WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 20, 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  :   301,415:    55,312    100,535     27,805    188,338    135,907    271,455    264,247:    29,960     37,168
Old  :   234,950:    56,481     92,238      7,193    147,050    113,048    210,724    212,479:    24,226     22,471
Other:    66,465:    13,054     22,520      6,389     41,288     22,859     60,731     51,768:     5,734     14,697
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -1,388:      -654    -12,562      3,191     -4,282      5,671     -1,745     -3,700:       357      2,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       33.4        9.2       62.5       45.1       90.1       87.7:       9.9       12.3
Old  :     100.0:      24.0       39.3        3.1       62.6       48.1       89.7       90.4:      10.3        9.6
Other:     100.0:      19.6       33.9        9.6       62.1       34.4       91.4       77.9:       8.6       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        80        116         61         47         61        169        204:
Old  :       264:        78        114         33         40         50        142        173:
Other:       146:        38         45         25         19         56         72        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  :                 32.7       28.9       46.9       35.4       32.7       25.3       46.4       31.1
Old  :                 40.4       34.8       53.0       42.5       40.4       34.7       53.0       41.7
Other:                 55.3       20.9       66.0       30.9       50.1       17.1       57.6       26.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 20, 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  :   773,337:   163,891    174,292     48,197    421,545    361,831    633,633    584,320:   139,704    189,017
Old  :   665,941:   153,920    174,130     24,449    363,509    310,900    541,878    509,479:   124,063    156,462
Other:   107,396:    26,408     16,599      7,311     58,036     50,931     91,755     74,841:    15,641     32,555
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     3,191:     3,784    -13,971     -2,957        -20     19,368        807      2,440:     2,384        751
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       22.5        6.2       54.5       46.8       81.9       75.6:      18.1       24.4
Old  :     100.0:      23.1       26.1        3.7       54.6       46.7       81.4       76.5:      18.6       23.5
Other:     100.0:      24.6       15.5        6.8       54.0       47.4       85.4       69.7:      14.6       30.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       141        106         77        163        190        339        351:
Old  :       505:       142        110         52        156        176        323        316:
Other:       275:        46         49         14         48        153        100        211:
     :----------------------------------------------------------------------------------------------------
     :             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       17.2       29.6       23.2       19.8       17.0       29.4       22.5
Old  :                 22.6       17.4       31.7       23.9       22.6       17.0       31.5       23.0
Other:                 39.0       23.4       49.2       30.5       38.6       22.9       48.3       28.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     9,100:     4,806        436          0      1,250      7,094      6,056      7,530:     3,044      1,570
Old  :     8,491:     4,806        417          0        936      6,728      5,742      7,145:     2,749      1,346
Other:       609:         0         19          0        314        366        314        385:       295        224
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -1,118:      -672       -196        -65        -46       -628       -783       -889:      -335       -229
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.8        4.8        0.0       13.7       78.0       66.5       82.7:      33.5       17.3
Old  :     100.0:      56.6        4.9        0.0       11.0       79.2       67.6       84.1:      32.4       15.9
Other:     100.0:       0.0        3.1        0.0       51.6       60.1       51.6       63.2:      48.4       36.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17          5          0         10         16         27         21:
Old  :        41:        17          5          0          8         16         25         21:
Other:        11:         0          1          0          5          7          5          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.1       40.5       42.7       61.9       27.1       38.3       42.7       57.5
Old  :                 29.1       41.2       45.8       62.8       29.1       41.0       45.8       61.2
Other:                 51.2       54.7       51.6       63.2       43.3       49.9       43.3       55.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 20, 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  :   294,849:    54,193     47,946     33,456    151,604    130,977    239,253    212,379:    55,596     82,470
Old  :   268,423:    51,940     54,294     23,575    140,832    120,644    216,347    198,513:    52,076     69,910
Other:    26,426:    11,380      2,779        754     10,772     10,333     22,906     13,866:     3,520     12,560
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     4,962:     4,395    -14,374        409     -2,338     11,747      2,466     -2,218:     2,496      7,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       16.3       11.3       51.4       44.4       81.1       72.0:      18.9       28.0
Old  :     100.0:      19.4       20.2        8.8       52.5       44.9       80.6       74.0:      19.4       26.0
Other:     100.0:      43.1       10.5        2.9       40.8       39.1       86.7       52.5:      13.3       47.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:        97         84         99         93        108        258        247:
Old  :       328:       100         91         92         90        104        251        238:
Other:       131:        29         26          7         25         60         58         90:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       17.9       30.0       25.0       19.1       14.4       27.3       20.4
Old  :                 22.0       18.7       31.7       26.4       22.0       15.1       30.9       22.0
Other:                 42.8       22.9       57.6       30.4       40.3       22.5       53.6       29.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 20, 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  :   180,918:    29,914     50,206     24,617    104,644     84,569    159,175    159,392:    21,743     21,526
Old  :   165,902:    34,404     50,168     18,199     93,950     77,037    146,553    145,404:    19,349     20,498
Other:    15,016:     1,255      5,783        673     10,694      7,532     12,622     13,988:     2,394      1,028
