WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, October 18, 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  :   293,651:    52,252     66,464     45,080    171,788    140,669    269,120    252,213:    24,531     41,438
Old  :   252,441:    52,400     71,643     27,170    150,772    125,206    230,342    224,019:    22,099     28,422
Other:    41,210:    16,188     11,157      1,574     21,016     15,463     38,778     28,194:     2,432     13,016
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -3,948:     1,231        507     -2,668        484     -1,279       -953     -3,440:    -2,995       -508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       22.6       15.4       58.5       47.9       91.6       85.9:       8.4       14.1
Old  :     100.0:      20.8       28.4       10.8       59.7       49.6       91.2       88.7:       8.8       11.3
Other:     100.0:      39.3       27.1        3.8       51.0       37.5       94.1       68.4:       5.9       31.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       268:        70        102         76         47         66        176        201:
Old  :       259:        69        111         58         43         60        155        189:
Other:       135:        44         32          9         17         55         64         93:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.8       29.3       45.5       35.3       29.8       22.5       42.9       27.6
Old  :                 33.8       33.6       48.9       40.3       33.8       31.0       48.9       37.1
Other:                 45.8       17.4       60.8       24.9       44.9       17.1       59.8       24.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 18, 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  :   797,135:   151,829    162,436     64,462    439,533    373,746    655,824    600,644:   141,311    196,491
Old  :   748,923:   136,669    166,996     55,166    423,891    347,269    615,726    569,431:   133,197    179,492
Other:    48,212:    22,714      2,994      1,742     15,642     26,477     40,098     31,213:     8,114     16,999
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    31,340:     4,019     -7,788      9,830      8,734     24,557     22,583     26,599:     8,757      4,741
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       20.4        8.1       55.1       46.9       82.3       75.4:      17.7       24.6
Old  :     100.0:      18.2       22.3        7.4       56.6       46.4       82.2       76.0:      17.8       24.0
Other:     100.0:      47.1        6.2        3.6       32.4       54.9       83.2       64.7:      16.8       35.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       149        128        107        186        187        396        375:
Old  :       540:       136        138         96        183        186        383        368:
Other:       231:        60         26          5         37        118         99        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       19.4       32.9       24.8       20.5       17.3       29.6       21.6
Old  :                 23.4       18.9       34.7       24.7       21.5       16.7       31.3       21.4
Other:                 20.5       31.2       33.7       37.6       20.1       30.5       31.8       36.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,897:     3,543        348         44        893      5,305      4,480      5,697:     2,417      1,200
Old  :     6,888:     3,543        348         43        890      5,304      4,476      5,695:     2,412      1,193
Other:         9:         0          0          1          3          1          4          2:         5          7
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       243:       272          9         26       -215        167         83        202:       160         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.4        5.0        0.6       12.9       76.9       65.0       82.6:      35.0       17.4
Old  :     100.0:      51.4        5.1        0.6       12.9       77.0       65.0       82.7:      35.0       17.3
Other:     100.0:       0.0        0.0       11.1       33.3       11.1       44.4       22.2:      55.6       77.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          5          3          8         16         25         21:
Old  :        38:        14          5          3          8         16         25         21:
Other:         3:         0          0          1          2          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       48.8       48.5       65.3       34.3       45.9       48.5       61.3
Old  :                 34.4       48.9       48.5       65.4       34.4       45.9       48.5       61.4
Other:                 44.4       22.2       44.4       22.2       22.2        0.0       22.2        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 18, 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  :   298,791:    60,825     49,055     32,661    156,777    137,683    250,263    219,399:    48,528     79,392
Old  :   285,372:    61,341     50,954     26,203    150,829    133,581    238,373    210,738:    46,999     74,634
Other:    13,419:     5,475      4,092        467      5,948      4,102     11,890      8,661:     1,529      4,758
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    10,631:     2,729     -4,977      3,552      5,204     15,282     11,485     13,857:      -854     -3,226
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       16.4       10.9       52.5       46.1       83.8       73.4:      16.2       26.6
Old  :     100.0:      21.5       17.9        9.2       52.9       46.8       83.5       73.8:      16.5       26.2
Other:     100.0:      40.8       30.5        3.5       44.3       30.6       88.6       64.5:      11.4       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       344:        94         96         90         97        111        240        265:
Old  :       343:       101         98         79         96        110        234        257:
Other:       104:        16         23          2         21         50         38         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.3       17.4       27.4       24.0       17.9       13.5       25.7       18.1
Old  :                 19.2       17.7       28.2       24.7       19.2       14.1       27.4       19.1
Other:                 46.3       26.7       64.5       40.0       44.5       26.7       60.4       38.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 18, 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  :   170,678:    43,563      9,562     21,867     76,682    125,654    142,112    157,083:    28,566     13,595
Old  :   163,321:    44,272      9,200     18,786     73,526    123,041    136,584    151,027:    26,737     12,294
