WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   311,634:    48,518    103,980     37,094    197,835    133,119    283,447    274,194:    28,187     37,441
Old  :   252,456:    47,383     94,289     21,380    158,987    112,836    227,750    228,506:    24,706     23,950
Other:    59,179:    12,086     20,643      4,762     38,849     20,283     55,697     45,688:     3,482     13,491
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -30,795:    -1,054        748    -13,027     -9,175     -9,737    -23,255    -22,015:    -7,539     -8,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       33.4       11.9       63.5       42.7       91.0       88.0:       9.0       12.0
Old  :     100.0:      18.8       37.3        8.5       63.0       44.7       90.2       90.5:       9.8        9.5
Other:     100.0:      20.4       34.9        8.0       65.6       34.3       94.1       77.2:       5.9       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        81        131         87         61         64        194        238:
Old  :       286:        82        123         75         58         55        184        214:
Other:       143:        36         50         36         17         54         71        122:
     :----------------------------------------------------------------------------------------------------
     :             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       26.6       44.3       33.4       28.6       19.7       42.1       25.8
Old  :                 34.5       31.1       47.9       38.6       34.5       28.8       47.8       35.6
Other:                 62.0       21.0       72.4       30.4       55.4       17.2       64.8       24.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   961,024:   152,706    188,650    142,441    498,219    432,629    793,366    763,721:   167,659    197,304
Old  :   862,299:   147,552    191,327    111,844    450,889    387,991    710,284    691,162:   152,015    171,137
Other:    98,726:    24,477     16,645     11,275     47,330     44,638     83,082     72,559:    15,644     26,167
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -94,697:       652     13,529    -44,810    -34,009    -41,298    -78,167    -72,578:   -16,530    -22,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       19.6       14.8       51.8       45.0       82.6       79.5:      17.4       20.5
Old  :     100.0:      17.1       22.2       13.0       52.3       45.0       82.4       80.2:      17.6       19.8
Other:     100.0:      24.8       16.9       11.4       47.9       45.2       84.2       73.5:      15.8       26.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       548:       138        135        142        218        201        425        426:
Old  :       542:       140        139        133        216        192        415        412:
Other:       264:        54         42         34         53        142        118        207:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.6       17.4       27.9       23.2       15.6       14.9       24.8       19.5
Old  :                 20.7       17.5       29.5       23.5       17.5       14.7       26.1       19.6
Other:                 35.4       25.6       43.7       33.1       35.0       25.1       42.8       31.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :     8,435:     3,800        374        190      1,585      6,626      5,575      7,190:     2,860      1,245
Old  :     8,356:     3,800        389        170      1,582      6,577      5,552      7,136:     2,804      1,220
Other:        79:        15          0          5          3         49         23         54:        56         25
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :        -6:       228        151       -358       -401        478       -531        271:       525       -278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0        4.4        2.3       18.8       78.5       66.1       85.2:      33.9       14.8
Old  :     100.0:      45.5        4.7        2.0       18.9       78.7       66.4       85.4:      33.6       14.6
Other:     100.0:      19.0        0.0        6.3        3.8       62.0       29.1       68.4:      70.9       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        14          4          3         11         13         28         17:
Old  :        34:        14          4          3         10         13         27         17:
Other:         5:         1          0          1          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.7       51.2       43.2       68.8       26.3       41.5       38.5       58.7
Old  :                 27.0       51.3       43.5       68.9       26.5       41.5       38.8       58.9
Other:                 29.1       68.4       29.1       68.4       21.5       60.8       21.5       60.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   331,156:    42,851     57,403     56,442    171,474    133,447    270,767    247,293:    60,388     83,863
Old  :   313,409:    41,650     59,256     50,260    163,306    126,780    255,216    236,296:    58,193     77,113
Other:    17,747:     6,540      3,485        844      8,167      6,668     15,551     10,997:     2,196      6,750
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       187:    -7,116     14,063     -3,103      9,812    -10,809       -407        151:       594         36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       17.3       17.0       51.8       40.3       81.8       74.7:      18.2       25.3
Old  :     100.0:      13.3       18.9       16.0       52.1       40.5       81.4       75.4:      18.6       24.6
Other:     100.0:      36.9       19.6        4.8       46.0       37.6       87.6       62.0:      12.4       38.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       315:        72        103        103        105         98        245        253:
Old  :       315:        79        106         98        105         95        244        246:
Other:       104:        21         24         10         25         41         50         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.8       19.4       29.4       25.8       16.4       11.6       24.9       16.3
Old  :                 18.5       20.1       30.3       26.7       18.1       12.0       26.6       17.1
Other:                 46.3       26.8       61.5       36.4       43.0       25.7       58.1       34.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   194,208:    22,097     31,099     40,423    109,490    101,351    172,011    172,873:    22,198     21,335
Old  :   183,320:    26,150     32,662     33,565    102,571     96,277    162,286    162,503:    21,035     20,817
Other:    10,888:     2,021      4,511        785      6,919      5,074      9,725     10,370:     1,163        518
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -10,453:    -3,706      7,274     -5,614        311    -11,143     -9,008     -9,484:    -1,445       -970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       16.0       20.8       56.4       52.2       88.6       89.0:      11.4       11.0
