WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   297,244:    45,977     82,602     42,766    182,127    131,534    270,870    256,902:    26,374     40,342
Old  :   286,537:    45,430     81,150     40,345    175,348    128,007    261,123    249,502:    25,414     37,035
Other:    10,707:     2,895      3,800         74      6,779      3,527      9,748      7,401:       959      3,306
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,739:     1,861      9,904     -3,315      6,549     -1,453      5,095      5,137:      -356       -398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       27.8       14.4       61.3       44.3       91.1       86.4:       8.9       13.6
Old  :     100.0:      15.9       28.3       14.1       61.2       44.7       91.1       87.1:       8.9       12.9
Other:     100.0:      27.0       35.5        0.7       63.3       32.9       91.0       69.1:       9.0       30.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        76        103         71         47         56        164        198:
Old  :       257:        75        110         68         46         56        160        198:
Other:        71:        20         13          6         10         35         32         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.5       27.2       44.8       33.9       30.5       20.4       43.1       25.6
Old  :                 31.6       28.1       45.8       34.7       31.6       22.5       44.7       28.1
Other:                 56.1       31.9       69.5       42.3       53.4       30.4       66.9       39.9
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   933,395:   123,650     92,347    177,250    486,008    438,706    786,908    708,303:   146,487    225,092
Old  :   147,776:    15,407     21,835     31,289     65,484     64,590    112,180    117,714:    35,596     30,062
Other:   785,619:   128,215     90,484    125,990    420,523    374,115    674,728    590,589:   110,891    195,030
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,875:   -10,694     32,522     -7,498     29,079    -28,343     10,887     -3,320:    -7,012      7,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        9.9       19.0       52.1       47.0       84.3       75.9:      15.7       24.1
Old  :     100.0:      10.4       14.8       21.2       44.3       43.7       75.9       79.7:      24.1       20.3
Other:     100.0:      16.3       11.5       16.0       53.5       47.6       85.9       75.2:      14.1       24.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       591:       164        112        169        251        255        485        477:
Old  :       395:        73         79         74        180        148        292        262:
Other:       580:       163        110        148        197        249        413        459:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.5       15.7       27.0       21.0       18.3       12.7       25.2       16.6
Old  :                 13.3       16.9       21.3       27.6       12.8       14.8       19.1       23.7
Other:                 20.8       16.0       30.2       21.6       20.2       13.5       28.2       18.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :     7,357:     2,926        105        610      1,254      5,122      4,790      5,837:     2,567      1,519
Old  :     7,355:     2,926        105        610      1,253      5,121      4,789      5,836:     2,566      1,518
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -1,524:      -296          5        -61       -728     -1,306     -1,085     -1,362:      -439       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        1.4        8.3       17.0       69.6       65.1       79.3:      34.9       20.7
Old  :     100.0:      39.8        1.4        8.3       17.0       69.6       65.1       79.4:      34.9       20.6
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        12          5          5         10         14         25         21:
Old  :        33:        12          5          5         10         14         25         21:
Other:         1:         0          0          0          1          1          1          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  :                 29.7       42.3       44.7       59.1       29.1       39.5       41.0       51.4
Old  :                 29.7       42.3       44.7       59.1       29.1       39.5       41.0       51.4
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   354,063:    59,262     25,165     73,719    153,387    168,996    286,367    267,879:    67,695     86,184
Old  :   348,485:    58,737     25,386     70,890    152,208    167,570    281,834    263,845:    66,650     84,640
Other:     5,578:     3,344      2,598         10      1,179      1,426      4,533      4,034:     1,045      1,544
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     5,856:    -1,948      4,280      5,530      7,139     -6,315     10,721      3,494:    -4,864      2,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        7.1       20.8       43.3       47.7       80.9       75.7:      19.1       24.3
Old  :     100.0:      16.9        7.3       20.3       43.7       48.1       80.9       75.7:      19.1       24.3
Other:     100.0:      60.0       46.6        0.2       21.1       25.6       81.3       72.3:      18.7       27.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       115         90        140        114        131        302        300:
Old  :       366:       116         90        139        114        131        301        299:
Other:        98:        12         24          2          9         56         23         80:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       21.2       30.3       29.7       18.8       13.3       25.4       18.0
Old  :                 22.1       21.5       30.6       30.1       19.1       13.6       25.8       18.3
Other:                 59.8       37.1       72.4       52.0       59.8       37.1       72.4       52.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   151,242:    20,006     21,933     29,675     82,236     85,463    131,918    137,072:    19,324     14,170
Old  :    29,887:     7,236      4,446      7,022     12,680     16,700     26,939     28,167:     2,948      1,719
Other:   121,355:    17,463     22,181     17,960     69,556     68,763    104,979    108,904:    16,376     12,451
