WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 17, 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  :   319,190:    53,875     77,243     40,541    197,160    156,942    291,576    274,726:    27,614     44,464
Old  :   237,690:    53,151     79,408      9,400    155,343    125,169    217,894    213,977:    19,796     23,713
Other:    81,500:    23,042     20,153      8,823     41,817     31,773     73,682     60,749:     7,818     20,751
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     7,791:    -3,436      1,307      2,214      8,104      1,435      6,882      4,956:       909      2,835
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       24.2       12.7       61.8       49.2       91.3       86.1:       8.7       13.9
Old  :     100.0:      22.4       33.4        4.0       65.4       52.7       91.7       90.0:       8.3       10.0
Other:     100.0:      28.3       24.7       10.8       51.3       39.0       90.4       74.5:       9.6       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        74        111         84         48         63        192        202:
Old  :       258:        73        108         44         39         50        151        167:
Other:       155:        50         45         37         18         57         84        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  :                 34.2       28.5       49.3       35.7       34.2       25.6       49.3       31.3
Old  :                 44.6       34.8       58.8       43.4       44.6       34.7       58.8       42.8
Other:                 46.5       20.6       62.9       29.1       42.1       15.0       53.3       22.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 17, 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  :   872,000:   168,145    133,886     92,430    471,337    424,264    731,912    650,580:   140,088    221,420
Old  :   727,571:   153,517    147,551     53,247    401,231    352,995    607,995    553,793:   119,576    173,778
Other:   144,429:    45,090     16,797      8,721     70,106     71,269    123,917     96,787:    20,512     47,642
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    32,772:    -7,027      8,822     10,206     28,164      7,266     31,343     26,294:     1,429      6,478
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       15.4       10.6       54.1       48.7       83.9       74.6:      16.1       25.4
Old  :     100.0:      21.1       20.3        7.3       55.1       48.5       83.6       76.1:      16.4       23.9
Other:     100.0:      31.2       11.6        6.0       48.5       49.3       85.8       67.0:      14.2       33.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       525:       138        108        112        170        200        374        377:
Old  :       514:       132        123         85        154        186        340        347:
Other:       309:        63         52         13         61        164        131        222:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       16.3       31.1       22.5       20.3       15.3       30.2       20.6
Old  :                 24.3       16.3       34.9       23.0       24.3       15.4       33.4       21.0
Other:                 30.5       19.1       39.6       26.1       30.2       18.8       39.1       24.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 17, 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  :     9,971:     5,176        589          1      1,570      7,729      6,747      8,319:     3,224      1,652
Old  :     8,857:     5,135        566          0      1,030      6,923      6,165      7,489:     2,692      1,368
Other:     1,114:        42         24          0        540        806        582        830:       532        284
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :       216:       127          9          0         37        281        164        290:        52        -74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9        5.9        0.0       15.7       77.5       67.7       83.4:      32.3       16.6
Old  :     100.0:      58.0        6.4        0.0       11.6       78.2       69.6       84.6:      30.4       15.4
Other:     100.0:       3.8        2.2        0.0       48.5       72.4       52.2       74.5:      47.8       25.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        19          7          1         10         16         30         23:
Old  :        45:        19          7          0          7         16         26         23:
Other:        14:         2          2          0          4          7          6          9:
     :----------------------------------------------------------------------------------------------------
     :             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       40.1       43.4       63.6       27.5       37.8       42.2       57.6
Old  :                 31.0       41.5       47.5       63.0       31.0       41.5       47.5       61.5
Other:                 49.4       68.0       52.2       74.3       46.1       68.0       49.0       71.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 17, 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  :   317,721:    53,444     66,189     38,797    169,966    124,983    262,207    229,969:    55,514     87,752
Old  :   276,178:    52,128     75,958     23,279    152,107    109,316    227,514    208,553:    48,664     67,625
Other:    41,543:    16,141      5,056        693     17,859     15,667     34,693     21,416:     6,850     20,127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    18,282:    -3,657     14,036      4,784     11,755     -3,732     12,882     15,088:     5,400      3,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.8       12.2       53.5       39.3       82.5       72.4:      17.5       27.6
