WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   328,639:    52,763    112,031     42,328    200,595    137,122    295,687    291,481:    32,952     37,158
Old  :   262,409:    52,249    102,083     21,749    160,912    115,270    234,910    239,101:    27,498     23,307
Other:    66,230:    12,893     22,327      8,200     39,683     21,852     60,776     52,379:     5,454     13,851
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     9,541:     2,128      1,188      4,470        483      3,139      7,081      8,797:     2,460        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       34.1       12.9       61.0       41.7       90.0       88.7:      10.0       11.3
Old  :     100.0:      19.9       38.9        8.3       61.3       43.9       89.5       91.1:      10.5        8.9
Other:     100.0:      19.5       33.7       12.4       59.9       33.0       91.8       79.1:       8.2       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:        87        139         86         57         61        196        238:
Old  :       291:        85        133         66         52         51        176        211:
Other:       150:        44         46         41         20         55         83        123:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.5       26.8       42.9       33.2       29.5       22.4       42.6       28.1
Old  :                 36.1       31.5       48.7       38.5       36.1       30.6       48.7       37.0
Other:                 55.6       20.9       64.9       30.8       49.2       16.7       56.9       24.5
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   916,821:   140,701    188,537    131,953    476,243    385,916    748,897    706,406:   167,924    210,415
Old  :   796,137:   129,384    188,690    100,213    417,160    330,938    646,756    619,841:   149,381    176,296
Other:   120,684:    27,646     16,176     15,411     59,083     54,977    102,141     86,565:    18,543     34,119
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    15,633:     3,657        613      1,691      4,372      5,149      9,720      7,453:     5,912      8,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       20.6       14.4       51.9       42.1       81.7       77.0:      18.3       23.0
Old  :     100.0:      16.3       23.7       12.6       52.4       41.6       81.2       77.9:      18.8       22.1
Other:     100.0:      22.9       13.4       12.8       49.0       45.6       84.6       71.7:      15.4       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       536:       121        153        132        203        198        403        415:
Old  :       528:       118        159        122        200        188        387        402:
Other:       274:        57         43         39         60        150        131        218:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       16.0       26.6       21.2       16.5       14.6       26.1       18.9
Old  :                 19.0       15.8       28.6       21.4       18.9       14.3       28.3       19.1
Other:                 34.3       22.9       43.2       30.0       34.0       22.3       41.8       27.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    10,608:     5,485        502        233      1,315      7,948      7,032      8,682:     3,576      1,926
Old  :    10,197:     5,504        504        188      1,159      7,742      6,851      8,434:     3,346      1,763
Other:       411:         2         20         23        156        205        181        248:       230        162
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     1,361:       681        148        205        155        777      1,040      1,129:       321        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        4.7        2.2       12.4       74.9       66.3       81.8:      33.7       18.2
Old  :     100.0:      54.0        4.9        1.8       11.4       75.9       67.2       82.7:      32.8       17.3
Other:     100.0:       0.5        4.9        5.6       38.0       50.0       44.1       60.5:      55.9       39.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        23          6          3         11         16         35         24:
Old  :        48:        23          6          3         10         16         34         24:
Other:        14:         2          1          2          5          8          7         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       40.4       37.0       61.4       21.7       38.9       37.0       58.5
Old  :                 22.6       40.8       38.4       62.2       22.6       40.3       38.4       60.5
Other:                 38.5       41.0       44.1       56.8       25.8       33.9       26.3       42.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   368,451:    47,865     56,017     78,488    172,401    142,652    298,754    277,158:    69,697     91,293
Old  :   346,927:    47,167     59,746     70,699    162,092    134,316    279,958    264,761:    66,970     82,167
Other:    21,524:     7,407      2,981      1,080     10,309      8,337     18,796     12,397:     2,727      9,126
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :     7,037:     5,839    -17,141     11,672    -12,484     10,895      5,026      5,426:     2,011      1,611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       15.2       21.3       46.8       38.7       81.1       75.2:      18.9       24.8
Old  :     100.0:      13.6       17.2       20.4       46.7       38.7       80.7       76.3:      19.3       23.7
Other:     100.0:      34.4       13.8        5.0       47.9       38.7       87.3       57.6:      12.7       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        95        107        127         99        105        267        276:
Old  :       334:        96        111        122         98        102        265        269:
Other:       114:        24         21         15         31         51         60         83:
     :----------------------------------------------------------------------------------------------------
     :             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       18.7       28.2       24.9       16.0       12.3       23.2       16.8
Old  :                 18.8       19.3       29.1       25.6       17.8       12.7       25.2       17.5
Other:                 42.4       24.8       59.3       33.0       39.5       24.0       54.4       31.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   225,841:    22,392     50,146     50,577    132,669    103,756    205,638    204,479:    20,203     21,362
Old  :   210,649:    26,955     50,014     43,403    122,018     96,619    192,376    190,037:    18,273     20,613
Other:    15,192:     1,580      6,275      1,031     10,651      7,137     13,262     14,443:     1,930        749
