WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, December 27, 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  :   296,879:    57,266     89,200     29,877    184,214    141,300    271,357    260,377:    25,522     36,502
Old  :   229,637:    58,658     84,144      7,257    144,133    116,707    210,048    208,108:    19,589     21,529
Other:    67,242:    14,347     20,795      6,881     40,081     24,593     61,309     52,269:     5,933     14,973
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    -4,536:     1,954    -11,335      2,072     -4,124      5,393        -98     -3,870:    -4,438       -666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       30.0       10.1       62.1       47.6       91.4       87.7:       8.6       12.3
Old  :     100.0:      25.5       36.6        3.2       62.8       50.8       91.5       90.6:       8.5        9.4
Other:     100.0:      21.3       30.9       10.2       59.6       36.6       91.2       77.7:       8.8       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        76        112         71         46         62        175        202:
Old  :       258:        81        106         38         40         50        146        169:
Other:       149:        42         46         27         19         56         77        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  :                 33.1       29.7       47.4       36.4       33.1       25.9       47.2       31.7
Old  :                 41.6       35.8       54.2       44.0       41.6       35.7       54.1       43.2
Other:                 53.0       20.4       65.0       30.5       48.2       16.3       56.5       24.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, December 27, 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  :   776,647:   173,175    146,061     51,860    421,892    387,177    646,927    585,098:   129,720    191,549
Old  :   663,339:   161,326    147,243     26,194    361,988    331,669    549,508    505,106:   113,831    158,233
Other:   113,308:    29,536     16,505      7,979     59,904     55,508     97,419     79,992:    15,889     33,316
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     3,310:     9,284    -28,231      3,663        347     25,346     13,294        778:    -9,984      2,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       18.8        6.7       54.3       49.9       83.3       75.3:      16.7       24.7
Old  :     100.0:      24.3       22.2        3.9       54.6       50.0       82.8       76.1:      17.2       23.9
Other:     100.0:      26.1       14.6        7.0       52.9       49.0       86.0       70.6:      14.0       29.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       518:       141        102         84        158        198        345        356:
Old  :       508:       144        107         59        152        185        328        322:
Other:       288:        46         54         17         49        161        105        224:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       17.7       29.7       24.0       19.8       17.5       29.6       23.4
Old  :                 22.8       17.9       31.8       24.7       22.8       17.6       31.6       23.9
Other:                 37.2       22.2       47.4       29.0       36.6       21.9       46.5       27.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, December 27, 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  :     9,344:     4,703        450          0      1,481      7,260      6,184      7,710:     3,160      1,634
Old  :     8,491:     4,703        431          0        986      6,671      5,689      7,102:     2,802      1,389
Other:       853:         0         19          0        495        589        495        608:       358        245
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :       244:      -103         14          0        231        166        128        180:       116         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        4.8        0.0       15.8       77.7       66.2       82.5:      33.8       17.5
Old  :     100.0:      55.4        5.1        0.0       11.6       78.6       67.0       83.6:      33.0       16.4
Other:     100.0:       0.0        2.2        0.0       58.0       69.1       58.0       71.3:      42.0       28.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        15          5          0         11         16         26         21:
Old  :        39:        15          5          0          9         16         24         21:
Other:        11:         0          1          0          5          8          5          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       41.8       43.2       62.4       26.9       38.9       42.3       56.8
Old  :                 29.6       41.6       46.6       62.6       29.6       41.1       46.6       60.8
Other:                 57.8       64.4       58.0       71.0       51.9       61.5       51.9       65.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, December 27, 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  :   292,006:    55,477     43,978     33,938    149,942    132,142    239,357    210,058:    52,649     81,948
Old  :   262,531:    52,861     49,662     24,019    137,048    120,946    213,928    194,627:    48,603     67,904
Other:    29,475:    11,671      3,371        864     12,894     11,196     25,429     15,431:     4,046     14,044
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    -2,843:     1,284     -3,968        482     -1,662      1,165        104     -2,321:    -2,947       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       15.1       11.6       51.3       45.3       82.0       71.9:      18.0       28.1
Old  :     100.0:      20.1       18.9        9.1       52.2       46.1       81.5       74.1:      18.5       25.9
Other:     100.0:      39.6       11.4        2.9       43.7       38.0       86.3       52.4:      13.7       47.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       326:        91         85         87         87        108        243        240:
Old  :       322:        94         92         78         84        105        234        232:
Other:       134:        33         25          7         26         61         61         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.5       17.2       30.4       24.4       19.6       13.0       27.8       18.9
Old  :                 22.8       18.1       33.4       25.5       22.8       13.7       31.9       20.1
Other:                 41.5       22.2       55.9       30.3       39.8       22.2       52.2       29.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, December 27, 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  :   178,118:    28,075     54,011     22,459    104,031     79,064    154,565    155,534:    23,553     22,584
Old  :   162,958:    32,691     54,011     15,821     93,089     71,497    141,601    141,329:    21,357     21,629
Other:    15,160:     1,255      5,871        767     10,942      7,567     12,964     14,205:     2,196        955