Old  :     100.0:      18.9       27.5        8.4       55.1       39.6       82.4       75.5:      17.6       24.5
Other:     100.0:      38.9       12.2        1.7       43.0       37.7       83.5       51.6:      16.5       48.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        79        111         77         80         99        219        248:
Old  :       326:        78        121         60         74         90        196        236:
Other:       150:        40         28         12         31         64         79         98:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       33.1       21.9       21.1       11.4       29.8       15.7
Old  :                 26.0       16.1       37.8       24.1       26.0       12.4       36.1       19.0
Other:                 34.3       20.6       46.4       27.2       32.9       20.6       43.4       26.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders - Futures Only, January 17, 2006                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,078:     8,791      3,328      2,469          0        195     11,260      5,992:     3,818      9,086
Old  :    11,780:     6,034      3,303      2,450          0        168      8,484      5,921:     3,296      5,859
Other:     3,298:     2,772         40          4          0         27      2,776         71:       522      3,227
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :     1,440:      -906       -584      2,012          0          9      1,106      1,437:       334          3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.3       22.1       16.4        0.0        1.3       74.7       39.7:      25.3       60.3
Old  :     100.0:      51.2       28.0       20.8        0.0        1.4       72.0       50.3:      28.0       49.7
Other:     100.0:      84.1        1.2        0.1        0.0        0.8       84.2        2.2:      15.8       97.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         9         12          7          0          1         13         16:
Old  :        22:        10         11          6          0          1         12         16:
Other:         6:         4          1          1          0          1          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       21.5       68.4       30.1       47.1       11.3       57.0       18.2
Old  :                 50.0       27.2       65.2       38.1       39.2       14.5       49.5       23.3
Other:                 84.2        2.2       84.2        2.2       84.1        2.0       84.1        2.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 17, 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  :   165,562:    25,413     34,668     20,659     98,466     87,343    144,538    142,670:    21,024     22,892
Old  :   150,143:    26,685     34,378     15,915     88,353     78,551    130,953    128,844:    19,190     21,299
Other:    15,419:     2,636      4,198        836     10,113      8,792     13,585     13,826:     1,834      1,593
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    -2,043:    -2,210      5,669     -2,450      2,934     -6,085     -1,726     -2,866:      -317        823
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.9       12.5       59.5       52.8       87.3       86.2:      12.7       13.8
Old  :     100.0:      17.8       22.9       10.6       58.8       52.3       87.2       85.8:      12.8       14.2
Other:     100.0:      17.1       27.2        5.4       65.6       57.0       88.1       89.7:      11.9       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        25         51         33         50         40        101        111:
Old  :       151:        37         48         30         49         40        100        108:
Other:        45:         8         15          6         11         17         23         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  :                 29.1       29.2       40.6       37.6       26.9       28.1       37.8       34.4
Old  :                 29.3       27.9       40.7       36.9       29.3       27.0       39.9       33.8
Other:                 77.5       44.3       82.4       59.5       74.1       43.6       78.1       57.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 17, 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  :   612,079:    77,732     97,252      5,192    382,381    355,323    465,305    457,767:   146,774    154,312
Old  :   612,079:    77,732     97,252      5,192    382,381    355,323    465,305    457,767:   146,774    154,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    26,825:    17,033     -1,381     -1,793     -6,619     36,858      8,621     33,684:    18,204     -6,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.9        0.8       62.5       58.1       76.0       74.8:      24.0       25.2
Old  :     100.0:      12.7       15.9        0.8       62.5       58.1       76.0       74.8:      24.0       25.2
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  :       150:        24         40         14         52         68         86        112:
Old  :       150:        24         40         14         52         68         86        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       17.1       36.2       26.7       19.2       13.6       28.2       20.1
Old  :                 26.2       17.1       36.2       26.7       19.2       13.6       28.2       20.1
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 17, 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  :   125,657:    21,084     12,249     15,906     62,257     79,868     99,247    108,023:    26,410     17,634
Old  :   113,411:    21,035     12,209     11,860     55,112     72,618     88,007     96,687:    25,404     16,724
