WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   344,241:    57,858     72,119     59,317    196,292    167,332    313,467    298,768:    30,774     45,473
Old  :   258,055:    55,880     73,789     25,268    154,021    134,551    235,169    233,609:    22,886     24,446
Other:    86,186:    23,353     19,704     12,674     42,271     32,780     78,298     65,159:     7,888     21,027
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     4,957:     1,229        141        335      3,628      3,279      5,191      3,755:      -234      1,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       21.0       17.2       57.0       48.6       91.1       86.8:       8.9       13.2
Old  :     100.0:      21.7       28.6        9.8       59.7       52.1       91.1       90.5:       8.9        9.5
Other:     100.0:      27.1       22.9       14.7       49.0       38.0       90.8       75.6:       9.2       24.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        88        104        101         57         64        213        214:
Old  :       264:        80        108         70         53         56        181        188:
Other:       157:        58         39         51         24         55        101        126:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.2       28.4       44.4       35.5       31.2       25.6       44.3       30.9
Old  :                 40.1       34.9       52.6       43.2       40.1       34.5       52.2       41.6
Other:                 44.0       20.1       59.8       28.7       39.5       13.9       50.2       20.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,020,989:   156,242    120,651    190,739    500,954    466,874    847,935    778,264:   173,055    242,725
Old  :   854,713:   135,665    132,647    141,747    427,475    387,413    704,888    661,807:   149,825    192,906
Other:   166,277:    45,355     12,781     24,214     73,478     79,461    143,047    116,457:    23,229     49,819
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    24,088:     2,874     -6,438      8,091     16,571     13,442     27,536     15,095:    -3,447      8,994
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       11.8       18.7       49.1       45.7       83.1       76.2:      16.9       23.8
Old  :     100.0:      15.9       15.5       16.6       50.0       45.3       82.5       77.4:      17.5       22.6
Other:     100.0:      27.3        7.7       14.6       44.2       47.8       86.0       70.0:      14.0       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       143        127        156        214        223        447        433:
Old  :       547:       123        151        146        206        212        427        417:
Other:       321:        79         43         51         74        175        172        250:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       15.3       26.1       21.2       16.4       13.5       24.3       18.1
Old  :                 19.5       14.9       28.8       20.9       19.4       13.2       27.2       17.9
Other:                 27.0       21.3       35.3       28.6       26.5       20.3       34.1       25.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,170:     5,053        465        176      1,583      7,675      6,812      8,316:     3,358      1,854
Old  :     9,085:     5,009        466        155      1,029      6,921      6,193      7,541:     2,892      1,544
Other:     1,085:        44          0         21        554        754        619        775:       466        310
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :       149:        10        146        -76         88       -116         22        -46:       127        195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        4.6        1.7       15.6       75.5       67.0       81.8:      33.0       18.2
Old  :     100.0:      55.1        5.1        1.7       11.3       76.2       68.2       83.0:      31.8       17.0
Other:     100.0:       4.1        0.0        1.9       51.1       69.5       57.1       71.4:      42.9       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        19          5          3         11         16         31         23:
Old  :        43:        19          5          3         10         16         30         23:
Other:        15:         4          0          3          4          9          8         12:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       40.4       42.4       61.3       26.7       38.0       40.9       56.1
Old  :                 29.9       40.4       45.8       60.8       29.9       40.2       45.8       59.5
Other:                 53.8       63.1       57.1       70.6       50.5       63.1       51.7       66.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   384,580:    60,568     48,041     79,972    178,088    155,019    318,628    283,031:    65,952    101,549
Old  :   341,878:    57,578     58,528     62,444    162,243    139,324    282,264    260,296:    59,613     81,582
Other:    42,702:    17,680      4,203      2,838     15,845     15,695     36,363     22,736:     6,339     19,967
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    19,955:     2,239     13,596      4,123     13,087     -2,603     19,449     15,116:       506      4,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       12.5       20.8       46.3       40.3       82.9       73.6:      17.1       26.4
Old  :     100.0:      16.8       17.1       18.3       47.5       40.8       82.6       76.1:      17.4       23.9
Other:     100.0:      41.4        9.8        6.6       37.1       36.8       85.2       53.2:      14.8       46.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:       115        113        142         96        113        287        302:
Old  :       365:       112        119        135         91        110        272        298:
Other:       163:        51         29         21         36         68         96        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       18.8       29.2       26.6       16.5       10.8       23.8       14.2
Old  :                 20.6       19.7       32.2       28.3       19.7       12.1       27.9       17.5
Other:                 33.9       21.7       46.2       29.2       32.9       20.5       42.6       26.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                  Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 with Delta-adjusted Options and Futures Combined, 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  :   189,591:    23,464     29,112     36,921    106,451     99,870    166,836    165,904:    22,755     23,687