Old  :     100.0:      14.3       17.8       18.3       56.0       52.5       88.5       88.6:      11.5       11.4
Other:     100.0:      18.6       41.4        7.2       63.5       46.6       89.3       95.2:      10.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        32         47         39         55         51        114        125:
Old  :       157:        42         47         34         54         49        112        119:
Other:        42:         5         16          3         12         15         20         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       28.2       34.1       38.1       19.7       22.3       28.6       29.3
Old  :                 21.0       28.1       33.0       38.1       19.6       22.3       28.2       29.4
Other:                 69.3       35.8       80.7       55.7       69.3       33.2       77.5       52.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   697,987:    88,782     92,322     71,284    422,577    372,616    582,643    536,222:   115,344    161,765
Old  :   697,987:    88,782     92,322     71,284    422,577    372,616    582,643    536,222:   115,344    161,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :  -161,203:     1,806      5,891    -73,687    -55,497    -56,026   -127,378   -123,821:   -33,825    -37,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       13.2       10.2       60.5       53.4       83.5       76.8:      16.5       23.2
Old  :     100.0:      12.7       13.2       10.2       60.5       53.4       83.5       76.8:      16.5       23.2
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  :       157:        31         30         39         68         77        118        127:
Old  :       157:        31         30         39         68         77        118        127:
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  :                 21.3       15.2       29.9       24.6       16.9       12.9       24.2       21.1
Old  :                 21.3       15.2       29.9       24.6       16.9       12.9       24.2       21.1
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, November 22, 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  :   147,024:    16,467     23,794     22,969     79,621     76,616    119,057    123,379:    27,967     23,644
Old  :   139,650:    16,501     23,956     20,473     75,349     72,275    112,324    116,705:    27,327     22,945
Other:     7,374:       838        710      1,624      4,272      4,341      6,734      6,675:       640        699
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    -5,709:    -3,671      4,219     -3,145      2,061     -5,201     -4,755     -4,127:      -955     -1,582
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.2       15.6       54.2       52.1       81.0       83.9:      19.0       16.1
Old  :     100.0:      11.8       17.2       14.7       54.0       51.8       80.4       83.6:      19.6       16.4
Other:     100.0:      11.4        9.6       22.0       57.9       58.9       91.3       90.5:       8.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        28         41         35         49         52        100        113:
Old  :       138:        28         45         35         48         51         99        112:
Other:        45:         8         12         11         18         17         34         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       27.3       33.0       35.4       19.6       21.4       26.4       28.6
Old  :                 22.2       27.5       32.4       35.9       20.0       22.2       27.0       29.8
Other:                 41.0       33.5       60.3       57.0       31.8       29.7       42.5       41.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :     7,747:     2,920        319        894      2,155      5,538      5,970      6,752:     1,777        995
Old  :     7,688:     2,914        321        879      2,155      5,519      5,948      6,720:     1,740        968
Other:        59:        21         12          1          0         19         22         32:        37         27
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -253:         3         65       -203         22       -155       -178       -294:       -75         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        4.1       11.5       27.8       71.5       77.1       87.2:      22.9       12.8
Old  :     100.0:      37.9        4.2       11.4       28.0       71.8       77.4       87.4:      22.6       12.6
Other:     100.0:      35.6       20.5        1.7        0.0       32.4       37.3       54.6:      62.7       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        15         10          8         17         16         38         28:
Old  :        50:        16          9          8         17         16         38         28:
Other:         8:         3          3          1          0          2          4          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       54.6       41.0       68.6       22.1       45.4       34.2       56.9
Old  :                 25.2       55.0       41.3       68.7       22.3       45.8       34.5       57.1
Other:                 37.3       53.9       37.3       54.6       35.6       52.2       35.6       52.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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  :   343,409:    82,788     63,582      2,181    181,900    167,677    266,869    233,440:    76,540    109,969
Old  :   343,409:    82,788     63,582      2,181    181,900    167,677    266,869    233,440:    76,540    109,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :   -27,567:   -21,166    -33,216         23    -11,788      5,447    -32,931    -27,746:     5,364        179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       18.5        0.6       53.0       48.8       77.7       68.0:      22.3       32.0
Old  :     100.0:      24.1       18.5        0.6       53.0       48.8       77.7       68.0:      22.3       32.0
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  :       113:        22         22          6         46         55         71         80:
Old  :       113:        22         22          6         46         55         71         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       14.3       36.1       23.9       24.9       13.2       34.5       22.8
Old  :                 25.6       14.3       36.1       23.9       24.9       13.2       34.5       22.8
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, November 22, 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  : 2,026,455:   376,223    317,278    206,143  1,215,777  1,139,412  1,798,143  1,662,833:   228,312    363,622
Old  : 2,026,455:   376,223    317,278    206,143  1,215,777  1,139,412  1,798,143  1,662,833:   228,312    363,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :  -532,818:    49,963    -50,994   -166,009   -271,210   -216,090   -387,256   -433,093:  -145,562    -99,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.7       10.2       60.0       56.2       88.7       82.1:      11.3       17.9