Other:    12,246:     2,119      2,110      1,976      7,145      7,250     11,240     11,336:     1,006        910
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :       764:    -2,472        310      1,513        210     -2,545       -749       -722:     1,513      1,486
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        9.7       12.7       49.5       63.6       79.0       86.0:      21.0       14.0
Old  :     100.0:      18.5       10.8       10.5       48.6       64.0       77.6       85.3:      22.4       14.7
Other:     100.0:      17.3       17.2       16.1       58.3       59.2       91.8       92.6:       8.2        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        38         28         29         46         49        102         96:
Old  :       135:        41         29         28         45         47        101         93:
Other:        52:        15          6          7         23         20         41         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  :                 21.1       28.3       30.1       40.3       16.3       24.8       23.6       31.8
Old  :                 19.8       29.4       29.0       41.8       16.9       25.2       24.8       34.3
Other:                 43.0       44.5       61.0       63.0       39.9       43.7       53.0       57.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 17, 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  :    10,439:     4,326        343        662      2,409      8,183      7,397      9,188:     3,042      1,251
Old  :     9,638:     4,257        387        491      2,108      7,714      6,856      8,592:     2,782      1,046
Other:       801:       132         19        108        301        469        541        596:       260        205
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :       484:       238         38        202       -225         61        215        301:       269        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        3.3        6.3       23.1       78.4       70.9       88.0:      29.1       12.0
Old  :     100.0:      44.2        4.0        5.1       21.9       80.0       71.1       89.1:      28.9       10.9
Other:     100.0:      16.5        2.4       13.5       37.6       58.6       67.5       74.4:      32.5       25.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:        28          6          7         17         17         49         26:
Old  :        60:        29          5          6         15         17         46         26:
Other:        18:         4          3          5          7          8         14         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  :                 21.9       60.9       32.8       71.6       17.4       52.5       26.8       62.2
Old  :                 22.0       62.0       33.3       73.2       18.9       54.8       28.7       65.0
Other:                 42.7       51.8       58.8       65.4       23.3       27.5       27.8       33.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 17, 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  :   447,024:   129,429    134,866      4,232    228,401    208,071    362,062    347,169:    84,962     99,855
Old  :   447,024:   129,429    134,866      4,232    228,401    208,071    362,062    347,169:    84,962     99,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    35,204:    18,321     25,346      2,464      9,554      3,530     30,339     31,340:     4,865      3,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       30.2        0.9       51.1       46.5       81.0       77.7:      19.0       22.3
Old  :     100.0:      29.0       30.2        0.9       51.1       46.5       81.0       77.7:      19.0       22.3
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  :       136:        28         26          3         50         60         79         88:
Old  :       136:        28         26          3         50         60         79         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       27.6       42.1       36.3       27.8       27.3       41.7       36.0
Old  :                 27.8       27.6       42.1       36.3       27.8       27.3       41.7       36.0
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 17, 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  : 1,655,763:   411,951    293,955     24,489    954,307    958,381  1,390,747  1,276,825:   265,016    378,938
Old  : 1,655,763:   411,951    293,955     24,489    954,307    958,381  1,390,747  1,276,825:   265,016    378,938
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    71,456:    19,695      9,690     -1,922     26,353     73,915     44,126     81,683:    27,330    -10,227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       17.8        1.5       57.6       57.9       84.0       77.1:      16.0       22.9
Old  :     100.0:      24.9       17.8        1.5       57.6       57.9       84.0       77.1:      16.0       22.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       246:        49         65         36         86        102        157        181:
Old  :       246:        49         65         36         86        102        157        181:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       26.7       44.1       33.1       29.9       25.3       39.0       30.4
Old  :                 31.8       26.7       44.1       33.1       29.9       25.3       39.0       30.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 17, 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  : 1,088,406:   183,844    201,636     20,300    697,389    615,558    901,533    837,494:   186,873    250,912
