WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   302,803:    55,966    113,097     24,614    192,620    130,236    273,200    267,947:    29,603     34,856
Old  :   239,767:    56,176    102,665      6,138    152,976    109,055    215,290    217,858:    24,477     21,909
Other:    63,036:    12,133     22,775      6,133     39,644     21,181     57,910     50,089:     5,126     12,947
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     6,691:     2,999      2,119      1,681       -103      2,561      4,577      6,361:     2,114        330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       37.4        8.1       63.6       43.0       90.2       88.5:       9.8       11.5
Old  :     100.0:      23.4       42.8        2.6       63.8       45.5       89.8       90.9:      10.2        9.1
Other:     100.0:      19.2       36.1        9.7       62.9       33.6       91.9       79.5:       8.1       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        83        132         62         48         58        171        217:
Old  :       279:        85        124         32         40         45        146        180:
Other:       148:        38         51         19         18         55         68        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.7       27.8       46.1       34.8       31.7       23.7       45.8       29.9
Old  :                 39.0       33.1       52.8       40.6       39.0       33.0       52.8       39.9
Other:                 58.4       21.7       67.9       32.0       51.9       17.4       59.7       25.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   770,146:   160,107    188,263     51,154    421,565    342,463    632,826    581,880:   137,320    188,266
Old  :   666,580:   150,818    186,566     27,416    366,625    295,245    544,859    509,227:   121,721    157,353
Other:   103,566:    26,129     18,537      6,898     54,940     47,218     87,967     72,653:    15,599     30,913
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     2,546:     3,532       -223     -4,048      1,995       -718      1,479     -4,989:     1,067      7,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       24.4        6.6       54.7       44.5       82.2       75.6:      17.8       24.4
Old  :     100.0:      22.6       28.0        4.1       55.0       44.3       81.7       76.4:      18.3       23.6
Other:     100.0:      25.2       17.9        6.7       53.0       45.6       84.9       70.2:      15.1       29.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       515:       139        120         80        156        178        335        351:
Old  :       503:       141        120         60        150        166        316        323:
Other:       267:        48         49         12         46        142         99        198:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       17.2       29.7       22.8       19.3       16.8       29.4       22.0
Old  :                 22.1       17.2       31.9       23.3       22.1       16.7       31.8       22.4
Other:                 39.4       24.8       49.7       31.9       39.0       24.3       48.4       29.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,218:     5,478        632         65      1,296      7,722      6,839      8,419:     3,379      1,799
Old  :     9,838:     5,498        609         45      1,140      7,547      6,683      8,201:     3,155      1,637
Other:       380:         0         43          0        156        175        156        218:       224        162
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     1,206:       674        266         65        170        646        909        977:       297        229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6        6.2        0.6       12.7       75.6       66.9       82.4:      33.1       17.6
Old  :     100.0:      55.9        6.2        0.5       11.6       76.7       67.9       83.4:      32.1       16.6
Other:     100.0:       0.0       11.3        0.0       41.1       46.1       41.1       57.4:      58.9       42.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        22          7          1         11         16         33         24:
Old  :        48:        22          7          1          8         16         30         24:
Other:        13:         0          3          0          5          7          5         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       41.0       38.4       61.7       22.5       39.4       38.4       58.8
Old  :                 23.4       41.5       39.8       62.6       23.4       41.0       39.8       61.1
Other:                 40.5       41.8       41.1       55.8       27.9       33.9       27.9       43.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   289,887:    49,798     62,320     33,047    153,942    119,230    236,787    214,597:    53,100     75,290
Old  :   269,192:    48,586     65,343     26,180    143,716    111,052    218,482    202,575:    50,710     66,617
Other:    20,695:     7,316      3,081        763     10,226      8,178     18,305     12,022:     2,390      8,673
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :      -687:     4,485    -10,558      2,307     -8,130      6,732     -1,338     -1,519:       651        832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       21.5       11.4       53.1       41.1       81.7       74.0:      18.3       26.0
Old  :     100.0:      18.0       24.3        9.7       53.4       41.3       81.2       75.3:      18.8       24.7
Other:     100.0:      35.4       14.9        3.7       49.4       39.5       88.5       58.1:      11.5       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        84         96         81         89         98        232        231:
Old  :       310:        89         96         75         86         95        226        224:
Other:       108:        19         23          7         27         48         49         76:
     :----------------------------------------------------------------------------------------------------
     :             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       16.9       31.1       23.6       19.5       13.5       28.3       19.8
Old  :                 22.0       17.5       32.5       24.6       22.0       14.1       31.3       20.9
Other:                 44.1       25.3       61.6       33.8       41.2       24.8       56.6       32.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   202,053:    31,966     50,862     32,538    118,721     98,910    183,225    182,310:    18,828     19,743
Old  :   187,003:    36,567     50,768     25,468    108,070     91,773    170,105    168,009:    16,898     18,994
Other:    15,050:     1,557      6,252        912     10,651      7,137     13,120     14,301:     1,930        749
