WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   312,296:    48,934     88,443     46,995    189,013    138,899    284,942    274,337:    27,354     37,959
Old  :   292,830:    47,717     85,095     41,435    178,232    133,568    267,385    260,099:    25,445     32,731
Other:    19,466:     6,075      8,207        701     10,781      5,330     17,557     14,238:     1,909      5,228
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    18,432:     5,805        118      6,375      4,479      9,279     16,658     15,772:     1,773      2,660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       28.3       15.0       60.5       44.5       91.2       87.8:       8.8       12.2
Old  :     100.0:      16.3       29.1       14.1       60.9       45.6       91.3       88.8:       8.7       11.2
Other:     100.0:      31.2       42.2        3.6       55.4       27.4       90.2       73.1:       9.8       26.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        88        107         87         49         61        185        217:
Old  :       277:        82        119         82         47         57        178        213:
Other:        97:        30         22         13         12         42         47         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       29.5       44.8       38.1       29.7       24.0       41.7       29.7
Old  :                 31.6       31.3       45.4       38.8       31.6       27.6       44.4       33.8
Other:                 52.6       37.6       66.1       45.1       52.6       37.2       65.5       44.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   890,355:   118,399    145,600    144,435    481,691    387,535    744,525    677,570:   145,830    212,785
Old  :   847,565:   106,731    151,349    130,549    472,892    365,643    710,171    647,540:   137,394    200,025
Other:    42,790:    20,259      2,841      5,296      8,799     21,892     34,354     30,029:     8,436     12,761
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     8,513:   -15,389     12,999      3,747     19,293    -11,790      7,651      4,956:       862      3,557
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       16.4       16.2       54.1       43.5       83.6       76.1:      16.4       23.9
Old  :     100.0:      12.6       17.9       15.4       55.8       43.1       83.8       76.4:      16.2       23.6
Other:     100.0:      47.3        6.6       12.4       20.6       51.2       80.3       70.2:      19.7       29.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       151        132        149        218        231        437        453:
Old  :       573:       146        142        142        216        230        431        448:
Other:       242:        48         38         21         38        130         99        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.2       16.0       29.4       21.2       19.7       14.2       27.9       18.4
Old  :                 21.1       15.6       30.8       21.0       20.6       13.7       29.2       18.0
Other:                 19.8       30.2       31.8       36.5       18.1       28.3       29.2       33.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,833:     2,193        495        535      1,755      4,048      4,484      5,078:     2,349      1,755
Old  :     6,831:     2,193        495        535      1,754      4,047      4,483      5,077:     2,348      1,754
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -148:      -116        -30        -42       -134          7       -292        -65:       145        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        7.2        7.8       25.7       59.2       65.6       74.3:      34.4       25.7
Old  :     100.0:      32.1        7.2        7.8       25.7       59.2       65.6       74.3:      34.4       25.7
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          5          5         10         15         22         24:
Old  :        35:        11          5          5         10         15         22         24:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.1       33.8       46.8       49.6       31.1       32.7       43.4       46.2
Old  :                 31.1       33.8       46.8       49.6       31.1       32.7       43.4       46.3
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   336,421:    51,280     39,606     67,292    155,875    139,875    274,447    246,773:    61,975     89,648
Old  :   328,417:    50,992     40,595     63,444    153,480    137,393    267,916    241,433:    60,502     86,985
Other:     8,004:     4,066      2,789         71      2,395      2,482      6,531      5,341:     1,473      2,663
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     5,999:    -1,084      6,179      3,879      7,500     -6,696     10,295      3,362:    -4,296      2,637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       11.8       20.0       46.3       41.6       81.6       73.4:      18.4       26.6
Old  :     100.0:      15.5       12.4       19.3       46.7       41.8       81.6       73.5:      18.4       26.5
Other:     100.0:      50.8       34.8        0.9       29.9       31.0       81.6       66.7:      18.4       33.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:        94        115        136        105        124        280        305:
Old  :       360:        93        119        132        104        124        278        301:
Other:        96:        14         26          4         15         48         32         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       17.8       28.1       24.8       17.1        9.8       24.1       14.5
Old  :                 18.9       17.9       28.7       25.1       17.5       10.0       24.7       14.7
Other:                 55.1       30.5       68.3       46.2       55.1       28.5       65.5       41.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   153,412:    20,361     27,732     23,263     87,769     82,685    131,393    133,680:    22,019     19,732
Old  :   149,720:    20,876     27,772     21,617     86,291     81,740    128,784    131,129:    20,936     18,591
Other:     3,692:     1,049      1,524         82      1,478        945      2,609      2,551:     1,083      1,141
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     2,158:       206      3,412        -85      2,036     -2,384      2,156        943:         2      1,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       18.1       15.2       57.2       53.9       85.6       87.1:      14.4       12.9