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     8,257:    -5,178      4,980      5,589     10,650       -736     11,061      9,833:    -2,805     -1,576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       14.5       19.6       54.4       56.5       87.2       90.6:      12.8        9.4
Old  :     100.0:      24.2       14.9       23.5       42.4       55.9       90.1       94.2:       9.9        5.8
Other:     100.0:      14.4       18.3       14.8       57.3       56.7       86.5       89.7:      13.5       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        36         38         35         47         45        104        106:
Old  :        82:        22         17         11         26         32         53         55:
Other:       137:        39         40         32         45         41         99        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       27.5       33.7       39.9       21.0       21.5       31.0       29.4
Old  :                 30.5       34.9       46.9       55.3       26.6       33.6       38.6       42.3
Other:                 26.5       29.8       38.0       40.8       25.2       22.8       34.6       31.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   801,951:    83,507     55,849    135,592    436,158    420,327    655,257    611,768:   146,695    190,184
Old  :   801,951:    83,507     55,849    135,592    436,158    420,327    655,257    611,768:   146,695    190,184
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     9,891:    15,634    -12,897     -4,551    -21,865     21,635    -10,783      4,187:    20,674      5,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4        7.0       16.9       54.4       52.4       81.7       76.3:      18.3       23.7
Old  :     100.0:      10.4        7.0       16.9       54.4       52.4       81.7       76.3:      18.3       23.7
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  :       168:        34         28         42         74         88        127        140:
Old  :       168:        34         28         42         74         88        127        140:
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  :                 22.1       12.9       29.4       21.4       19.7        9.6       24.1       14.8
Old  :                 22.1       12.9       29.4       21.4       19.7        9.6       24.1       14.8
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 16, 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  :   120,267:    15,301      5,763     21,039     55,198     75,900     91,539    102,702:    28,728     17,565
Old  :    22,375:     5,372        919      2,560      9,021     14,288     16,953     17,767:     5,422      4,608
Other:    97,892:    12,282      7,197     16,127     46,178     61,612     74,586     84,935:    23,306     12,957
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -2,080:    -5,413      1,625        272      7,195     -2,303      2,054       -406:    -4,135     -1,674
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7        4.8       17.5       45.9       63.1       76.1       85.4:      23.9       14.6
Old  :     100.0:      24.0        4.1       11.4       40.3       63.9       75.8       79.4:      24.2       20.6
Other:     100.0:      12.5        7.4       16.5       47.2       62.9       76.2       86.8:      23.8       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        39         19         34         53         48        107         91:
Old  :        86:        25          9         14         35         30         65         48:
Other:       117:        30         28         33         47         42         99         83:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       32.7       26.5       46.3       12.6       28.1       18.1       38.3
Old  :                 16.0       36.6       29.2       51.3       15.1       32.2       26.3       44.9
Other:                 20.6       35.7       28.8       47.9       16.5       31.1       22.8       41.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :     7,627:     2,742      1,296      1,343      2,030      3,054      6,115      5,693:     1,512      1,934
Old  :     7,627:     2,742      1,296      1,343      2,030      3,054      6,115      5,693:     1,512      1,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -155:       -65         96        -42        -12       -221       -119       -166:       -37         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       17.0       17.6       26.6       40.0       80.2       74.6:      19.8       25.4
Old  :     100.0:      36.0       17.0       17.6       26.6       40.0       80.2       74.6:      19.8       25.4
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  :        47:        14         11         10         16         15         36         30:
Old  :        47:        14         11         10         16         15         36         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       31.2       49.7       48.7       33.9       30.2       46.1       40.8
Old  :                 35.0       31.2       49.7       48.7       33.9       30.2       46.1       40.8
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 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   372,442:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,614    110,217
Old  :   372,442:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,614    110,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,695:     1,277    -11,674       -304      6,669     14,340      7,642      2,362:    -3,947      1,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.1       70.4:      13.9       29.6
Old  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.1       70.4:      13.9       29.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        17         23          3         45         43         63         68:
Old  :       105:        17         23          3         45         43         63         68:
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  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
Old  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
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 16, 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  : 2,760,958:   433,872    372,085    464,806  1,599,367  1,455,327  2,498,044  2,292,218:   262,914    468,740
Old  : 2,760,958:   433,872    372,085    464,806  1,599,367  1,455,327  2,498,044  2,292,218:   262,914    468,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -25,316:   -43,389    -40,596     -5,681     24,673     38,983    -24,398     -7,295:      -918    -18,021