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -21,135:    -2,052       -656     -7,921    -14,077    -14,341    -24,050    -22,918:     2,915      1,783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       27.8       13.6       57.8       46.7       88.0       88.1:      12.0       11.9
Old  :     100.0:      20.7       30.2       11.0       56.6       46.4       88.3       87.6:      11.7       12.4
Other:     100.0:       8.4       38.5        4.5       71.2       50.2       84.1       93.2:      15.9        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        40         49         36         51         41        110        121:
Old  :       165:        51         48         31         50         41        109        116:
Other:        44:         7         17          4         12         13         22         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       25.5       36.4       34.6       23.6       23.2       33.5       30.2
Old  :                 22.9       24.3       35.4       34.0       22.4       22.6       32.2       30.2
Other:                 74.1       44.2       79.3       62.0       70.6       42.6       74.6       60.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 20, 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  :   562,932:    58,847     96,786      5,416    380,035    306,992    444,298    409,194:   118,634    153,738
Old  :   562,932:    58,847     96,786      5,416    380,035    306,992    444,298    409,194:   118,634    153,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    15,402:     9,942    -11,469     -1,070     -2,887     37,595      5,985     25,056:     9,417     -9,654
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       17.2        1.0       67.5       54.5       78.9       72.7:      21.1       27.3
Old  :     100.0:      10.5       17.2        1.0       67.5       54.5       78.9       72.7:      21.1       27.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        18         36         12         52         60         77        102:
Old  :       132:        18         36         12         52         60         77        102:
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  :                 30.1       16.2       41.0       26.8       23.4       14.5       33.7       22.3
Old  :                 30.1       16.2       41.0       26.8       23.4       14.5       33.7       22.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, December 20, 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  :   139,295:    28,473     15,527     19,275     61,984     83,248    109,732    118,050:    29,563     21,245
Old  :   129,338:    28,129     15,826     15,716     56,920     77,177    100,765    108,719:    28,573     20,619
Other:     9,957:     1,721      1,078      2,182      5,064      6,071      8,967      9,331:       990        626
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :      -611:     4,359     -2,374      1,330     -7,294        840     -1,605       -204:       994       -407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       11.1       13.8       44.5       59.8       78.8       84.7:      21.2       15.3
Old  :     100.0:      21.7       12.2       12.2       44.0       59.7       77.9       84.1:      22.1       15.9
Other:     100.0:      17.3       10.8       21.9       50.9       61.0       90.1       93.7:       9.9        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        42         30         33         47         46        111         94:
Old  :       138:        43         31         32         46         44        109         92:
Other:        48:        13          7          8         21         19         38         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.2       29.6       24.4       40.2       13.6       24.6       19.8       33.6
Old  :                 15.7       30.0       23.7       41.1       14.1       25.6       20.3       35.4
Other:                 30.0       51.8       48.2       70.1       27.2       51.8       42.2       60.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 20, 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  :     8,406:     3,415        246        361      2,315      6,790      6,091      7,397:     2,315      1,009
Old  :     8,227:     3,369        251        327      2,288      6,711      5,984      7,289:     2,243        938
Other:       179:        61         10         19         27         79        107        108:        72         71
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :      -159:       309       -111       -474         74        490        -91        -95:       -68        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        2.9        4.3       27.5       80.8       72.5       88.0:      27.5       12.0
Old  :     100.0:      41.0        3.1        4.0       27.8       81.6       72.7       88.6:      27.3       11.4
Other:     100.0:      34.1        5.6       10.6       15.1       44.1       59.8       60.3:      40.2       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          3          5         15         15         35         22:
Old  :        49:        18          3          5         15         15         35         22:
Other:        12:         4          1          2          2          5          7          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       62.0       36.9       74.8       19.6       55.1       32.5       67.9
Old  :                 22.7       62.6       37.5       75.5       20.0       55.6       32.8       68.5
Other:                 49.7       50.3       59.8       60.3       44.7       41.3       49.2       49.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 20, 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  :   365,759:   117,904     63,115      5,563    179,684    195,484    303,151    264,162:    62,608    101,597
Old  :   365,759:   117,904     63,115      5,563    179,684    195,484    303,151    264,162:    62,608    101,597
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     8,961:     7,253     -8,273       -606      3,285     19,756      9,932     10,877:      -971     -1,916
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       17.3        1.5       49.1       53.4       82.9       72.2:      17.1       27.8
Old  :     100.0:      32.2       17.3        1.5       49.1       53.4       82.9       72.2:      17.1       27.8
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  :       120:        24         24          7         42         54         68         83:
Old  :       120:        24         24          7         42         54         68         83:
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       13.4       43.4       23.0       29.5       12.2       42.4       21.3
Old  :                 29.9       13.4       43.4       23.0       29.5       12.2       42.4       21.3
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 20, 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  : 1,600,491:   399,380    290,688     31,924    974,624    896,326  1,405,928  1,218,938:   194,563    381,553
