WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   292,505:    44,116     72,698     46,081    175,578    132,987    265,776    251,765:    26,729     40,739
Old  :   282,655:    43,898     70,355     44,362    168,403    130,019    256,663    244,735:    25,992     37,919
Other:     9,850:     1,897      4,022         40      7,175      2,968      9,113      7,030:       738      2,820
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -5,343:    -1,769     11,817     -4,248      6,891     -6,630        874        939:    -6,217     -6,283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       24.9       15.8       60.0       45.5       90.9       86.1:       9.1       13.9
Old  :     100.0:      15.5       24.9       15.7       59.6       46.0       90.8       86.6:       9.2       13.4
Other:     100.0:      19.3       40.8        0.4       72.8       30.1       92.5       71.4:       7.5       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        74        107         75         47         57        164        202:
Old  :       255:        72        112         72         46         57        160        201:
Other:        73:        18         17          4         10         35         31         53:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.3       27.9       44.5       34.1       30.1       21.4       43.0       26.9
Old  :                 31.3       28.8       45.6       35.2       31.1       24.1       44.5       29.7
Other:                 65.4       33.7       77.8       43.0       63.0       31.4       75.4       40.1
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   929,520:   134,343     59,825    184,749    456,929    467,049    776,021    711,623:   153,499    217,898
Old  :   222,717:    26,841     51,786     25,580    129,259    109,828    181,680    187,195:    41,037     35,522
Other:   706,804:   147,858     48,394    118,813    327,670    357,221    594,341    524,428:   112,463    182,376
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -4,291:   -16,464      7,721      1,509     15,903    -17,036        948     -7,805:    -5,238      3,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5        6.4       19.9       49.2       50.2       83.5       76.6:      16.5       23.4
Old  :     100.0:      12.1       23.3       11.5       58.0       49.3       81.6       84.1:      18.4       15.9
Other:     100.0:      20.9        6.8       16.8       46.4       50.5       84.1       74.2:      15.9       25.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       581:       166         86        168        248        266        482        471:
Old  :       433:        75         96         73        181        166        298        293:
Other:       560:       181         71        140        194        255        410        435:
     :----------------------------------------------------------------------------------------------------
     :             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       17.8       26.9       22.9       17.6       13.6       24.8       17.4
Old  :                 24.6       23.9       33.7       34.8       24.5       23.2       33.5       33.0
Other:                 19.6       16.9       26.6       22.4       17.6       14.5       24.4       18.9
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,880:     3,222        100        672      1,981      6,428      5,874      7,199:     3,006      1,681
Old  :     8,880:     3,222        100        672      1,981      6,428      5,874      7,199:     3,006      1,681
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -151:         4         24       -201       -135         39       -332       -139:       181        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3        1.1        7.6       22.3       72.4       66.2       81.1:      33.8       18.9
Old  :     100.0:      36.3        1.1        7.6       22.3       72.4       66.2       81.1:      33.8       18.9
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  :        36:        15          3          5         11         16         27         23:
Old  :        36:        15          3          5         11         16         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       43.2       45.0       61.1       29.3       43.1       42.0       55.8
Old  :                 29.3       43.2       45.0       61.1       29.3       43.1       42.0       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   348,206:    61,210     20,885     68,189    146,248    175,311    275,647    264,384:    72,560     83,822
Old  :   343,385:    60,861     21,274     65,393    145,545    174,146    271,799    260,813:    71,587     82,572
Other:     4,821:     3,135      2,396         10        703      1,165      3,848      3,571:       973      1,250
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   -20,539:   -10,134      1,397     -3,420     -1,511    -19,219    -15,066    -21,243:    -5,474        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.0       19.6       42.0       50.3       79.2       75.9:      20.8       24.1
Old  :     100.0:      17.7        6.2       19.0       42.4       50.7       79.2       76.0:      20.8       24.0
Other:     100.0:      65.0       49.7        0.2       14.6       24.2       79.8       74.1:      20.2       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       127         82        136        110        136        303        295:
Old  :       367:       126         85        134        110        136        303        293:
Other:        97:        11         24          2         11         55         24         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.7       20.8       29.9       29.9       18.6       15.0       26.3       20.4
Old  :                 20.9       21.0       30.3       30.2       18.8       15.2       26.6       20.6
Other:                 57.0       38.5       69.0       52.3       57.0       38.5       69.0       52.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   142,985:    25,184     16,953     24,086     71,587     86,199    120,856    127,238:    22,129     15,747
Old  :    29,748:     9,004      4,980      5,660     10,886     16,261     25,550     26,901:     4,198      2,847
Other:   113,237:    21,801     17,594     12,805     60,701     69,939     95,307    100,337:    17,931     12,900
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   -11,459:    -8,129      4,742     -3,560      4,950    -15,416     -6,740    -14,234:    -4,720      2,775
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       11.9       16.8       50.1       60.3       84.5       89.0:      15.5       11.0