Old  : 1,088,406:   183,844    201,636     20,300    697,389    615,558    901,533    837,494:   186,873    250,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    13,834:    -3,925     -1,916      8,296      1,668      7,395      6,039     13,775:     7,795         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       18.5        1.9       64.1       56.6       82.8       76.9:      17.2       23.1
Old  :     100.0:      16.9       18.5        1.9       64.1       56.6       82.8       76.9:      17.2       23.1
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  :       166:        37         36         20         61         71        107        118:
Old  :       166:        37         36         20         61         71        107        118:
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  :                 34.4       23.1       44.2       30.9       29.8       22.5       39.5       28.8
Old  :                 34.4       23.1       44.2       30.9       29.8       22.5       39.5       28.8
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 17, 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  :   550,733:   176,150     93,448    133,694    202,995    299,473    512,839    526,615:    37,894     24,118
Old  :   550,733:   176,150     93,448    133,694    202,995    299,473    512,839    526,615:    37,894     24,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    48,389:    28,974      1,471      9,870      6,054     36,491     44,898     47,832:     3,491        557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.0       17.0       24.3       36.9       54.4       93.1       95.6:       6.9        4.4
Old  :     100.0:      32.0       17.0       24.3       36.9       54.4       93.1       95.6:       6.9        4.4
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  :       130:        29         31         43         49         47        106        101:
Old  :       130:        29         31         43         49         47        106        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       33.3       48.5       44.3       25.9       21.9       31.3       29.3
Old  :                 36.7       33.3       48.5       44.3       25.9       21.9       31.3       29.3
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 17, 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  :    40,565:    11,401      6,552          5     16,260     28,637     27,666     35,194:    12,899      5,371
Old  :    40,565:    11,401      6,552          5     16,260     28,637     27,666     35,194:    12,899      5,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    -1,042:       -47         38          1       -210         74       -256        113:      -786     -1,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       16.2        0.0       40.1       70.6       68.2       86.8:      31.8       13.2
Old  :     100.0:      28.1       16.2        0.0       40.1       70.6       68.2       86.8:      31.8       13.2
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  :        52:        13          9          3         19         13         34         24:
Old  :        52:        13          9          3         19         13         34         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       42.4       40.6       63.9       25.2       42.4       40.6       63.9
Old  :                 25.2       42.4       40.6       63.9       25.2       42.4       40.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 17, 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  :    74,938:    40,919     23,127        284     21,664     28,074     62,867     51,485:    12,071     23,453
Old  :    74,938:    40,919     23,127        284     21,664     28,074     62,867     51,485:    12,071     23,453
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :    -1,141:       -96     -1,871         12     -2,671        506     -2,755     -1,353:     1,614        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6       30.9        0.4       28.9       37.5       83.9       68.7:      16.1       31.3
Old  :     100.0:      54.6       30.9        0.4       28.9       37.5       83.9       68.7:      16.1       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        31         17          2         15         18         48         35:
Old  :        77:        31         17          2         15         18         48         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.5       33.9       58.5       54.0       47.5       33.3       58.5       53.4
Old  :                 47.5       33.9       58.5       54.0       47.5       33.3       58.5       53.4
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 17, 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  :    33,716:     8,771      4,276        512     24,401     28,899     33,684     33,687:        32         29
Old  :    33,716:     8,771      4,276        512     24,401     28,899     33,684     33,687:        32         29
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 10, 2006                     :
     :       106:       -55        -47          2        154        153        101        108:         5         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.7        1.5       72.4       85.7       99.9       99.9:       0.1        0.1
Old  :     100.0:      26.0       12.7        1.5       72.4       85.7       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  :        51:         9         12          4         16         18         27         32:
Old  :        51:         9         12          4         16         18         27         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  :                 66.2       55.9       82.7       81.1       64.3       53.3       77.1       72.5
Old  :                 66.2       55.9       82.7       81.1       64.3       53.3       77.1       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 20, 2006