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    14,392:     1,010      2,212      6,560      7,878      7,534     15,448     16,306:    -1,056     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       25.2       16.1       58.8       49.0       90.7       90.2:       9.3        9.8
Old  :     100.0:      19.6       27.1       13.6       57.8       49.1       91.0       89.8:       9.0       10.2
Other:     100.0:      10.3       41.5        6.1       70.8       47.4       87.2       95.0:      12.8        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       182:        37         57         44         52         43        122        134:
Old  :       182:        51         56         42         52         43        122        132:
Other:        48:         9         18          5         12         13         24         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  :                 23.3       28.4       35.3       36.8       20.7       24.3       30.9       31.0
Old  :                 21.4       28.0       34.2       36.6       20.3       24.1       30.0       31.0
Other:                 74.3       40.4       80.0       60.2       70.8       39.0       75.8       57.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   547,530:    48,905    108,255      6,486    382,922    269,397    438,313    384,138:   109,217    163,392
Old  :   547,530:    48,905    108,255      6,486    382,922    269,397    438,313    384,138:   109,217    163,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :   -32,349:    -5,729        -72     -2,332     -1,661    -19,777     -9,722    -22,181:   -22,627    -10,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       19.8        1.2       69.9       49.2       80.1       70.2:      19.9       29.8
Old  :     100.0:       8.9       19.8        1.2       69.9       49.2       80.1       70.2:      19.9       29.8
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  :       138:        13         43         13         56         62         77        110:
Old  :       138:        13         43         13         56         62         77        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       15.8       39.7       24.6       22.7       14.3       32.9       20.8
Old  :                 28.6       15.8       39.7       24.6       22.7       14.3       32.9       20.8
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   139,906:    24,114     17,901     17,945     69,278     82,408    111,337    118,254:    28,569     21,652
Old  :   129,834:    23,662     18,449     14,147     64,423     76,219    102,232    108,815:    27,602     21,019
Other:    10,072:     1,974        974      2,276      4,855      6,189      9,105      9,439:       967        633
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    -4,332:     5,263    -10,446      2,852    -17,413      4,042     -9,298     -3,552:     4,966       -780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       12.8       12.8       49.5       58.9       79.6       84.5:      20.4       15.5
Old  :     100.0:      18.2       14.2       10.9       49.6       58.7       78.7       83.8:      21.3       16.2
Other:     100.0:      19.6        9.7       22.6       48.2       61.4       90.4       93.7:       9.6        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        37         35         35         48         46        111         99:
Old  :       140:        39         36         35         46         43        109         96:
Other:        46:        13          6          8         20         16         37         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       30.4       27.8       41.2       17.3       23.7       23.7       32.0
Old  :                 19.9       31.2       27.7       42.3       18.0       25.2       24.2       33.7
Other:                 33.9       43.6       51.4       64.7       28.8       42.4       41.3       56.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     8,565:     3,106        357        835      2,241      6,300      6,182      7,492:     2,383      1,073
Old  :     8,459:     3,090        364        819      2,215      6,242      6,124      7,425:     2,335      1,034
Other:       106:        23          0          9         26         58         58         67:        48         39
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :       800:       174         29        -26        224        590        372        593:       428        207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        4.2        9.7       26.2       73.6       72.2       87.5:      27.8       12.5
Old  :     100.0:      36.5        4.3        9.7       26.2       73.8       72.4       87.8:      27.6       12.2
Other:     100.0:      21.7        0.0        8.5       24.5       54.7       54.7       63.2:      45.3       36.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          5          5         15         14         34         23:
Old  :        49:        17          6          5         15         14         34         23:
Other:        10:         4          0          1          2          4          6          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       57.2       36.9       73.2       17.9       50.5       29.4       62.1
Old  :                 21.9       57.5       37.1       73.4       18.1       50.7       29.7       62.2
Other:                 47.2       58.5       54.7       63.2       38.7       54.7       46.2       54.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   356,798:   110,651     71,388      6,169    176,399    175,728    293,219    253,285:    63,579    103,513
Old  :   356,798:   110,651     71,388      6,169    176,399    175,728    293,219    253,285:    63,579    103,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    20,534:    -2,605      6,224      1,772     19,588     10,793     18,755     18,789:     1,779      1,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       20.0        1.7       49.4       49.3       82.2       71.0:      17.8       29.0
Old  :     100.0:      31.0       20.0        1.7       49.4       49.3       82.2       71.0:      17.8       29.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        25         22         10         44         53         72         82:
Old  :       115:        25         22         10         44         53         72         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       12.2       40.9       21.7       27.0       10.7       39.2       20.0
Old  :                 27.7       12.2       40.9       21.7       27.0       10.7       39.2       20.0
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,713,583:   451,861    340,731     42,351  1,002,983    946,653  1,497,195  1,329,735:   216,388    383,848
Old  : 1,713,583:   451,861    340,731     42,351  1,002,983    946,653  1,497,195  1,329,735:   216,388    383,848