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    -2,800:    -1,839      3,805     -2,158       -613     -5,505     -4,610     -3,858:     1,810      1,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       30.3       12.6       58.4       44.4       86.8       87.3:      13.2       12.7
Old  :     100.0:      20.1       33.1        9.7       57.1       43.9       86.9       86.7:      13.1       13.3
Other:     100.0:       8.3       38.7        5.1       72.2       49.9       85.5       93.7:      14.5        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        40         49         30         52         42        108        119:
Old  :       167:        52         49         25         51         41        107        113:
Other:        45:         7         17          5         12         14         23         32:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.6       23.2       36.2       31.6       23.8       21.6       33.9       29.2
Old  :                 23.8       21.8       35.3       30.8       23.0       20.9       32.7       29.2
Other:                 75.0       43.3       80.2       61.0       71.6       42.0       75.6       59.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, December 27, 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  :   603,790:    77,600     93,997      4,740    390,643    346,221    472,983    444,958:   130,807    158,832
Old  :   603,790:    77,600     93,997      4,740    390,643    346,221    472,983    444,958:   130,807    158,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    40,858:    18,753     -2,789       -676     10,608     39,229     28,685     35,764:    12,173      5,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       15.6        0.8       64.7       57.3       78.3       73.7:      21.7       26.3
Old  :     100.0:      12.9       15.6        0.8       64.7       57.3       78.3       73.7:      21.7       26.3
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  :       138:        16         37         10         54         66         76        107:
Old  :       138:        16         37         10         54         66         76        107:
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       15.4       38.9       25.8       21.6       13.5       32.4       21.3
Old  :                 27.7       15.4       38.9       25.8       21.6       13.5       32.4       21.3
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 27, 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  :   141,842:    31,747     14,210     17,235     65,042     92,223    114,024    123,668:    27,818     18,174
Old  :   131,552:    31,282     14,288     13,795     59,350     85,678    104,427    113,761:    27,125     17,791
Other:    10,290:     1,714      1,171      2,191      5,692      6,545      9,597      9,907:       693        383
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     2,547:     3,274     -1,317     -2,040      3,058      8,975      4,292      5,618:    -1,745     -3,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       10.0       12.2       45.9       65.0       80.4       87.2:      19.6       12.8
Old  :     100.0:      23.8       10.9       10.5       45.1       65.1       79.4       86.5:      20.6       13.5
Other:     100.0:      16.7       11.4       21.3       55.3       63.6       93.3       96.3:       6.7        3.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        47         28         34         45         51        113        101:
Old  :       146:        48         30         33         44         49        111         99:
Other:        51:        14          7         10         21         20         40         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       27.7       24.4       40.6       12.9       22.3       19.4       30.3
Old  :                 15.7       28.0       23.8       41.8       13.5       23.6       20.5       32.3
Other:                 35.6       52.3       52.7       70.0       32.1       51.9       45.4       62.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, December 27, 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  :     8,467:     3,323        263        409      2,468      6,913      6,200      7,585:     2,267        882
Old  :     8,287:     3,263        268        389      2,440      6,803      6,092      7,460:     2,195        827
Other:       180:        65          0         15         28        110        108        125:        72         55
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :        61:       -92         17         48        153        123        109        188:       -48       -127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2        3.1        4.8       29.1       81.6       73.2       89.6:      26.8       10.4
Old  :     100.0:      39.4        3.2        4.7       29.4       82.1       73.5       90.0:      26.5       10.0
Other:     100.0:      36.1        0.0        8.3       15.6       61.1       60.0       69.4:      40.0       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        19          4          5         17         15         38         22:
Old  :        51:        19          4          5         17         15         38         22:
Other:        13:         5          0          2          2          6          7          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  :                 22.2       62.9       36.2       75.5       19.5       56.1       31.8       66.7
Old  :                 22.7       63.4       36.5       76.0       19.9       56.4       32.0       67.1
Other:                 50.0       52.2       60.0       69.4       45.0       51.1       51.7       61.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, December 27, 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  :   392,658:   114,104     92,631      4,928    209,686    193,449    328,718    291,008:    63,940    101,650
Old  :   392,658:   114,104     92,631      4,928    209,686    193,449    328,718    291,008:    63,940    101,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    26,899:    -3,800     29,516       -635     30,002     -2,035     25,567     26,846:     1,332         53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       23.6        1.3       53.4       49.3       83.7       74.1:      16.3       25.9
Old  :     100.0:      29.1       23.6        1.3       53.4       49.3       83.7       74.1:      16.3       25.9
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  :       121:        25         22          6         44         54         70         81:
Old  :       121:        25         22          6         44         54         70         81:
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       18.5       46.0       28.1       30.8       17.4       45.1       26.6
Old  :                 31.0       18.5       46.0       28.1       30.8       17.4       45.1       26.6
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 27, 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  : 1,587,737:   400,277    290,635     25,098    945,544    906,432  1,370,919  1,222,165:   216,818    365,572