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    14,330:       542      2,382      7,076      7,898      6,861     15,516     16,319:    -1,186     -1,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       22.2       22.4       58.7       45.9       91.1       90.5:       8.9        9.5
Old  :     100.0:      12.8       23.7       20.6       57.9       45.9       91.3       90.2:       8.7        9.8
Other:     100.0:      10.4       41.3        6.8       70.1       47.0       87.3       95.1:      12.7        4.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        41         58         54         58         51        135        148:
Old  :       187:        53         56         52         58         51        134        146:
Other:        49:         8         20          7         12         13         25         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       26.1       32.5       34.4       18.8       18.7       27.8       24.9
Old  :                 19.8       25.5       31.4       34.0       18.0       18.2       26.6       24.4
Other:                 73.6       40.0       79.2       59.7       70.1       38.6       75.4       57.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   663,557:    44,623     95,244     73,299    419,904    313,688    537,827    482,231:   125,731    181,326
Old  :   663,557:    44,623     95,244     73,299    419,904    313,688    537,827    482,231:   125,731    181,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :   -33,270:    -8,058        392     -1,773     -3,024    -21,313    -12,855    -22,694:   -20,415    -10,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       14.4       11.0       63.3       47.3       81.1       72.7:      18.9       27.3
Old  :     100.0:       6.7       14.4       11.0       63.3       47.3       81.1       72.7:      18.9       27.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        21         40         37         64         70        106        126:
Old  :       146:        21         40         37         64         70        106        126:
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  :                 24.0       13.9       33.5       22.1       18.8       12.1       27.3       18.0
Old  :                 24.0       13.9       33.5       22.1       18.8       12.1       27.3       18.0
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   153,228:    24,283     17,101     25,362     72,462     87,578    122,107    130,041:    31,121     23,188
Old  :   142,541:    23,698     17,376     21,247     67,523     81,389    112,468    120,011:    30,073     22,530
Other:    10,687:     1,965      1,106      2,735      4,939      6,189      9,640     10,030:     1,048        657
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    -2,160:     6,796    -11,443      3,832    -18,651      5,889     -8,023     -1,723:     5,863       -437
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       11.2       16.6       47.3       57.2       79.7       84.9:      20.3       15.1
Old  :     100.0:      16.6       12.2       14.9       47.4       57.1       78.9       84.2:      21.1       15.8
Other:     100.0:      18.4       10.3       25.6       46.2       57.9       90.2       93.8:       9.8        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        40         37         41         49         52        116        111:
Old  :       147:        43         37         41         48         50        115        109:
Other:        47:        11          9         14         20         16         37         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.0       28.6       26.4       38.7       14.8       21.7       20.8       29.4
Old  :                 18.9       29.3       26.1       39.7       15.4       22.9       20.9       30.9
Other:                 33.0       41.1       50.4       61.0       29.0       39.9       43.3       53.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,282:     2,784        369      1,353      2,417      6,353      6,554      8,074:     2,728      1,207
Old  :     9,146:     2,764        378      1,324      2,391      6,295      6,479      7,997:     2,667      1,149
Other:       136:        29          0         20         26         58         74         78:        62         58
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :       808:       235         35        -64        181        611        353        582:       455        226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.0        4.0       14.6       26.0       68.4       70.6       87.0:      29.4       13.0
Old  :     100.0:      30.2        4.1       14.5       26.1       68.8       70.8       87.4:      29.2       12.6
Other:     100.0:      21.0        0.0       14.5       19.1       42.7       54.7       57.2:      45.3       42.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        17          6          6         21         17         40         27:
Old  :        53:        16          7          6         21         17         40         27:
Other:        12:         6          0          3          2          4          8          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       53.2       34.4       70.1       16.5       46.3       26.5       57.0
Old  :                 20.6       53.5       34.7       70.3       16.7       46.6       26.9       57.2
Other:                 41.4       50.5       54.7       57.2       32.5       42.7       40.1       42.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   357,251:   110,651     71,398      6,287    176,399    175,728    293,337    253,413:    63,914    103,838
Old  :   357,251:   110,651     71,398      6,287    176,399    175,728    293,337    253,413:    63,914    103,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    20,687:    -2,605      6,234      1,890     19,588     10,793     18,873     18,917:     1,814      1,769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0       20.0        1.8       49.4       49.2       82.1       70.9:      17.9       29.1
Old  :     100.0:      31.0       20.0        1.8       49.4       49.2       82.1       70.9:      17.9       29.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        25         23         11         44         53         73         83:
Old  :       116:        25         23         11         44         53         73         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       12.2       40.8       21.7       26.9       10.7       39.2       20.0
Old  :                 27.7       12.2       40.8       21.7       26.9       10.7       39.2       20.0
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,148,775:   446,018    317,858    252,149  1,209,159  1,164,473  1,907,325  1,734,480:   241,450    414,295
