WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   332,380:    50,166     79,381     65,938    189,714    142,635    305,818    287,954:    26,562     44,426
Old  :   288,132:    50,633     83,288     47,513    165,629    126,887    263,775    257,688:    24,357     30,444
Other:    44,248:    14,489     11,048      3,469     24,085     15,749     42,043     30,266:     2,205     13,982
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     4,965:    -2,833     14,943        848      8,653    -10,053      6,667      5,738:    -1,702       -773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       23.9       19.8       57.1       42.9       92.0       86.6:       8.0       13.4
Old  :     100.0:      17.6       28.9       16.5       57.5       44.0       91.5       89.4:       8.5       10.6
Other:     100.0:      32.7       25.0        7.8       54.4       35.6       95.0       68.4:       5.0       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        80        111        105         53         65        202        232:
Old  :       280:        79        120         94         51         59        190        220:
Other:       139:        54         26         28         18         57         77        106:
     :----------------------------------------------------------------------------------------------------
     :             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       25.5       41.8       31.5       27.7       18.5       39.3       23.2
Old  :                 30.7       28.9       44.5       35.4       30.7       26.1       44.1       31.5
Other:                 49.3       16.5       62.3       23.2       48.3       15.9       61.3       22.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  : 1,022,777:   141,890    161,307    195,401    522,409    441,484    859,700    798,191:   163,077    224,585
Old  :   963,528:   127,654    167,705    179,189    502,848    410,901    809,691    757,795:   153,838    205,734
Other:    59,248:    23,465      2,831      6,983     19,561     30,583     50,009     40,397:     9,240     18,852
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,869:     1,367      5,708     14,884     13,148     10,513     29,399     31,105:    -3,530     -5,236
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.8       19.1       51.1       43.2       84.1       78.0:      15.9       22.0
Old  :     100.0:      13.2       17.4       18.6       52.2       42.6       84.0       78.6:      16.0       21.4
Other:     100.0:      39.6        4.8       11.8       33.0       51.6       84.4       68.2:      15.6       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       592:       167        134        182        218        215        474        472:
Old  :       589:       153        155        176        216        210        467        464:
Other:       238:        60         28         26         44        127        114        171:
     :----------------------------------------------------------------------------------------------------
     :             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       17.2       28.7       21.8       16.1       12.6       24.5       16.3
Old  :                 21.2       16.9       30.2       21.6       16.8       12.1       25.8       15.9
Other:                 17.4       27.1       29.9       34.5       16.6       26.4       27.2       31.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :     8,464:     3,797         75        569      1,406      6,331      5,772      6,975:     2,692      1,490
Old  :     8,455:     3,797         75        569      1,403      6,330      5,769      6,974:     2,686      1,482
Other:         9:         0          0          0          3          1          3          1:         6          8
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :       486:       325       -101         22          0        416        348        337:       139        149
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        0.9        6.7       16.6       74.8       68.2       82.4:      31.8       17.6
Old  :     100.0:      44.9        0.9        6.7       16.6       74.9       68.2       82.5:      31.8       17.5
Other:     100.0:       0.0        0.0        0.0       33.3       11.1       33.3       11.1:      66.7       88.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        18          3          5         10         14         29         21:
Old  :        38:        18          3          5         10         14         29         21:
Other:         2:         0          0          0          2          1          2          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  :                 29.9       48.3       43.1       65.8       28.2       41.9       40.7       56.8
Old  :                 29.9       48.3       43.1       65.9       28.2       41.9       40.7       56.9
Other:                 33.3       11.1       33.3       11.1       22.2        0.0       22.2        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   334,115:    44,429     42,041     52,295    176,699    149,026    273,422    243,362:    60,692     90,753
Old  :   318,947:    45,131     44,206     45,310    169,621    143,832    260,062    233,348:    58,884     85,598
Other:    15,168:     5,588      4,125        694      7,078      5,194     13,360     10,013:     1,808      5,155
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -55,516:   -10,587     -1,123    -34,119     -9,742    -13,159    -54,447    -48,401:    -1,069     -7,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       12.6       15.7       52.9       44.6       81.8       72.8:      18.2       27.2
Old  :     100.0:      14.2       13.9       14.2       53.2       45.1       81.5       73.2:      18.5       26.8
Other:     100.0:      36.8       27.2        4.6       46.7       34.2       88.1       66.0:      11.9       34.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        65         99         99        104        110        240        253:
Old  :       309:        69        100         91        104        108        237        246:
Other:       109:        15         28          8         22         49         42         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.7       19.8       29.0       27.0       16.1       12.8       23.9       16.6
Old  :                 18.2       20.4       29.6       27.7       17.5       13.3       25.3       17.3
Other:                 43.8       27.9       65.0       40.0       41.1       27.5       61.4       38.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   199,365:    30,856      8,256     45,811     95,778    130,891    172,445    184,957:    26,919     14,408
Old  :   191,148:    32,219      8,236     41,880     91,304    127,265    165,403    177,381:    25,744     13,767
Other:     8,217:     2,400      3,782        168      4,474      3,626      7,042      7,576:     1,175        641