Old  :   174,225:    25,112     28,633     31,965     96,138     91,241    153,214    151,839:    21,011     22,386
Other:    15,366:     2,152      4,279      1,157     10,313      8,629     13,622     14,065:     1,744      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    -6,360:     3,223     -8,706     -4,681       -504      8,999     -1,961     -4,388:    -4,399     -1,972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       15.4       19.5       56.1       52.7       88.0       87.5:      12.0       12.5
Old  :     100.0:      14.4       16.4       18.3       55.2       52.4       87.9       87.2:      12.1       12.8
Other:     100.0:      14.0       27.8        7.5       67.1       56.2       88.7       91.5:      11.3        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        31         59         43         55         48        121        123:
Old  :       161:        43         52         42         55         48        120        122:
Other:        46:         9         15          8         12         15         24         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.9       28.4       35.2       37.6       21.7       23.8       31.0       29.2
Old  :                 23.5       27.5       34.7       37.0       23.0       22.6       31.6       28.2
Other:                 74.5       44.3       80.4       60.2       71.1       43.7       76.3       58.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   704,101:    55,941     88,466     73,801    428,586    361,462    558,328    523,729:   145,773    180,371
Old  :   704,101:    55,941     88,466     73,801    428,586    361,462    558,328    523,729:   145,773    180,371
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :   -16,436:   -20,882     12,279     -5,112      8,671    -32,618    -17,323    -25,451:       887      9,015
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       12.6       10.5       60.9       51.3       79.3       74.4:      20.7       25.6
Old  :     100.0:       7.9       12.6       10.5       60.9       51.3       79.3       74.4:      20.7       25.6
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  :       145:        24         39         36         60         66        106        119:
Old  :       145:        24         39         36         60         66        106        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  :                 24.5       15.4       33.6       25.5       17.8       12.0       25.1       18.7
Old  :                 24.5       15.4       33.6       25.5       17.8       12.0       25.1       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   140,976:    24,941     11,378     22,329     66,080     88,657    113,349    122,364:    27,627     18,612
Old  :   128,541:    24,719     10,812     17,730     59,207     81,853    101,656    110,395:    26,886     18,147
Other:    12,435:     1,729      2,074      3,092      6,873      6,804     11,694     11,969:       741        465
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :   -11,949:    -7,377      1,938       -762     -1,141    -11,868     -9,280    -10,692:    -2,669     -1,257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        8.1       15.8       46.9       62.9       80.4       86.8:      19.6       13.2
Old  :     100.0:      19.2        8.4       13.8       46.1       63.7       79.1       85.9:      20.9       14.1
Other:     100.0:      13.9       16.7       24.9       55.3       54.7       94.0       96.3:       6.0        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        43         32         36         50         54        116        103:
Old  :       144:        47         30         36         50         52        116        101:
Other:        55:        12         13         17         22         20         45         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       27.4       27.6       40.0       13.7       21.6       19.4       28.4
Old  :                 18.1       28.6       26.5       41.9       14.6       23.1       19.6       31.3
Other:                 40.0       43.8       57.7       60.5       35.9       43.0       50.5       53.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    10,596:     4,129        323        723      2,718      8,389      7,570      9,435:     3,026      1,161
Old  :     9,894:     4,010        383        557      2,513      7,980      7,080      8,920:     2,813        974
Other:       702:       179          1        106        205        408        490        515:       213        187
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :       905:       669        -34        -51         54        705        671        620:       234        285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        3.1        6.8       25.7       79.2       71.4       89.0:      28.6       11.0
Old  :     100.0:      40.5        3.9        5.6       25.4       80.7       71.6       90.2:      28.4        9.8
Other:     100.0:      25.5        0.1       15.1       29.2       58.1       69.7       73.4:      30.3       26.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        30          4          6         21         19         53         27:
Old  :        64:        28          6          6         20         18         52         26:
Other:        19:         7          1          4          6          8         13         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  :                 21.4       60.6       33.2       70.8       17.9       52.2       25.9       61.8
Old  :                 21.5       61.5       34.2       71.8       19.2       53.8       28.0       63.9
Other:                 45.3       54.5       60.5       68.7       23.6       32.2       31.3       36.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   414,434:   111,482    109,553      2,472    219,591    204,772    333,545    316,797:    80,889     97,637
Old  :   414,434:   111,482    109,553      2,472    219,591    204,772    333,545    316,797:    80,889     97,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    10,017:       177     12,307     -2,030     -2,772      6,042     -4,624     16,319:    14,641     -6,302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       26.4        0.6       53.0       49.4       80.5       76.4:      19.5       23.6
Old  :     100.0:      26.9       26.4        0.6       53.0       49.4       80.5       76.4:      19.5       23.6