Old  : 1,600,491:   399,380    290,688     31,924    974,624    896,326  1,405,928  1,218,938:   194,563    381,553
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :  -113,092:   -52,481    -50,043    -10,427    -28,359    -50,327    -91,267   -110,797:   -21,825     -2,295
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       18.2        2.0       60.9       56.0       87.8       76.2:      12.2       23.8
Old  :     100.0:      25.0       18.2        2.0       60.9       56.0       87.8       76.2:      12.2       23.8
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  :       238:        52         67         34         73         95        148        173:
Old  :       238:        52         67         34         73         95        148        173:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       24.9       52.6       31.9       39.8       23.6       47.4       29.1
Old  :                 42.1       24.9       52.6       31.9       39.8       23.6       47.4       29.1
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 - Futures Only, December 20, 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  : 1,101,948:   226,888    236,957      5,417    724,335    597,707    956,640    840,081:   145,308    261,867
Old  : 1,101,948:   226,888    236,957      5,417    724,335    597,707    956,640    840,081:   145,308    261,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -37,619:     2,121    -13,368     -1,040    -19,535    -11,408    -18,454    -25,816:   -19,165    -11,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       21.5        0.5       65.7       54.2       86.8       76.2:      13.2       23.8
Old  :     100.0:      20.6       21.5        0.5       65.7       54.2       86.8       76.2:      13.2       23.8
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  :       171:        32         42         11         60         73         98        120:
Old  :       171:        32         42         11         60         73         98        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       25.6       45.4       33.9       30.2       25.2       41.8       31.5
Old  :                 33.6       25.6       45.4       33.9       30.2       25.2       41.8       31.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, December 20, 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  :   429,431:   162,970     79,026     81,342    145,380    245,316    389,692    405,684:    39,739     23,747
Old  :   429,431:   162,970     79,026     81,342    145,380    245,316    389,692    405,684:    39,739     23,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    35,267:    24,222     -3,743     -1,110     10,278     37,610     33,390     32,757:     1,877      2,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       18.4       18.9       33.9       57.1       90.7       94.5:       9.3        5.5
Old  :     100.0:      38.0       18.4       18.9       33.9       57.1       90.7       94.5:       9.3        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        26         29         34         43         48         90         93:
Old  :       117:        26         29         34         43         48         90         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  :                 36.0       22.6       50.0       33.8       26.8       17.8       35.9       26.6
Old  :                 36.0       22.6       50.0       33.8       26.8       17.8       35.9       26.6
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 20, 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  :    37,594:    11,274      6,096          4     14,793     26,759     26,071     32,859:    11,523      4,735
Old  :    37,594:    11,274      6,096          4     14,793     26,759     26,071     32,859:    11,523      4,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -26,675:    -1,347     -2,280     -6,138    -21,458     -2,563    -28,943    -10,981:     2,268    -15,694
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0       16.2        0.0       39.3       71.2       69.3       87.4:      30.7       12.6
Old  :     100.0:      30.0       16.2        0.0       39.3       71.2       69.3       87.4:      30.7       12.6
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  :        54:        15          9          2         18         14         34         25:
Old  :        54:        15          9          2         18         14         34         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       42.3       41.4       64.1       26.2       42.3       41.4       64.1
Old  :                 26.2       42.3       41.4       64.1       26.2       42.3       41.4       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, December 20, 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  :    54,517:    35,451     12,127        186      9,733     21,739     45,370     34,052:     9,147     20,465
Old  :    54,517:    35,451     12,127        186      9,733     21,739     45,370     34,052:     9,147     20,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -61,571:   -14,255     -5,871    -11,983     -4,596    -50,373    -30,834    -68,227:   -30,737      6,656
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.0       22.2        0.3       17.9       39.9       83.2       62.5:      16.8       37.5
Old  :     100.0:      65.0       22.2        0.3       17.9       39.9       83.2       62.5:      16.8       37.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        24         13          1         12         14         36         28:
Old  :        59:        24         13          1         12         14         36         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  :                 52.4       33.1       65.0       47.9       52.4       32.5       65.0       47.3
Old  :                 52.4       33.1       65.0       47.9       52.4       32.5       65.0       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, December 20, 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  :    33,619:     8,827      4,455        475     24,096     28,240     33,398     33,170:       221        449
Old  :    33,619:     8,827      4,455        475     24,096     28,240     33,398     33,170:       221        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -2,048:        56        201        -80     -2,041     -1,913     -2,065     -1,792:        17       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       13.3        1.4       71.7       84.0       99.3       98.7:       0.7        1.3
Old  :     100.0:      26.3       13.3        1.4       71.7       84.0       99.3       98.7:       0.7        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         9         12          3         14         20         24         34:
Old  :        51:         9         12          3         14         20         24         34:
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       53.3       82.8       76.8       64.4       49.7       77.2       68.2
Old  :                 66.4       53.3       82.8       76.8       64.4       49.7       77.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 23, 2005