Old  :     100.0:      30.3       16.7       19.0       36.6       54.7       85.9       90.4:      14.1        9.6
Other:     100.0:      19.3       15.5       11.3       53.6       61.8       84.2       88.6:      15.8       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        37         31         28         43         41         99         88:
Old  :        79:        15         23         13         26         32         52         57:
Other:       121:        43         27         24         38         35         89         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       29.7       34.2       44.6       22.5       23.8       31.7       35.6
Old  :                 26.7       33.7       41.0       50.4       24.2       33.2       35.8       43.9
Other:                 28.9       34.7       39.5       48.0       27.1       29.7       35.6       38.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   792,060:    67,873     68,745    140,144    458,023    398,692    666,040    607,581:   126,021    184,479
Old  :   792,060:    67,873     68,745    140,144    458,023    398,692    666,040    607,581:   126,021    184,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    36,100:       137     -6,506     16,310     17,198     24,438     33,646     34,242:     2,454      1,857
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        8.7       17.7       57.8       50.3       84.1       76.7:      15.9       23.3
Old  :     100.0:       8.6        8.7       17.7       57.8       50.3       84.1       76.7:      15.9       23.3
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  :       168:        35         29         45         74         86        126        143:
Old  :       168:        35         29         45         74         86        126        143:
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  :                 24.3       11.9       32.5       20.2       21.0        9.7       25.6       14.5
Old  :                 24.3       11.9       32.5       20.2       21.0        9.7       25.6       14.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   122,347:    20,714      4,138     20,767     48,003     78,203     89,485    103,109:    32,863     19,239
Old  :    27,869:     8,123        765      2,979      9,088     18,221     20,189     21,965:     7,680      5,905
Other:    94,478:    16,575      7,357     13,805     38,915     59,982     69,295     81,144:    25,183     13,334
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -5,430:    -2,864      2,115     -3,505      1,698     -7,331     -4,671     -8,721:      -759      3,291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        3.4       17.0       39.2       63.9       73.1       84.3:      26.9       15.7
Old  :     100.0:      29.1        2.7       10.7       32.6       65.4       72.4       78.8:      27.6       21.2
Other:     100.0:      17.5        7.8       14.6       41.2       63.5       73.3       85.9:      26.7       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        43         14         32         52         47        113         82:
Old  :        85:        27          6         14         35         31         67         48:
Other:       113:        37         21         28         46         38        101         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.8       36.2       23.6       48.2       12.6       31.3       18.2       42.2
Old  :                 15.8       38.7       27.1       51.4       15.8       38.7       26.2       48.6
Other:                 18.0       38.3       26.6       49.8       15.0       33.3       21.3       44.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :     7,782:     2,806      1,200      1,384      2,043      3,274      6,233      5,859:     1,549      1,923
Old  :     7,782:     2,806      1,200      1,384      2,043      3,274      6,233      5,859:     1,549      1,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -381:      -145        -77       -249        -97        -56       -491       -381:       110          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       15.4       17.8       26.2       42.1       80.1       75.3:      19.9       24.7
Old  :     100.0:      36.1       15.4       17.8       26.2       42.1       80.1       75.3:      19.9       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        19          6         11         12         16         33         31:
Old  :        47:        19          6         11         12         16         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       33.1       48.7       49.7       32.6       30.5       44.0       41.5
Old  :                 34.3       33.1       48.7       49.7       32.6       30.5       44.0       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   368,746:   102,950    113,337      1,435    208,801    145,091    313,186    259,863:    55,560    108,883
Old  :   368,746:   102,950    113,337      1,435    208,801    145,091    313,186    259,863:    55,560    108,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     7,875:    -2,945        624       -704      9,609      6,283      5,960      6,203:     1,915      1,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       30.7        0.4       56.6       39.3       84.9       70.5:      15.1       29.5
Old  :     100.0:      27.9       30.7        0.4       56.6       39.3       84.9       70.5:      15.1       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        17         26          4         44         40         62         69:
Old  :       105:        17         26          4         44         40         62         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       16.2       44.0       24.9       28.0       15.3       44.0       23.8
Old  :                 28.0       16.2       44.0       24.9       28.0       15.3       44.0       23.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 2,786,273:   477,261    412,681    470,487  1,574,694  1,416,344  2,522,442  2,299,512:   263,831    486,761
Old  : 2,786,273:   477,261    412,681    470,487  1,574,694  1,416,344  2,522,442  2,299,512:   263,831    486,761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    47,176:    25,638     44,363      3,890      5,899     20,232     35,428     68,485:    11,748    -21,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.8       16.9       56.5       50.8       90.5       82.5:       9.5       17.5
Old  :     100.0:      17.1       14.8       16.9       56.5       50.8       90.5       82.5:       9.5       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        53         63         70        104        137        188        239:
Old  :       263:        53         63         70        104        137        188        239:
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  :                 27.3       18.2       44.2       27.4       23.0       14.6       33.4       19.9
Old  :                 27.3       18.2       44.2       27.4       23.0       14.6       33.4       19.9
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                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  : 1,931,785:   152,113    436,926    242,743  1,375,005    915,272  1,769,860  1,594,940:   161,925    336,845
Old  : 1,931,785:   152,113    436,926    242,743  1,375,005    915,272  1,769,860  1,594,940:   161,925    336,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    96,986:   -27,313     31,015     18,285     97,331     39,799     88,303     89,098:     8,683      7,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       22.6       12.6       71.2       47.4       91.6       82.6:       8.4       17.4
Old  :     100.0:       7.9       22.6       12.6       71.2       47.4       91.6       82.6:       8.4       17.4
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  :       194:        28         56         46         82         97        141        168:
Old  :       194:        28         56         46         82         97        141        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       18.8       42.5       30.5       24.6       18.1       34.9       25.8
Old  :                 29.3       18.8       42.5       30.5       24.6       18.1       34.9       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :   596,129:   113,830     47,187    226,328    199,127    288,717    539,285    562,232:    56,845     33,897
Old  :   596,129:   113,830     47,187    226,328    199,127    288,717    539,285    562,232:    56,845     33,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    13,993:     3,405     -4,744     21,125    -11,777      1,052     12,753     17,433:     1,241     -3,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        7.9       38.0       33.4       48.4       90.5       94.3:       9.5        5.7
Old  :     100.0:      19.1        7.9       38.0       33.4       48.4       90.5       94.3:       9.5        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        36         23         40         46         45         98         92:
Old  :       115:        36         23         40         46         45         98         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       34.2       49.0       51.7       17.0       21.9       22.0       28.3
Old  :                 37.8       34.2       49.0       51.7       17.0       21.9       22.0       28.3
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                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    32,836:     8,784      5,738        754     16,203     18,322     25,741     24,814:     7,095      8,022
Old  :    32,836:     8,784      5,738        754     16,203     18,322     25,741     24,814:     7,095      8,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        95:       511        -27         39         -5        -37        544        -25:      -449        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8       17.5        2.3       49.3       55.8       78.4       75.6:      21.6       24.4
Old  :     100.0:      26.8       17.5        2.3       49.3       55.8       78.4       75.6:      21.6       24.4
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  :        54:        14         11          8         19         12         38         26:
Old  :        54:        14         11          8         19         12         38         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       42.7       44.8       58.0       30.1       41.6       44.8       56.8
Old  :                 30.1       42.7       44.8       58.0       30.1       41.6       44.8       56.8
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                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    64,241:    10,805     36,712      3,010     39,150     11,543     52,965     51,265:    11,276     12,976
Old  :    64,241:    10,805     36,712      3,010     39,150     11,543     52,965     51,265:    11,276     12,976
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     4,752:    -1,701      6,201         74      7,736     -2,441      6,109      3,834:    -1,356        919
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       57.1        4.7       60.9       18.0       82.4       79.8:      17.6       20.2
Old  :     100.0:      16.8       57.1        4.7       60.9       18.0       82.4       79.8:      17.6       20.2
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  :        77:        20         30         16         18         15         47         52:
Old  :        77:        20         30         16         18         15         47         52:
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  :                 48.5       30.8       57.2       42.3       47.2       29.8       55.5       40.8
Old  :                 48.5       30.8       57.2       42.3       47.2       29.8       55.5       40.8
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                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 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  :    36,504:     1,963      5,611      1,004     33,039     28,808     36,006     35,423:       498      1,081
Old  :    36,504:     1,963      5,611      1,004     33,039     28,808     36,006     35,423:       498      1,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       245:       -90        565          0        172       -518         82         47:       163        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       15.4        2.8       90.5       78.9       98.6       97.0:       1.4        3.0
Old  :     100.0:       5.4       15.4        2.8       90.5       78.9       98.6       97.0:       1.4        3.0
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  :        58:         6         18          4         21         19         30         38:
Old  :        58:         6         18          4         21         19         30         38:
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  :                 54.2       51.5       72.8       73.9       53.5       48.2       68.6       66.1
Old  :                 54.2       51.5       72.8       73.9       53.5       48.2       68.6       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 12, 2005