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       13.5       16.8       57.9       52.7       90.5       83.0:       9.5       17.0
Old  :     100.0:      15.7       13.5       16.8       57.9       52.7       90.5       83.0:       9.5       17.0
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  :       264:        43         72         71        108        133        192        237:
Old  :       264:        43         72         71        108        133        192        237:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       19.0       46.9       28.9       28.8       15.0       36.6       20.8
Old  :                 31.9       19.0       46.9       28.9       28.8       15.0       36.6       20.8
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 16, 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  : 1,819,118:   162,903    399,701    222,561  1,276,059    868,953  1,661,524  1,491,215:   157,595    327,903
Old  : 1,819,118:   162,903    399,701    222,561  1,276,059    868,953  1,661,524  1,491,215:   157,595    327,903
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :  -112,667:    10,791    -37,225    -20,182    -98,946    -46,318   -108,337   -103,725:    -4,330     -8,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       22.0       12.2       70.1       47.8       91.3       82.0:       8.7       18.0
Old  :     100.0:       9.0       22.0       12.2       70.1       47.8       91.3       82.0:       8.7       18.0
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  :       189:        35         49         47         75         92        135        163:
Old  :       189:        35         49         47         75         92        135        163:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       17.9       44.7       28.8       27.6       17.5       38.3       25.0
Old  :                 32.1       17.9       44.7       28.8       27.6       17.5       38.3       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :   605,993:   122,527     40,202    251,098    176,525    279,287    550,150    570,587:    55,843     35,406
Old  :   605,993:   122,527     40,202    251,098    176,525    279,287    550,150    570,587:    55,843     35,406
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     9,864:     8,697     -6,985     24,770    -22,602     -9,430     10,865      8,355:    -1,002      1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        6.6       41.4       29.1       46.1       90.8       94.2:       9.2        5.8
Old  :     100.0:      20.2        6.6       41.4       29.1       46.1       90.8       94.2:       9.2        5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        32         27         39         49         43        101         89:
Old  :       116:        32         27         39         49         43        101         89:
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  :                 36.8       35.5       47.7       50.3       15.7       20.3       20.5       26.5
Old  :                 36.8       35.5       47.7       50.3       15.7       20.3       20.5       26.5
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 16, 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  :    33,244:     8,534      6,300        736     16,544     18,568     25,814     25,604:     7,430      7,640
Old  :    33,244:     8,534      6,300        736     16,544     18,568     25,814     25,604:     7,430      7,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       408:      -251        562        -18        342        246         72        790:       336       -381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       19.0        2.2       49.8       55.9       77.6       77.0:      22.4       23.0
Old  :     100.0:      25.7       19.0        2.2       49.8       55.9       77.6       77.0:      22.4       23.0
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  :        57:        15         12          8         20         12         39         28:
Old  :        57:        15         12          8         20         12         39         28:
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       43.0       44.4       58.1       30.0       43.0       44.4       58.0
Old  :                 30.0       43.0       44.4       58.1       30.0       43.0       44.4       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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  :    69,300:    11,579     39,112      3,263     43,527     15,385     58,369     57,760:    10,931     11,540
Old  :    69,300:    11,579     39,112      3,263     43,527     15,385     58,369     57,760:    10,931     11,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     5,059:       774      2,399        253      4,377      3,842      5,404      6,495:      -345     -1,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       56.4        4.7       62.8       22.2       84.2       83.3:      15.8       16.7
Old  :     100.0:      16.7       56.4        4.7       62.8       22.2       84.2       83.3:      15.8       16.7
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  :        84:        22         32         17         20         17         51         57:
Old  :        84:        22         32         17         20         17         51         57:
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  :                 50.6       31.4       59.3       44.2       49.3       30.8       57.8       42.6
Old  :                 50.6       31.4       59.3       44.2       49.3       30.8       57.8       42.6
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 16, 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  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Old  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,831:       291       -899        269      1,460      2,768      2,020      2,138:      -189       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        2.0
Old  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        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  :        59:         7         17          5         21         20         31         39:
Old  :        59:         7         17          5         21         20         31         39:
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  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Old  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 19, 2005