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  :       130:        25         27          6         48         55         76         85:
Old  :       130:        25         27          6         48         55         76         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       26.8       42.9       35.9       29.9       26.4       42.4       35.1
Old  :                 29.9       26.8       42.9       35.9       29.9       26.4       42.4       35.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 2,010,207:   386,294    237,600    232,004  1,127,683  1,115,993  1,745,982  1,585,597:   264,226    424,610
Old  : 2,010,207:   386,294    237,600    232,004  1,127,683  1,115,993  1,745,982  1,585,597:   264,226    424,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    21,277:   -17,509     16,474     21,700     21,007    -24,916     25,197     13,258:    -3,921      8,018
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       11.8       11.5       56.1       55.5       86.9       78.9:      13.1       21.1
Old  :     100.0:      19.2       11.8       11.5       56.1       55.5       86.9       78.9:      13.1       21.1
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  :       241:        55         60         70         94        114        184        209:
Old  :       241:        55         60         70         94        114        184        209:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       22.5       40.8       29.0       27.1       19.5       33.6       24.1
Old  :                 30.7       22.5       40.8       29.0       27.1       19.5       33.6       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  : 1,186,873:   180,884    207,520     80,368    737,729    636,056    998,980    923,944:   187,893    262,930
Old  : 1,186,873:   180,884    207,520     80,368    737,729    636,056    998,980    923,944:   187,893    262,930
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     4,804:    -3,034    -16,329      7,237     -6,604      3,716     -2,401     -5,377:     7,205     10,181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       17.5        6.8       62.2       53.6       84.2       77.8:      15.8       22.2
Old  :     100.0:      15.2       17.5        6.8       62.2       53.6       84.2       77.8:      15.8       22.2
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  :       172:        33         45         35         62         81        113        143:
Old  :       172:        33         45         35         62         81        113        143:
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  :                 34.2       22.1       44.1       28.9       29.7       21.3       39.2       26.4
Old  :                 34.2       22.1       44.1       28.9       29.7       21.3       39.2       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   614,196:   148,792     72,176    219,618    207,199    292,787    575,609    584,581:    38,588     29,615
Old  :   614,196:   148,792     72,176    219,618    207,199    292,787    575,609    584,581:    38,588     29,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    45,016:   -23,141      5,655     56,967     38,187        512     72,013     63,134:   -26,998    -18,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       11.8       35.8       33.7       47.7       93.7       95.2:       6.3        4.8
Old  :     100.0:      24.2       11.8       35.8       33.7       47.7       93.7       95.2:       6.3        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        31         32         45         56         52        114        106:
Old  :       134:        31         32         45         56         52        114        106:
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  :                 34.7       35.0       48.3       45.9       21.9       19.2       26.0       24.0
Old  :                 34.7       35.0       48.3       45.9       21.9       19.2       26.0       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    43,172:    11,645      6,596        520     16,700     28,679     28,865     35,795:    14,307      7,377
Old  :    43,172:    11,645      6,596        520     16,700     28,679     28,865     35,795:    14,307      7,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :     4,430:     1,899        -42         55      1,796      2,184      3,750      2,197:       680      2,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       15.3        1.2       38.7       66.4       66.9       82.9:      33.1       17.1
Old  :     100.0:      27.0       15.3        1.2       38.7       66.4       66.9       82.9:      33.1       17.1
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  :        56:        16         11          6         19         13         37         28:
Old  :        56:        16         11          6         19         13         37         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       36.7       37.3       59.7       23.0       36.7       37.3       59.7
Old  :                 23.1       36.7       37.3       59.7       23.0       36.7       37.3       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    84,494:    39,386     24,006      7,094     26,720     28,993     73,200     60,093:    11,294     24,402
Old  :    84,494:    39,386     24,006      7,094     26,720     28,993     73,200     60,093:    11,294     24,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 3, 2006                      :
     :    12,169:     3,244      2,844      1,328      6,096      5,755     10,668      9,927:     1,501      2,242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       28.4        8.4       31.6       34.3       86.6       71.1:      13.4       28.9
Old  :     100.0:      46.6       28.4        8.4       31.6       34.3       86.6       71.1:      13.4       28.9
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  :        86:        29         29         19         16         19         58         54:
Old  :        86:        29         29         19         16         19         58         54:
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  :                 46.5       30.8       57.6       48.4       46.5       27.8       56.1       43.2
Old  :                 46.5       30.8       57.6       48.4       46.5       27.8       56.1       43.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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