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,695:    -1,685       -387      1,984      1,254     -2,354      1,553       -757:    -3,248       -938
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        4.1       23.0       48.0       65.7       86.5       92.8:      13.5        7.2
Old  :     100.0:      16.9        4.3       21.9       47.8       66.6       86.5       92.8:      13.5        7.2
Other:     100.0:      29.2       46.0        2.0       54.4       44.1       85.7       92.2:      14.3        7.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        47         25         43         54         56        128        111:
Old  :       150:        55         23         40         54         55        127        107:
Other:        37:         4         16          3         12         11         19         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.5       34.1       31.8       49.0       17.6       27.1       24.4       36.0
Old  :                 20.2       34.5       31.8       49.9       18.4       27.6       25.5       38.0
Other:                 69.7       34.0       81.9       56.7       62.3       30.0       71.8       49.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   745,937:    80,676     95,789     95,289    443,428    354,592    619,393    545,669:   126,545    200,268
Old  :   745,937:    80,676     95,789     95,289    443,428    354,592    619,393    545,669:   126,545    200,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -23,217:    -5,983        223     -8,977     -3,485    -12,360    -18,445    -21,114:    -4,772     -2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       12.8       12.8       59.4       47.5       83.0       73.2:      17.0       26.8
Old  :     100.0:      10.8       12.8       12.8       59.4       47.5       83.0       73.2:      17.0       26.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        32         32         44         75         81        126        138:
Old  :       163:        32         32         44         75         81        126        138:
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  :                 20.1       12.2       30.4       20.9       16.8       10.5       23.9       17.6
Old  :                 20.1       12.2       30.4       20.9       16.8       10.5       23.9       17.6
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, October 25, 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  :   155,830:    16,136     21,590     24,736     80,226     81,975    121,098    128,301:    34,731     27,528
Old  :   149,951:    16,542     22,002     22,370     77,104     78,779    116,017    123,151:    33,934     26,799
Other:     5,879:       765        759      1,195      3,122      3,196      5,082      5,150:       797        729
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     3,821:    -1,223      2,582        -45      1,142       -660       -126      1,877:     3,947      1,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       13.9       15.9       51.5       52.6       77.7       82.3:      22.3       17.7
Old  :     100.0:      11.0       14.7       14.9       51.4       52.5       77.4       82.1:      22.6       17.9
Other:     100.0:      13.0       12.9       20.3       53.1       54.4       86.4       87.6:      13.6       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        29         44         39         49         50        102        118:
Old  :       141:        30         46         39         49         49        102        116:
Other:        36:         8         11         11         14         11         28         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.4       28.5       35.5       37.9       18.3       18.3       23.3       24.1
Old  :                 26.5       28.9       35.2       38.3       18.6       18.9       23.7       24.8
Other:                 41.6       38.2       63.7       62.9       31.8       31.1       44.2       42.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :     7,881:     2,429        818      1,044      2,585      4,683      6,059      6,545:     1,823      1,336
Old  :     7,855:     2,417        823      1,038      2,585      4,683      6,040      6,544:     1,815      1,311
Other:        26:        17          0          1          0          0         18          1:         8         25
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :      -206:      -144         22       -232        165       -214       -210       -423:         4        217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       10.4       13.2       32.8       59.4       76.9       83.0:      23.1       17.0
Old  :     100.0:      30.8       10.5       13.2       32.9       59.6       76.9       83.3:      23.1       16.7
Other:     100.0:      66.0        1.5        3.8        0.0        0.0       69.8        5.2:      30.2       94.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        12          8          8         16         17         34         27:
Old  :        44:        12          8          8         16         17         34         27:
Other:         4:         3          1          1          0          0          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       47.0       45.0       62.8       26.6       33.3       37.6       46.6
Old  :                 28.8       47.1       45.1       63.0       26.7       33.4       37.7       46.8
Other:                 69.8        5.2       69.8        5.2       66.0        1.5       66.0        1.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :   372,390:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,174    107,379
Old  :   372,390:   101,461     97,277      2,097    193,658    165,637    297,216    265,011:    75,174    107,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    17,189:     7,897     10,900         45      4,263     -1,692     12,205      9,253:     4,984      7,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
Old  :     100.0:      27.2       26.1        0.6       52.0       44.5       79.8       71.2:      20.2       28.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        23         26          5         46         49         71         78:
Old  :       118:        23         26          5         46         49         71         78:
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  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
Old  :                 27.4       16.4       39.1       26.0       27.4       15.5       38.5       24.9
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, October 25, 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  : 2,227,959:   319,037    436,984    266,421  1,374,946  1,082,093  1,960,404  1,785,498:   267,555    442,461
