WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   305,944:    43,769     79,216     47,752    182,863    138,045    274,383    265,012:    31,561     40,932
Old  :   293,038:    43,193     76,910     45,216    174,452    133,597    262,861    255,723:    30,177     37,315
Other:    12,906:     2,826      4,556        286      8,411      4,447     11,522      9,289:     1,384      3,617
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     8,700:    -2,208     -3,386      4,985        736      6,511      3,513      8,110:     5,187        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       25.9       15.6       59.8       45.1       89.7       86.6:      10.3       13.4
Old  :     100.0:      14.7       26.2       15.4       59.5       45.6       89.7       87.3:      10.3       12.7
Other:     100.0:      21.9       35.3        2.2       65.2       34.5       89.3       72.0:      10.7       28.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        83        102         74         50         56        171        202:
Old  :       263:        82        104         72         49         56        168        202:
Other:        74:        16         20          9         11         34         35         55:
     :----------------------------------------------------------------------------------------------------
     :             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       28.9       43.3       35.8       30.0       22.1       41.4       27.2
Old  :                 31.3       30.1       44.4       36.7       31.3       24.8       43.2       30.4
Other:                 50.5       34.4       69.9       45.2       50.4       34.3       67.7       44.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   939,963:   124,442    116,060    172,966    482,835    436,294    780,242    725,320:   159,721    214,644
Old  :   127,338:    13,754     19,935     31,502     50,739     53,448     95,995    104,884:    31,343     22,454
Other:   812,625:   129,322    114,760    122,829    432,096    382,846    684,248    620,435:   128,378    192,190
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     6,568:       792     23,713     -4,285     -3,173     -2,412     -6,666     17,017:    13,234    -10,448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.3       18.4       51.4       46.4       83.0       77.2:      17.0       22.8
Old  :     100.0:      10.8       15.7       24.7       39.8       42.0       75.4       82.4:      24.6       17.6
Other:     100.0:      15.9       14.1       15.1       53.2       47.1       84.2       76.3:      15.8       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       579:       158        119        156        248        248        466        466:
Old  :       364:        65         66         73        172        136        276        237:
Other:       571:       152        118        139        200        241        407        446:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       16.5       27.0       21.4       18.2       13.0       24.8       17.1
Old  :                 11.5       21.7       18.8       31.6       10.3       19.0       15.4       26.0
Other:                 21.7       16.4       30.7       21.8       20.7       14.2       28.6       18.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :     7,300:     2,818        276        625      1,410      4,898      4,853      5,800:     2,447      1,500
Old  :     7,298:     2,818        276        625      1,409      4,897      4,852      5,799:     2,446      1,499
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :       -57:      -108        171         15        156       -224         63        -38:      -120        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.6        3.8        8.6       19.3       67.1       66.5       79.5:      33.5       20.5
Old  :     100.0:      38.6        3.8        8.6       19.3       67.1       66.5       79.5:      33.5       20.5
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  :        37:        13          6          5         12         14         28         22:
Old  :        37:        13          6          5         12         14         28         22:
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  :                 25.5       42.1       42.2       58.5       25.2       39.5       38.3       51.6
Old  :                 25.5       42.1       42.2       58.5       25.2       39.5       38.3       51.6
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   351,366:    52,288     28,012     75,071    156,159    163,123    283,518    266,206:    67,848     85,160
Old  :   345,603:    52,187     28,161     72,161    154,864    161,682    279,212    262,003:    66,391     83,600
Other:     5,763:     2,980      2,731         31      1,295      1,441      4,306      4,203:     1,457      1,560
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    -2,696:    -6,975      2,847      1,353      2,773     -5,873     -2,849     -1,673:       153     -1,024
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        8.0       21.4       44.4       46.4       80.7       75.8:      19.3       24.2
Old  :     100.0:      15.1        8.1       20.9       44.8       46.8       80.8       75.8:      19.2       24.2
Other:     100.0:      51.7       47.4        0.5       22.5       25.0       74.7       72.9:      25.3       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       112        106        149        110        126        304        312:
Old  :       377:       112        108        148        110        125        303        311:
Other:        92:         9         25          3          7         52         19         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.8       20.7       30.0       29.1       18.2       12.1       25.0       16.7
Old  :                 21.2       20.9       30.2       29.4       18.5       12.3       25.4       17.0
Other:                 57.1       38.0       70.3       51.7       57.1       38.0       70.2       51.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   149,342:    17,739     22,123     28,887     80,917     81,971    127,544    132,981:    21,798     16,361
Old  :    21,767:     5,651      3,821      5,405      8,375     11,153     19,431     20,379:     2,336      1,388
Other:   127,575:    15,647     21,861     19,923     72,543     70,818    108,113    112,602:    19,462     14,973
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    -1,900:    -2,267        190       -788     -1,319     -3,492     -4,374     -4,090:     2,474      2,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       14.8       19.3       54.2       54.9       85.4       89.0:      14.6       11.0