Old  : 1,587,737:   400,277    290,635     25,098    945,544    906,432  1,370,919  1,222,165:   216,818    365,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :   -12,754:       897        -53     -6,826    -29,080     10,106    -35,009      3,227:    22,255    -15,981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       18.3        1.6       59.6       57.1       86.3       77.0:      13.7       23.0
Old  :     100.0:      25.2       18.3        1.6       59.6       57.1       86.3       77.0:      13.7       23.0
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  :       236:        55         61         34         67         99        145        171:
Old  :       236:        55         61         34         67         99        145        171:
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  :                 39.4       25.2       51.7       32.6       37.1       23.6       45.7       29.9
Old  :                 39.4       25.2       51.7       32.6       37.1       23.6       45.7       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, December 27, 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  : 1,083,245:   216,007    213,276      5,323    703,674    622,437    925,004    841,036:   158,241    242,209
Old  : 1,083,245:   216,007    213,276      5,323    703,674    622,437    925,004    841,036:   158,241    242,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :   -18,703:   -10,881    -23,681        -94    -20,661     24,730    -31,636        955:    12,933    -19,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       19.7        0.5       65.0       57.5       85.4       77.6:      14.6       22.4
Old  :     100.0:      19.9       19.7        0.5       65.0       57.5       85.4       77.6:      14.6       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  :       164:        30         36         10         58         76         94        116:
Old  :       164:        30         36         10         58         76         94        116:
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  :                 35.1       25.0       46.8       33.5       31.1       24.6       42.6       30.9
Old  :                 35.1       25.0       46.8       33.5       31.1       24.6       42.6       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 27, 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  :   451,088:   172,385     80,736     82,699    159,547    262,983    414,631    426,418:    36,457     24,670
Old  :   451,088:   172,385     80,736     82,699    159,547    262,983    414,631    426,418:    36,457     24,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :    21,657:     9,415      1,710      1,357     14,167     17,667     24,939     20,734:    -3,282        923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       17.9       18.3       35.4       58.3       91.9       94.5:       8.1        5.5
Old  :     100.0:      38.2       17.9       18.3       35.4       58.3       91.9       94.5:       8.1        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  :       119:        27         30         35         45         46         93         93:
Old  :       119:        27         30         35         45         46         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  :                 36.1       22.4       50.0       34.1       27.3       17.9       36.4       26.2
Old  :                 36.1       22.4       50.0       34.1       27.3       17.9       36.4       26.2
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 27, 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  :    37,962:    11,076      6,295          4     14,908     26,747     25,988     33,046:    11,974      4,916
Old  :    37,962:    11,076      6,295          4     14,908     26,747     25,988     33,046:    11,974      4,916
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :       368:      -198        199          0        115        -12        -83        187:       451        181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       16.6        0.0       39.3       70.5       68.5       87.1:      31.5       12.9
Old  :     100.0:      29.2       16.6        0.0       39.3       70.5       68.5       87.1:      31.5       12.9
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  :        53:        15          8          2         18         14         34         24:
Old  :        53:        15          8          2         18         14         34         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       41.9       41.3       64.6       25.9       41.9       41.2       64.6
Old  :                 25.9       41.9       41.3       64.6       25.9       41.9       41.2       64.6
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 27, 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  :    59,990:    38,390     18,351        108     12,442     20,619     50,940     39,078:     9,050     20,912
Old  :    59,990:    38,390     18,351        108     12,442     20,619     50,940     39,078:     9,050     20,912
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :     5,473:     2,939      6,224        -78      2,709     -1,120      5,570      5,026:       -97        447
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       30.6        0.2       20.7       34.4       84.9       65.1:      15.1       34.9
Old  :     100.0:      64.0       30.6        0.2       20.7       34.4       84.9       65.1:      15.1       34.9
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  :        66:        26         16          1         13         17         39         34:
Old  :        66:        26         16          1         13         17         39         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  :                 50.6       31.3       63.9       49.9       50.6       30.6       63.9       49.2
Old  :                 50.6       31.3       63.9       49.9       50.6       30.6       63.9       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, December 27, 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  :    34,054:     8,893      4,362        475     24,461     28,704     33,829     33,541:       225        513
Old  :    34,054:     8,893      4,362        475     24,461     28,704     33,829     33,541:       225        513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 20, 2005                    :
     :       435:        66        -93          0        365        464        431        371:         4         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       12.8        1.4       71.8       84.3       99.3       98.5:       0.7        1.5
Old  :     100.0:      26.1       12.8        1.4       71.8       84.3       99.3       98.5:       0.7        1.5
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  :        50:         9         12          3         15         19         25         33:
Old  :        50:         9         12          3         15         19         25         33:
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  :                 65.5       55.3       82.3       78.7       63.6       51.9       77.1       70.1
Old  :                 65.5       55.3       82.3       78.7       63.6       51.9       77.1       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 30, 2005