Old  : 2,227,959:   319,037    436,984    266,421  1,374,946  1,082,093  1,960,404  1,785,498:   267,555    442,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :   -20,092:   -14,940     58,710    -38,587     23,994    -47,189    -29,533    -27,065:     9,441      6,974
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       19.6       12.0       61.7       48.6       88.0       80.1:      12.0       19.9
Old  :     100.0:      14.3       19.6       12.0       61.7       48.6       88.0       80.1:      12.0       19.9
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  :       272:        62         66         80        112        124        209        235:
Old  :       272:        62         66         80        112        124        209        235:
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  :                 27.2       21.2       38.1       28.0       24.4       20.5       33.1       25.5
Old  :                 27.2       21.2       38.1       28.0       24.4       20.5       33.1       25.5
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, October 25, 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  : 1,688,890:   204,891    449,208    201,836  1,133,454    709,248  1,540,181  1,360,291:   148,709    328,599
Old  : 1,688,890:   204,891    449,208    201,836  1,133,454    709,248  1,540,181  1,360,291:   148,709    328,599
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    25,258:    13,471     33,337    -14,781     32,157     -9,315     30,847      9,241:    -5,589     16,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       26.6       12.0       67.1       42.0       91.2       80.5:       8.8       19.5
Old  :     100.0:      12.1       26.6       12.0       67.1       42.0       91.2       80.5:       8.8       19.5
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  :       193:        43         49         47         76         82        140        157:
Old  :       193:        43         49         47         76         82        140        157:
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  :                 32.6       20.4       44.2       30.8       29.5       20.1       39.1       28.6
Old  :                 32.6       20.4       44.2       30.8       29.5       20.1       39.1       28.6
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, October 25, 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  :   727,405:   157,350    104,828    295,667    224,371    283,163    677,388    683,658:    50,017     43,747
Old  :   727,405:   157,350    104,828    295,667    224,371    283,163    677,388    683,658:    50,017     43,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    46,404:     8,589    -13,175     30,825      4,581     26,108     43,995     43,758:     2,409      2,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       14.4       40.6       30.8       38.9       93.1       94.0:       6.9        6.0
Old  :     100.0:      21.6       14.4       40.6       30.8       38.9       93.1       94.0:       6.9        6.0
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  :       147:        46         31         43         62         59        128        113:
Old  :       147:        46         31         43         62         59        128        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       30.6       43.1       44.5       15.3       12.6       20.0       19.0
Old  :                 28.6       30.6       43.1       44.5       15.3       12.6       20.0       19.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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  :    39,326:     4,849      9,054        559     25,995     17,450     31,403     27,063:     7,923     12,263
Old  :    39,326:     4,849      9,054        559     25,995     17,450     31,403     27,063:     7,923     12,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :     1,053:    -1,050      1,715       -261      2,179       -729        868        726:       185        328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       23.0        1.4       66.1       44.4       79.9       68.8:      20.1       31.2
Old  :     100.0:      12.3       23.0        1.4       66.1       44.4       79.9       68.8:      20.1       31.2
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  :        52:        10         14          6         20         10         34         26:
Old  :        52:        10         14          6         20         10         34         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       38.3       57.8       51.4       42.8       38.3       57.8       51.3
Old  :                 42.8       38.3       57.8       51.4       42.8       38.3       57.8       51.3
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, October 25, 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  :    71,787:    28,028     26,682      3,836     22,178     30,046     54,043     60,564:    17,745     11,223
Old  :    71,787:    28,028     26,682      3,836     22,178     30,046     54,043     60,564:    17,745     11,223
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -4,788:     1,558     -7,506     -2,637     -2,346      5,116     -3,424     -5,026:    -1,364        238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0       37.2        5.3       30.9       41.9       75.3       84.4:      24.7       15.6
Old  :     100.0:      39.0       37.2        5.3       30.9       41.9       75.3       84.4:      24.7       15.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        79:        28         22         15         20         15         54         46:
Old  :        79:        28         22         15         20         15         54         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       51.2       46.8       60.6       33.3       50.9       43.7       59.5
Old  :                 34.6       51.2       46.8       60.6       33.3       50.9       43.7       59.5
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, October 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Old  :    33,398:     6,779      3,456         62     26,179     29,117     33,020     32,635:       378        763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 18, 2005                     :
     :    -1,531:    -1,895       -144          0        394     -1,454     -1,501     -1,598:       -30         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        2.3
Old  :     100.0:      20.3       10.3        0.2       78.4       87.2       98.9       97.7:       1.1        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  :        52:         7         12          3         17         21         26         34:
Old  :        52:         7         12          3         17         21         26         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  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
Old  :                 62.8       53.0       82.7       73.7       62.1       47.6       77.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 28, 2005