Old  :     100.0:      26.0       17.6       24.8       38.5       51.2       89.3       93.6:      10.7        6.4
Other:     100.0:      12.3       17.1       15.6       56.9       55.5       84.7       88.3:      15.3       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        30         42         35         51         44        104        105:
Old  :        75:        16         18         10         27         28         49         50:
Other:       137:        34         40         32         49         42         99        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       29.3       32.7       39.9       21.6       22.5       30.2       31.1
Old  :                 34.0       35.7       50.8       52.4       28.8       31.7       38.5       41.8
Other:                 25.4       30.1       35.9       40.3       24.4       23.6       32.8       33.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   819,015:   103,225     58,734    128,367    430,783    436,361    662,375    623,463:   156,640    195,552
Old  :   819,015:   103,225     58,734    128,367    430,783    436,361    662,375    623,463:   156,640    195,552
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    17,064:    19,718      2,886     -7,225     -5,374     16,035      7,118     11,695:     9,945      5,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        7.2       15.7       52.6       53.3       80.9       76.1:      19.1       23.9
Old  :     100.0:      12.6        7.2       15.7       52.6       53.3       80.9       76.1:      19.1       23.9
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  :       166:        41         24         43         71         84        127        136:
Old  :       166:        41         24         43         71         84        127        136:
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  :                 20.2       13.6       28.2       22.1       17.8        9.5       22.8       15.1
Old  :                 20.2       13.6       28.2       22.1       17.8        9.5       22.8       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   123,929:    14,953      7,132     21,156     58,911     77,803     95,020    106,091:    28,909     17,838
Old  :    18,673:     4,506      1,065      1,737      7,416     12,340     13,659     15,141:     5,015      3,532
Other:   105,255:    13,454      9,074     16,412     51,495     65,463     81,361     90,950:    23,894     14,305
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     3,661:      -349      1,368        117      3,712      1,903      3,481      3,389:       180        272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        5.8       17.1       47.5       62.8       76.7       85.6:      23.3       14.4
Old  :     100.0:      24.1        5.7        9.3       39.7       66.1       73.1       81.1:      26.9       18.9
Other:     100.0:      12.8        8.6       15.6       48.9       62.2       77.3       86.4:      22.7       13.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        38         23         33         52         50        106         96:
Old  :        76:        20         10         11         31         28         54         46:
Other:       123:        32         31         31         47         45         99         90:
     :----------------------------------------------------------------------------------------------------
     :             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       34.0       26.5       46.1       12.0       30.2       18.1       37.9
Old  :                 18.2       36.9       31.7       54.5       18.2       31.8       29.7       48.5
Other:                 20.4       34.7       28.7       46.7       15.3       33.0       22.8       41.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :     7,460:     2,755      1,296      1,221      1,978      2,890      5,954      5,407:     1,506      2,053
Old  :     7,460:     2,755      1,296      1,221      1,978      2,890      5,954      5,407:     1,506      2,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :      -167:        13         -0       -121        -52       -164       -161       -286:        -6        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       17.4       16.4       26.5       38.7       79.8       72.5:      20.2       27.5
Old  :     100.0:      36.9       17.4       16.4       26.5       38.7       79.8       72.5:      20.2       27.5
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  :        48:        18          8         10         15         15         36         30:
Old  :        48:        18          8         10         15         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  :                 32.8       30.5       48.3       47.8       32.7       29.4       45.5       39.9
Old  :                 32.8       30.5       48.3       47.8       32.7       29.4       45.5       39.9
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                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   374,293:   101,792     87,141      2,867    219,775    172,660    324,434    262,668:    49,859    111,625
Old  :   374,293:   101,792     87,141      2,867    219,775    172,660    324,434    262,668:    49,859    111,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     1,851:    -2,435    -14,522      1,736      4,305     13,229      3,606        443:    -1,755      1,408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       23.3        0.8       58.7       46.1       86.7       70.2:      13.3       29.8
Old  :     100.0:      27.2       23.3        0.8       58.7       46.1       86.7       70.2:      13.3       29.8
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  :       110:        16         22          3         48         49         65         73:
Old  :       110:        16         22          3         48         49         65         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       15.6       43.8       24.9       27.8       14.7       43.8       23.6
Old  :                 27.8       15.6       43.8       24.9       27.8       14.7       43.8       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  : 2,631,849:   375,880    362,740    460,171  1,552,050  1,365,291  2,388,101  2,188,201:   243,748    443,647
Old  : 2,631,849:   375,880    362,740    460,171  1,552,050  1,365,291  2,388,101  2,188,201:   243,748    443,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :  -129,109:   -57,991     -9,346     -4,635    -47,317    -90,036   -109,943   -104,016:   -19,166    -25,092