Old  :     100.0:      13.9       18.5       14.4       57.6       54.6       86.0       87.6:      14.0       12.4
Other:     100.0:      28.4       41.3        2.2       40.0       25.6       70.7       69.1:      29.3       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        30         46         34         51         42        101        110:
Old  :       145:        35         47         33         51         42        101        109:
Other:        23:         4          8          3          9          4         15         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       26.6       33.6       37.2       21.6       20.7       30.7       28.1
Old  :                 22.4       27.3       33.9       38.1       22.2       21.6       31.4       29.3
Other:                 54.6       45.6       66.6       64.0       47.4       34.8       53.0       49.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   757,678:    91,919     58,641    100,867    423,401    414,987    616,187    574,496:   141,490    183,182
Old  :   757,678:    91,919     58,641    100,867    423,401    414,987    616,187    574,496:   141,490    183,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -70,659:    -3,668     -1,911    -13,652    -50,386    -48,797    -67,706    -64,359:    -2,953     -6,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        7.7       13.3       55.9       54.8       81.3       75.8:      18.7       24.2
Old  :     100.0:      12.1        7.7       13.3       55.9       54.8       81.3       75.8:      18.7       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        33         32         48         70         80        130        135:
Old  :       164:        33         32         48         70         80        130        135:
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  :                 21.1       14.0       28.8       23.1       17.3       10.7       23.1       18.2
Old  :                 21.1       14.0       28.8       23.1       17.3       10.7       23.1       18.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   133,214:    14,978     12,180     23,157     68,323     76,718    106,458    112,055:    26,756     21,158
Old  :   131,289:    15,206     12,034     22,673     66,955     75,742    104,834    110,449:    26,455     20,839
Other:     1,925:       117        491        139      1,368        976      1,624      1,606:       301        319
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :     5,406:    -1,582      3,044      1,261      5,086        -82      4,764      4,222:       642      1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        9.1       17.4       51.3       57.6       79.9       84.1:      20.1       15.9
Old  :     100.0:      11.6        9.2       17.3       51.0       57.7       79.9       84.1:      20.1       15.9
Other:     100.0:       6.1       25.5        7.2       71.1       50.7       84.4       83.4:      15.6       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        31         36         41         46         45        102        106:
Old  :       130:        35         34         41         46         45        102        106:
Other:        21:         2          5          3         13          3         16         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.8       30.9       29.5       42.4       14.5       26.7       21.8       33.2
Old  :                 19.7       31.3       29.2       42.9       14.6       27.1       21.6       33.7
Other:                 55.1       64.4       74.4       81.6       55.1       60.7       69.1       72.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,272:     2,780      1,570      1,210      2,164      2,756      6,154      5,536:     1,118      1,736
Old  :     7,272:     2,780      1,570      1,210      2,164      2,756      6,154      5,536:     1,118      1,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :       165:        -7        237         95        182       -260        270         73:      -105         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       21.6       16.6       29.8       37.9       84.6       76.1:      15.4       23.9
Old  :     100.0:      38.2       21.6       16.6       29.8       37.9       84.6       76.1:      15.4       23.9
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  :        50:        15         12         11         15         17         36         34:
Old  :        50:        15         12         11         15         17         36         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  :                 37.0       31.9       52.1       47.6       36.8       27.1       50.0       39.1
Old  :                 37.0       31.9       52.1       47.6       36.8       27.1       50.0       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   388,152:   114,492     85,630      2,819    207,048    185,727    324,360    274,176:    63,792    113,975
Old  :   388,152:   114,492     85,630      2,819    207,048    185,727    324,360    274,176:    63,792    113,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :        43:     3,482      3,601     -4,112     -4,375     -5,271     -5,004     -5,782:     5,047      5,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5       22.1        0.7       53.3       47.8       83.6       70.6:      16.4       29.4
Old  :     100.0:      29.5       22.1        0.7       53.3       47.8       83.6       70.6:      16.4       29.4
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  :       112:        18         29          7         44         46         65         79:
Old  :       112:        18         29          7         44         46         65         79:
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  :                 29.0       13.9       44.1       22.1       27.3       12.7       41.1       20.7
Old  :                 29.0       13.9       44.1       22.1       27.3       12.7       41.1       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,412,355:   330,666    375,559    416,968  1,407,735  1,226,878  2,155,368  2,019,405:   256,987    392,951
Old  : 2,412,355:   330,666    375,559    416,968  1,407,735  1,226,878  2,155,368  2,019,405:   256,987    392,951
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    60,485:   -14,887     -4,967     74,721     16,554     51,066     76,388    120,820:   -15,904    -60,336
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       15.6       17.3       58.4       50.9       89.3       83.7:      10.7       16.3
Old  :     100.0:      13.7       15.6       17.3       58.4       50.9       89.3       83.7:      10.7       16.3