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     6,515:    53,073      3,538     -7,603     -9,355      4,432     36,115        367:   -29,600      6,148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       19.9        2.5       58.5       55.2       87.4       77.6:      12.6       22.4
Old  :     100.0:      26.4       19.9        2.5       58.5       55.2       87.4       77.6:      12.6       22.4
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  :       241:        54         65         33         76         99        146        181:
Old  :       241:        54         65         33         76         99        146        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  :                 39.3       26.3       48.9       34.6       37.4       25.2       44.2       31.6
Old  :                 39.3       26.3       48.9       34.6       37.4       25.2       44.2       31.6
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,139,567:   224,767    250,325      6,457    743,870    609,115    975,094    865,897:   164,473    273,670
Old  : 1,139,567:   224,767    250,325      6,457    743,870    609,115    975,094    865,897:   164,473    273,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :   -55,806:   -40,051    -11,536     -5,185    -16,778    -18,745    -62,014    -35,466:     6,208    -20,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       22.0        0.6       65.3       53.5       85.6       76.0:      14.4       24.0
Old  :     100.0:      19.7       22.0        0.6       65.3       53.5       85.6       76.0:      14.4       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        35         40         13         55         78         97        124:
Old  :       171:        35         40         13         55         78         97        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       24.1       47.2       32.4       32.3       23.7       44.2       30.9
Old  :                 35.3       24.1       47.2       32.4       32.3       23.7       44.2       30.9
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   394,164:   138,748     82,769     82,452    135,102    207,706    356,302    372,927:    37,862     21,237
Old  :   394,164:   138,748     82,769     82,452    135,102    207,706    356,302    372,927:    37,862     21,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    53,833:    36,082      8,249      9,923     11,702     40,214     57,707     58,386:    -3,874     -4,553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       21.0       20.9       34.3       52.7       90.4       94.6:       9.6        5.4
Old  :     100.0:      35.2       21.0       20.9       34.3       52.7       90.4       94.6:       9.6        5.4
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  :       118:        31         28         37         41         47         93         93:
Old  :       118:        31         28         37         41         47         93         93:
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  :                 31.0       21.8       43.8       34.5       22.0       15.6       30.8       25.0
Old  :                 31.0       21.8       43.8       34.5       22.0       15.6       30.8       25.0
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 - Futures Only, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    64,269:    12,621      8,376      6,142     36,251     29,322     55,014     43,840:     9,255     20,429
Old  :    64,269:    12,621      8,376      6,142     36,251     29,322     55,014     43,840:     9,255     20,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    22,797:     1,387      1,426      5,495     14,193      9,599     21,075     16,520:     1,722      6,277
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       13.0        9.6       56.4       45.6       85.6       68.2:      14.4       31.8
Old  :     100.0:      19.6       13.0        9.6       56.4       45.6       85.6       68.2:      14.4       31.8
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  :        70:        18         20         17         27         20         59         43:
Old  :        70:        18         20         17         27         20         59         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       25.0       44.2       37.5       25.6       22.7       37.0       29.9
Old  :                 28.6       25.0       44.2       37.5       25.6       22.7       37.0       29.9
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   116,088:    49,706     17,998     12,169     14,329     72,112     76,204    102,279:    39,884     13,809
Old  :   116,088:    49,706     17,998     12,169     14,329     72,112     76,204    102,279:    39,884     13,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    20,902:    -2,132     -3,004     11,700     -6,031      7,816      3,537     16,512:    17,365      4,390
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       15.5       10.5       12.3       62.1       65.6       88.1:      34.4       11.9
Old  :     100.0:      42.8       15.5       10.5       12.3       62.1       65.6       88.1:      34.4       11.9
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:        35         18         22         25         22         70         52:
Old  :        86:        35         18         22         25         22         70         52:
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  :                 25.4       46.0       35.7       59.7       24.8       45.8       32.2       57.9
Old  :                 25.4       46.0       35.7       59.7       24.8       45.8       32.2       57.9
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    35,667:     8,771      4,254        555     26,137     30,153     35,463     34,962:       204        705
Old  :    35,667:     8,771      4,254        555     26,137     30,153     35,463     34,962:       204        705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    -2,523:       -23          2          0     -2,527     -2,694     -2,550     -2,692:        27        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       11.9        1.6       73.3       84.5       99.4       98.0:       0.6        2.0
Old  :     100.0:      24.6       11.9        1.6       73.3       84.5       99.4       98.0:       0.6        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        11         11          4         18         21         30         35:
Old  :        55:        11         11          4         18         21         30         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  :                 62.3       53.9       79.9       74.2       61.0       49.1       75.0       66.6
Old  :                 62.3       53.9       79.9       74.2       61.0       49.1       75.0       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 16, 2005