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       13.8       17.5       59.0       51.9       90.7       83.1:       9.3       16.9
Old  :     100.0:      14.3       13.8       17.5       59.0       51.9       90.7       83.1:       9.3       16.9
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  :       274:        44         75         76        112        137        201        247:
Old  :       274:        44         75         76        112        137        201        247:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       18.6       47.4       28.3       31.1       15.9       37.5       20.0
Old  :                 33.3       18.6       47.4       28.3       31.1       15.9       37.5       20.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  : 1,711,765:   155,560    381,371    195,446  1,204,071    830,473  1,555,078  1,407,291:   156,687    304,474
Old  : 1,711,765:   155,560    381,371    195,446  1,204,071    830,473  1,555,078  1,407,291:   156,687    304,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :  -107,354:    -7,343    -18,330    -27,115    -71,987    -38,480   -106,445    -83,925:      -908    -23,429
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       22.3       11.4       70.3       48.5       90.8       82.2:       9.2       17.8
Old  :     100.0:       9.1       22.3       11.4       70.3       48.5       90.8       82.2:       9.2       17.8
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  :       185:        34         48         45         75         94        133        163:
Old  :       185:        34         48         45         75         94        133        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  :                 33.5       18.3       46.4       29.2       29.8       17.7       40.4       25.0
Old  :                 33.5       18.3       46.4       29.2       29.8       17.7       40.4       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                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :   636,891:   119,489     40,347    265,416    199,428    302,827    584,332    608,590:    52,558     28,301
Old  :   636,891:   119,489     40,347    265,416    199,428    302,827    584,332    608,590:    52,558     28,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :    30,898:    -3,038        145     14,318     22,903     23,540     34,183     38,002:    -3,285     -7,104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        6.3       41.7       31.3       47.5       91.7       95.6:       8.3        4.4
Old  :     100.0:      18.8        6.3       41.7       31.3       47.5       91.7       95.6:       8.3        4.4
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  :       119:        32         28         42         52         44        106         92:
Old  :       119:        32         28         42         52         44        106         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  :                 36.8       34.4       48.6       49.2       16.5       19.6       21.3       26.2
Old  :                 36.8       34.4       48.6       49.2       16.5       19.6       21.3       26.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    32,371:     7,860      6,021        458     16,480     19,006     24,798     25,484:     7,573      6,886
Old  :    32,371:     7,860      6,021        458     16,480     19,006     24,798     25,484:     7,573      6,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :      -873:      -673       -279       -278        -64        438     -1,016       -119:       142       -754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       18.6        1.4       50.9       58.7       76.6       78.7:      23.4       21.3
Old  :     100.0:      24.3       18.6        1.4       50.9       58.7       76.6       78.7:      23.4       21.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        14         14          7         20         13         38         30:
Old  :        59:        14         14          7         20         13         38         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  :                 29.9       44.8       44.4       60.4       29.9       44.0       44.4       59.0
Old  :                 29.9       44.8       44.4       60.4       29.9       44.0       44.4       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    69,169:    11,927     36,089      3,056     42,196     17,129     57,178     56,274:    11,991     12,895
Old  :    69,169:    11,927     36,089      3,056     42,196     17,129     57,178     56,274:    11,991     12,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :      -131:       348     -3,022       -207     -1,332      1,744     -1,191     -1,486:     1,061      1,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       52.2        4.4       61.0       24.8       82.7       81.4:      17.3       18.6
Old  :     100.0:      17.2       52.2        4.4       61.0       24.8       82.7       81.4:      17.3       18.6
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  :        86:        23         34         15         19         17         51         57:
Old  :        86:        23         34         15         19         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  :                 52.3       32.2       59.5       45.7       52.3       30.9       58.9       43.8
Old  :                 52.3       32.2       59.5       45.7       52.3       30.9       58.9       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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  :    43,059:     2,249      4,789      2,273     37,244     34,247     41,766     41,309:     1,293      1,750
Old  :    43,059:     2,249      4,789      2,273     37,244     34,247     41,766     41,309:     1,293      1,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 16, 2005                      :
     :     4,724:        -5         77      1,000      2,745      2,671      3,740      3,748:       984        976
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       11.1        5.3       86.5       79.5       97.0       95.9:       3.0        4.1
Old  :     100.0:       5.2       11.1        5.3       86.5       79.5       97.0       95.9:       3.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 48.6       54.3       68.1       74.1       45.3       42.6       58.3       58.6
Old  :                 48.6       54.3       68.1       74.1       45.3       42.6       58.3       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 26, 2005