.7       43.1       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,074,572:   187,769    203,552     12,004    695,721    608,163    895,494    823,719:   179,078    250,853
Old  : 1,074,572:   187,769    203,552     12,004    695,721    608,163    895,494    823,719:   179,078    250,853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     1,880:    -9,553    -15,719      4,356       -507      3,993     -5,704     -7,370:     7,584      9,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       18.9        1.1       64.7       56.6       83.3       76.7:      16.7       23.3
Old  :     100.0:      17.5       18.9        1.1       64.7       56.6       83.3       76.7:      16.7       23.3
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  :       166:        36         37         17         57         74        102        119:
Old  :       166:        36         37         17         57         74        102        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       24.4       46.4       31.6       31.3       23.5       41.7       29.2
Old  :                 36.0       24.4       46.4       31.6       31.3       23.5       41.7       29.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :   502,344:   147,176     91,977    123,824    196,941    262,982    467,941    478,783:    34,403     23,561
Old  :   502,344:   147,176     91,977    123,824    196,941    262,982    467,941    478,783:    34,403     23,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    28,390:   -10,427     27,857     32,024     34,500    -13,479     56,097     46,402:   -27,707    -18,012
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3       18.3       24.6       39.2       52.4       93.2       95.3:       6.8        4.7
Old  :     100.0:      29.3       18.3       24.6       39.2       52.4       93.2       95.3:       6.8        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        28         30         43         50         48        105        100:
Old  :       127:        28         30         43         50         48        105        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       35.4       47.5       45.2       25.6       23.3       30.9       29.5
Old  :                 35.9       35.4       47.5       45.2       25.6       23.3       30.9       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    41,607:    11,448      6,514          4     16,470     28,563     27,922     35,081:    13,685      6,526
Old  :    41,607:    11,448      6,514          4     16,470     28,563     27,922     35,081:    13,685      6,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     4,154:     1,794        -41         -2      1,739      2,215      3,531      2,172:       623      1,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       15.7        0.0       39.6       68.6       67.1       84.3:      32.9       15.7
Old  :     100.0:      27.5       15.7        0.0       39.6       68.6       67.1       84.3:      32.9       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  :        54:        14         10          2         19         13         34         25:
Old  :        54:        14         10          2         19         13         34         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.1       38.7       62.0       23.9       38.1       38.7       62.0
Old  :                 23.9       38.1       38.7       62.0       23.9       38.1       38.7       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    76,079:    41,015     24,998        272     24,335     27,568     65,622     52,838:    10,457     23,241
Old  :    76,079:    41,015     24,998        272     24,335     27,568     65,622     52,838:    10,457     23,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    11,130:     4,014      2,959        -10      5,482      6,057      9,486      9,006:     1,644      2,124
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.9       32.9        0.4       32.0       36.2       86.3       69.5:      13.7       30.5
Old  :     100.0:      53.9       32.9        0.4       32.0       36.2       86.3       69.5:      13.7       30.5
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  :        79:        30         21          3         15         18         48         39:
Old  :        79:        30         21          3         15         18         48         39:
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  :                 51.7       32.9       62.3       50.9       51.7       32.4       62.3       50.3
Old  :                 51.7       32.9       62.3       50.9       51.7       32.4       62.3       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, January 10, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   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  :    33,610:     8,826      4,323        510     24,247     28,746     33,583     33,579:        27         31
Old  :    33,610:     8,826      4,323        510     24,247     28,746     33,583     33,579:        27         31
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :      -448:       -72        -35         35       -203         10       -240         10:      -208       -458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       12.9        1.5       72.1       85.5       99.9       99.9:       0.1        0.1
Old  :     100.0:      26.3       12.9        1.5       72.1       85.5       99.9       99.9:       0.1        0.1
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  :        50:         9         12          4         15         18         26         32:
Old  :        50:         9         12          4         15         18         26         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  :                 66.4       56.8       82.9       81.2       64.5       54.1       77.2       72.5
Old  :                 66.4       56.8       82.9       81.2       64.5       54.1       77.2       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 12, 2006