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  :       275:        56         73         80        106        130        205        242:
Old  :       275:        56         73         80        106        130        205        242:
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  :                 33.9       19.5       43.9       28.3       29.8       17.8       36.6       23.1
Old  :                 33.9       19.5       43.9       28.3       29.8       17.8       36.6       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,428,798:   146,529    298,014    151,012    924,519    735,311  1,222,059  1,184,337:   206,739    244,461
Old  : 1,428,798:   146,529    298,014    151,012    924,519    735,311  1,222,059  1,184,337:   206,739    244,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :   -91,649:    -1,715    -32,534      6,635   -102,127    -43,483    -97,207    -69,382:     5,557    -22,267
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       20.9       10.6       64.7       51.5       85.5       82.9:      14.5       17.1
Old  :     100.0:      10.3       20.9       10.6       64.7       51.5       85.5       82.9:      14.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        39         45         45         76         85        134        156:
Old  :       183:        39         45         45         76         85        134        156:
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  :                 30.6       20.3       41.0       29.6       27.2       18.8       36.0       26.8
Old  :                 30.6       20.3       41.0       29.6       27.2       18.8       36.0       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   765,591:   177,384     60,265    294,471    236,489    363,705    708,344    718,441:    57,247     47,150
Old  :   765,591:   177,384     60,265    294,471    236,489    363,705    708,344    718,441:    57,247     47,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    29,016:    18,201     13,887    -27,880     33,835     41,924     24,156     27,930:     4,861      1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.9       38.5       30.9       47.5       92.5       93.8:       7.5        6.2
Old  :     100.0:      23.2        7.9       38.5       30.9       47.5       92.5       93.8:       7.5        6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        43         31         47         61         59        129        112:
Old  :       146:        43         31         47         61         59        129        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       36.1       50.9       47.1       15.5       13.8       20.0       18.8
Old  :                 37.3       36.1       50.9       47.1       15.5       13.8       20.0       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    53,251:     8,161      6,610      2,956     29,473     30,935     40,590     40,501:    12,661     12,750
Old  :    53,251:     8,161      6,610      2,956     29,473     30,935     40,590     40,501:    12,661     12,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    18,018:       560      1,396      2,423     10,611      9,188     13,594     13,007:     4,423      5,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.4        5.6       55.3       58.1       76.2       76.1:      23.8       23.9
Old  :     100.0:      15.3       12.4        5.6       55.3       58.1       76.2       76.1:      23.8       23.9
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  :        59:        12         14         14         28         19         48         39:
Old  :        59:        12         14         14         28         19         48         39:
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  :                 31.6       42.0       45.6       56.0       19.2       24.8       28.2       34.6
Old  :                 31.6       42.0       45.6       56.0       19.2       24.8       28.2       34.6
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 with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    88,319:    17,202     34,408      7,130     48,066     23,162     72,398     64,701:    15,920     23,618
Old  :    88,319:    17,202     34,408      7,130     48,066     23,162     72,398     64,701:    15,920     23,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :    10,999:     2,567       -415      2,678      1,356      3,229      6,601      5,492:     4,398      5,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       39.0        8.1       54.4       26.2       82.0       73.3:      18.0       26.7
Old  :     100.0:      19.5       39.0        8.1       54.4       26.2       82.0       73.3:      18.0       26.7
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  :        85:        24         30         23         25         23         62         63:
Old  :        85:        24         30         23         25         23         62         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       24.6       54.1       36.0       46.2       23.4       53.4       33.6
Old  :                 46.2       24.6       54.1       36.0       46.2       23.4       53.4       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 2005              
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    39,703:     2,922      3,926      6,638     29,731     28,210     39,291     38,774:       412        929
Old  :    39,703:     2,922      3,926      6,638     29,731     28,210     39,291     38,774:       412        929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 6, 2005                    :
     :      -738:       492       -508      2,195     -2,529     -1,453        158        234:      -896       -972
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        9.9       16.7       74.9       71.1       99.0       97.7:       1.0        2.3
Old  :     100.0:       7.4        9.9       16.7       74.9       71.1       99.0       97.7:       1.0        2.3
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  :        56:         8         16          4         17         21         27         39:
Old  :        56:         8         16          4         17         21         27         39:
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  :                 59.8       50.8       77.4       76.9       46.6       40.4       59.7       56.5
Old  :                 59.8       50.8       77.4       76.9       46.6       40.4       59.7       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated September 16, 2005