Other:     7,357:     2,339      3,410         33      3,156      2,613      5,528      6,056:     1,829      1,301
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     5,596:     1,731         35      1,581      2,268      4,176      5,580      5,792:        16       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5        5.6       12.8       44.9       73.6       83.3       92.0:      16.7        8.0
Old  :     100.0:      27.1        5.6       11.5       45.0       75.3       83.6       92.5:      16.4        7.5
Other:     100.0:      31.8       46.4        0.4       42.9       35.5       75.1       82.3:      24.9       17.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        57         18         30         48         50        121         91:
Old  :       148:        64         16         27         47         49        120         87:
Other:        36:         4         14          3         12         11         19         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       36.5       31.6       52.5       20.4       34.6       29.2       46.0
Old  :                 21.3       37.5       31.6       53.7       21.3       35.5       30.6       48.9
Other:                 59.0       34.6       72.4       52.8       58.3       29.6       65.0       45.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 18, 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  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Old  :   594,283:    92,882    120,464      4,024    386,332    292,369    483,238    416,857:   111,045    177,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    29,304:    13,305     19,857        285      8,640       -557     22,230     19,585:     7,074      9,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
Old  :     100.0:      15.6       20.3        0.7       65.0       49.2       81.3       70.1:      18.7       29.9
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  :       154:        24         35         17         59         69         91        113:
Old  :       154:        24         35         17         59         69         91        113:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       22.7
Old  :                 25.3       15.1       35.1       25.0       21.7       13.4       30.6       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 18, 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  :   135,432:    20,561     18,721     15,088     71,235     77,866    106,884    111,675:    28,548     23,757
Old  :   130,594:    21,150     18,991     13,091     68,347     75,391    102,588    107,473:    28,006     23,121
Other:     4,838:       541        860        867      2,888      2,475      4,296      4,202:       542        636
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    -1,081:     1,547     -1,051     -1,471       -687         96       -611     -2,426:      -470      1,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       13.8       11.1       52.6       57.5       78.9       82.5:      21.1       17.5
Old  :     100.0:      16.2       14.5       10.0       52.3       57.7       78.6       82.3:      21.4       17.7
Other:     100.0:      11.2       17.8       17.9       59.7       51.2       88.8       86.9:      11.2       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        30         36         30         48         45         97        102:
Old  :       134:        32         38         30         48         43         97        100:
Other:        36:         9          9          6         15         10         28         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       30.6       36.7       42.0       19.5       24.0       25.7       30.3
Old  :                 25.7       31.4       36.3       42.9       19.9       24.7       26.3       31.0
Other:                 46.6       42.4       66.2       65.7       35.0       30.3       44.9       41.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 18, 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  :     7,474:     2,624        723        903      2,314      4,796      5,841      6,422:     1,633      1,052
Old  :     7,466:     2,626        723        901      2,314      4,796      5,841      6,420:     1,625      1,046
Other:         8:         0          2          0          0          0          0          2:         8          6
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :       122:      -113       -186        -23         67        284        -69         75:       191         47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1        9.7       12.1       31.0       64.2       78.2       85.9:      21.8       14.1
Old  :     100.0:      35.2        9.7       12.1       31.0       64.2       78.2       86.0:      21.8       14.0
Other:     100.0:       0.0       25.0        0.0        0.0        0.0        0.0       25.0:     100.0       75.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15          5          9         14         16         34         27:
Old  :        46:        15          5          9         14         16         34         27:
Other:         1:         0          1          0          0          0          0          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       44.7       45.6       63.1       29.5       35.3       41.1       51.2
Old  :                 29.5       44.7       45.7       63.2       29.5       35.4       41.1       51.2
Other:                  0.0       25.0        0.0       25.0        0.0       25.0        0.0       25.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, October 18, 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  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Old  :   355,080:    93,564     86,377      2,052    189,371    167,329    284,987    255,758:    70,093     99,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     7,643:       760      5,683         -6        634      2,726      1,388      8,403:     6,255       -760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
Old  :     100.0:      26.4       24.3        0.6       53.3       47.1       80.3       72.0:      19.7       28.0
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:        21         24          4         43         48         65         75:
Old  :       113:        21         24          4         43         48         65         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Old  :                 30.4       16.6       42.8       25.2       30.4       15.5       42.8       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, October 18, 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  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Old  : 1,678,231:   402,787    365,577     32,879  1,020,269    891,974  1,455,935  1,290,430:   222,296    387,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    51,861:       933    -18,064      5,325     20,504     34,736     26,762     21,997:    25,099     29,864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       23.1