Old  : 2,148,775:   446,018    317,858    252,149  1,209,159  1,164,473  1,907,325  1,734,480:   241,450    414,295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    28,922:    53,828      5,237     -5,972      8,449     20,842     56,305     20,107:   -27,384      8,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       14.8       11.7       56.3       54.2       88.8       80.7:      11.2       19.3
Old  :     100.0:      20.8       14.8       11.7       56.3       54.2       88.8       80.7:      11.2       19.3
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  :       254:        58         65         76        100        117        197        219:
Old  :       254:        58         65         76        100        117        197        219:
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  :                 33.7       22.1       42.6       29.8       29.9       20.2       35.8       25.4
Old  :                 33.7       22.1       42.6       29.8       29.9       20.2       35.8       25.4
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,245,570:   215,777    248,146     67,890    788,111    644,454  1,071,778    960,490:   173,792    285,080
Old  : 1,245,570:   215,777    248,146     67,890    788,111    644,454  1,071,778    960,490:   173,792    285,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :   -46,483:   -38,219    -12,204        -65    -13,612    -13,811    -51,896    -26,080:     5,414    -20,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       19.9        5.5       63.3       51.7       86.0       77.1:      14.0       22.9
Old  :     100.0:      17.3       19.9        5.5       63.3       51.7       86.0       77.1:      14.0       22.9
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  :       173:        31         46         34         64         85        115        145:
Old  :       173:        31         46         34         64         85        115        145:
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  :                 33.4       22.0       44.8       29.7       30.4       21.7       41.1       28.3
Old  :                 33.4       22.0       44.8       29.7       30.4       21.7       41.1       28.3
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   614,623:   146,220     89,641    267,565    155,756    224,356    569,541    581,562:    45,082     33,061
Old  :   614,623:   146,220     89,641    267,565    155,756    224,356    569,541    581,562:    45,082     33,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    54,081:    36,097      8,052      7,975     12,598     41,282     56,670     57,309:    -2,589     -3,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       14.6       43.5       25.3       36.5       92.7       94.6:       7.3        5.4
Old  :     100.0:      23.8       14.6       43.5       25.3       36.5       92.7       94.6:       7.3        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        35         30         42         48         52        107        101:
Old  :       128:        35         30         42         48         52        107        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       28.2       48.1       41.9       15.7       10.0       20.8       15.8
Old  :                 31.2       28.2       48.1       41.9       15.7       10.0       20.8       15.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    66,171:    12,416      8,248      7,063     36,611     29,515     56,091     44,826:    10,080     21,345
Old  :    66,171:    12,416      8,248      7,063     36,611     29,515     56,091     44,826:    10,080     21,345
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    22,756:     1,308      1,490      5,533     14,189      9,587     21,029     16,609:     1,727      6,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       12.5       10.7       55.3       44.6       84.8       67.7:      15.2       32.3
Old  :     100.0:      18.8       12.5       10.7       55.3       44.6       84.8       67.7:      15.2       32.3
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  :        72:        17         23         22         28         20         61         49:
Old  :        72:        17         23         22         28         20         61         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  :                 27.8       24.3       42.9       36.4       24.9       22.1       36.0       28.9
Old  :                 27.8       24.3       42.9       36.4       24.9       22.1       36.0       28.9
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   124,318:    48,859     15,599     18,004     16,689     75,761     83,552    109,365:    40,766     14,953
Old  :   124,318:    48,859     15,599     18,004     16,689     75,761     83,552    109,365:    40,766     14,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    21,928:    -2,050     -2,973     12,173     -5,776      8,162      4,347     17,362:    17,580      4,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       12.5       14.5       13.4       60.9       67.2       88.0:      32.8       12.0
Old  :     100.0:      39.3       12.5       14.5       13.4       60.9       67.2       88.0:      32.8       12.0
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  :        94:        40         21         32         25         24         78         64:
Old  :        94:        40         21         32         25         24         78         64:
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  :                 23.7       43.0       33.8       57.9       23.2       42.7       30.1       54.4
Old  :                 23.7       43.0       33.8       57.9       23.2       42.7       30.1       54.4
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, December 13, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    35,667:     8,771      4,254        555     26,137     30,153     35,463     34,962:       204        705
Old  :    35,667:     8,771      4,254        555     26,137     30,153     35,463     34,962:       204        705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2005                     :
     :    -2,523:       -23          2          0     -2,527     -2,694     -2,550     -2,692:        27        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       11.9        1.6       73.3       84.5       99.4       98.0:       0.6        2.0
Old  :     100.0:      24.6       11.9        1.6       73.3       84.5       99.4       98.0:       0.6        2.0
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  :        55:        11         11          4         18         21         30         35:
Old  :        55:        11         11          4         18         21         30         35:
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  :                 62.3       53.9       79.9       74.2       61.0       49.1       75.0       66.6
Old  :                 62.3       53.9       79.9       74.2       61.0       49.1       75.0       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 16, 2005