Old  :     100.0:      18.6       15.7       10.2       60.0       56.2       88.7       82.1:      11.3       17.9
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  :       256:        59         61         67        105        110        196        206:
Old  :       256:        59         61         67        105        110        196        206:
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  :                 33.3       22.9       40.7       31.0       28.7       20.0       35.1       25.3
Old  :                 33.3       22.9       40.7       31.0       28.7       20.0       35.1       25.3
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, November 22, 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  : 1,393,972:   206,191    357,545    111,169    943,825    727,383  1,261,184  1,196,096:   132,787    197,876
Old  : 1,393,972:   206,191    357,545    111,169    943,825    727,383  1,261,184  1,196,096:   132,787    197,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :  -399,592:     7,269    -84,046   -139,369   -239,394    -58,115   -371,494   -281,530:   -28,098   -118,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       25.6        8.0       67.7       52.2       90.5       85.8:       9.5       14.2
Old  :     100.0:      14.8       25.6        8.0       67.7       52.2       90.5       85.8:       9.5       14.2
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  :       177:        28         50         34         68         78        117        141:
Old  :       177:        28         50         34         68         78        117        141:
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  :                 33.0       23.2       46.3       33.5       29.3       20.7       38.4       28.0
Old  :                 33.0       23.2       46.3       33.5       29.3       20.7       38.4       28.0
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, November 22, 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  :   655,318:   108,655     95,046    284,418    205,322    226,340    598,394    605,804:    56,924     49,513
Old  :   655,318:   108,655     95,046    284,418    205,322    226,340    598,394    605,804:    56,924     49,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :    47,346:     6,547        480     24,585     12,851     17,048     43,982     42,113:     3,364      5,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       14.5       43.4       31.3       34.5       91.3       92.4:       8.7        7.6
Old  :     100.0:      16.6       14.5       43.4       31.3       34.5       91.3       92.4:       8.7        7.6
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  :       137:        39         32         45         56         55        118        110:
Old  :       137:        39         32         45         56         55        118        110:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       27.6       43.4       41.4       12.1       10.6       18.3       16.0
Old  :                 29.2       27.6       43.4       41.4       12.1       10.6       18.3       16.0
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, November 22, 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  :    39,543:    10,456      6,011        903     21,831     18,661     33,190     25,576:     6,353     13,967
Old  :    39,543:    10,456      6,011        903     21,831     18,661     33,190     25,576:     6,353     13,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :       278:     4,066     -2,283        -40     -4,482        970       -456     -1,353:       734      1,631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       15.2        2.3       55.2       47.2       83.9       64.7:      16.1       35.3
Old  :     100.0:      26.4       15.2        2.3       55.2       47.2       83.9       64.7:      16.1       35.3
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  :        55:        15         12          7         19         12         35         30:
Old  :        55:        15         12          7         19         12         35         30:
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  :                 40.1       35.5       55.4       47.4       40.1       35.5       55.4       46.0
Old  :                 40.1       35.5       55.4       47.4       40.1       35.5       55.4       46.0
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, November 22, 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  :    86,100:    38,938     21,210      4,481     24,121     48,656     67,541     74,347:    18,559     11,753
Old  :    86,100:    38,938     21,210      4,481     24,121     48,656     67,541     74,347:    18,559     11,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :      -515:     9,442     -3,198     -2,582    -10,761      5,282     -3,900       -497:     3,385        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.2       24.6        5.2       28.0       56.5       78.4       86.4:      21.6       13.6
Old  :     100.0:      45.2       24.6        5.2       28.0       56.5       78.4       86.4:      21.6       13.6
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  :        89:        34         26         17         18         18         64         49:
Old  :        89:        34         26         17         18         18         64         49:
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  :                 33.8       45.8       42.4       60.3       33.8       43.8       41.9       56.7
Old  :                 33.8       45.8       42.4       60.3       33.8       43.8       41.9       56.7
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, November 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    35,967:     9,084      4,087         69     25,854     30,497     35,007     34,653:       960      1,314
Old  :    35,967:     9,084      4,087         69     25,854     30,497     35,007     34,653:       960      1,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 15, 2005                    :
     :     2,353:     1,848        357          0        -96      1,470      1,752      1,827:       601        526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       11.4        0.2       71.9       84.8       97.3       96.3:       2.7        3.7
Old  :     100.0:      25.3       11.4        0.2       71.9       84.8       97.3       96.3:       2.7        3.7
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  :        54:        10         12          4         18         20         30         34:
Old  :        54:        10         12          4         18         20         30         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  :                 61.8       50.4       80.4       71.9       61.0       45.8       75.1       64.1
Old  :                 61.8       50.4       80.4       71.9       61.0       45.8       75.1       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated November 28, 2005