Old  :     100.0:      24.0       21.8        2.0       60.8       53.1       86.8       76.9:      13.2       23.1
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  :       268:        72         51         36         93        106        173        185:
Old  :       268:        72         51         36         93        106        173        185:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       26.7       40.0       34.3       27.7       26.2       37.4       32.9
Old  :                 30.0       26.7       40.0       34.3       27.7       26.2       37.4       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, October 18, 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  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Old  : 1,353,179:   254,231    423,859     26,009    938,285    614,797  1,218,525  1,064,665:   134,654    288,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    48,643:    14,546     21,079      3,901     23,578     12,280     42,025     37,260:     6,618     11,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       21.3
Old  :     100.0:      18.8       31.3        1.9       69.3       45.4       90.0       78.7:      10.0       21.3
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  :       182:        43         40         23         68         66        117        123:
Old  :       182:        43         40         23         68         66        117        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
Old  :                 33.9       25.2       44.4       36.7       33.1       24.8       42.0       35.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, October 18, 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  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Old  :   423,027:   138,750    105,290     60,207    181,587    222,986    380,544    388,483:    42,483     34,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :    43,699:    26,160     13,196      8,456     12,867     15,088     47,483     36,740:    -3,784      6,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
Old  :     100.0:      32.8       24.9       14.2       42.9       52.7       90.0       91.8:      10.0        8.2
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  :       129:        33         28         30         55         51        106         91:
Old  :       129:        33         28         30         55         51        106         91:
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  :                 26.3       23.5       39.7       38.1       24.5       19.7       32.7       29.6
Old  :                 26.3       23.5       39.7       38.1       24.5       19.7       32.7       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, October 18, 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  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Old  :    36,278:     5,880      7,140          2     23,586     17,806     29,468     24,948:     6,810     11,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,338:     1,827      1,083         -1        152       -372      1,978        710:      -640        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Old  :     100.0:      16.2       19.7        0.0       65.0       49.1       81.2       68.8:      18.8       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        12         13          1         19         11         32         24:
Old  :        53:        12         13          1         19         11         32         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
Old  :                 46.1       38.4       59.7       50.1       46.1       37.9       59.7       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, October 18, 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  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Old  :    69,682:    27,748     35,335        628     22,786     23,143     51,162     59,106:    18,520     10,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     9,288:     1,101      4,854        256      7,604      2,838      8,961      7,948:       327      1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       15.2
Old  :     100.0:      39.8       50.7        0.9       32.7       33.2       73.4       84.8:      26.6       15.2
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  :        84:        26         28          5         21         12         49         43:
Old  :        84:        26         28          5         21         12         49         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       54.8
Old  :                 36.4       43.6       49.0       55.2       36.4       43.2       47.7       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, October 18, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Old  :    34,929:     8,674      3,600         62     25,785     30,571     34,521     34,233:       408        696
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :     1,256:         0        -33          0      1,312      1,466      1,312      1,433:       -56       -177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        2.0
Old  :     100.0:      24.8       10.3        0.2       73.8       87.5       98.8       98.0:       1.2        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:         7         15          3         16         21         25         37:
Old  :        55:         7         15          3         16         21         25         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Old  :                 65.5       55.0       83.8       74.8       64.6       50.5       78.3       66.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                  Code-247602
Commitments of Traders - Futures Only, October 18, 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  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Old  :    14,531:       278      1,713          0     14,253     12,689     14,531     14,402:         0        129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 11, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
Old  :     100.0:       1.9       11.8        0.0       98.1       87.3      100.0       99.1:       0.0        0.9
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  :        20:         2          6          0          5          7          7         13:
Old  :        20:         2          6          0          5          7          7         13:
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  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Old  :                 96.4       85.9      100.0       94.4       96.4       85.9      100.0       94.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 21, 2005