WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   331,286:    52,499     98,783     48,422    196,646    143,966    297,566    291,170:    33,719     40,115
Old  :   260,714:    54,070     91,718     24,317    154,813    120,295    233,200    236,331:    27,514     24,383
Other:    70,572:    13,665     22,301      8,868     41,833     23,671     64,366     54,840:     6,205     15,732
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     2,646:      -265    -13,248      6,093     -3,949      6,844      1,879       -310:       767      2,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       29.8       14.6       59.4       43.5       89.8       87.9:      10.2       12.1
Old  :     100.0:      20.7       35.2        9.3       59.4       46.1       89.4       90.6:      10.6        9.4
Other:     100.0:      19.4       31.6       12.6       59.3       33.5       91.2       77.7:       8.8       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       292:        80        125         87         57         64        194        226:
Old  :       273:        78        121         66         53         56        172        202:
Other:       148:        42         42         47         21         56         83        127:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.2       27.5       43.2       33.5       30.2       23.6       42.6       28.9
Old  :                 37.0       32.7       48.5       39.8       37.0       32.0       48.4       38.4
Other:                 52.2       19.9       63.3       29.5       47.8       16.2       55.2       24.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   927,511:   142,469    174,323    134,257    479,045    407,089    755,770    715,669:   171,740    211,842
Old  :   801,747:   129,146    175,720    102,871    416,584    347,379    648,600    625,969:   153,147    175,778
Other:   125,764:    28,046     13,327     16,663     62,461     59,710    107,170     89,699:    18,593     36,064
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    10,689:     1,768    -14,214      2,303      2,802     21,174      6,873      9,263:     3,816      1,427
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.8       14.5       51.6       43.9       81.5       77.2:      18.5       22.8
Old  :     100.0:      16.1       21.9       12.8       52.0       43.3       80.9       78.1:      19.1       21.9
Other:     100.0:      22.3       10.6       13.2       49.7       47.5       85.2       71.3:      14.8       28.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       535:       123        139        129        209        212        407        417:
Old  :       529:       117        150        120        205        201        393        403:
Other:       282:        58         42         39         61        161        134        227:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       16.1       26.4       21.5       16.8       14.7       25.9       19.4
Old  :                 19.1       16.0       28.4       21.8       19.1       14.6       28.0       19.6
Other:                 33.8       22.2       42.5       29.4       33.4       21.5       41.5       27.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :     9,537:     4,809        315        158      1,289      7,365      6,256      7,838:     3,281      1,699
Old  :     8,875:     4,806        318        136        975      6,954      5,917      7,408:     2,958      1,467
Other:       662:         6          0         19        314        411        339        430:       323        232
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -1,071:      -675       -187        -75        -26       -583       -776       -845:      -295       -227
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        3.3        1.7       13.5       77.2       65.6       82.2:      34.4       17.8
Old  :     100.0:      54.2        3.6        1.5       11.0       78.4       66.7       83.5:      33.3       16.5
Other:     100.0:       0.9        0.0        2.9       47.5       62.1       51.2       65.0:      48.8       35.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        19          3          2         10         16         29         21:
Old  :        41:        18          4          2          9         16         28         21:
Other:        12:         1          0          1          5          8          6          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       40.0       40.8       61.4       25.9       37.8       40.8       56.8
Old  :                 27.8       40.5       43.8       61.7       27.8       40.3       43.8       59.8
Other:                 48.8       53.2       51.2       64.7       40.5       49.6       40.8       54.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   382,042:    52,625     40,742     86,154    171,284    155,806    310,063    282,702:    71,979     99,340
Old  :   354,284:    50,069     47,246     75,796    160,321    145,043    286,185    268,085:    68,099     86,199
Other:    27,758:    11,582      2,522      1,332     10,963     10,763     23,878     14,617:     3,881     13,141
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    13,591:     4,760    -15,276      7,666     -1,117     13,154     11,309      5,544:     2,282      8,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       10.7       22.6       44.8       40.8       81.2       74.0:      18.8       26.0
Old  :     100.0:      14.1       13.3       21.4       45.3       40.9       80.8       75.7:      19.2       24.3
Other:     100.0:      41.7        9.1        4.8       39.5       38.8       86.0       52.7:      14.0       47.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:        95        108        137        106        114        292        282:
Old  :       347:        96        115        133        104        112        289        277:
Other:       136:        36         22         16         30         63         70         98:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       19.6       27.4       26.4       15.5       13.1       22.2       17.2
Old  :                 18.4       20.3       28.5       27.4       17.5       13.6       24.6       18.0
Other:                 40.7       23.0       54.8       30.2       38.3       22.0       50.9       28.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   204,396:    21,340     49,523     42,089    117,782     89,848    181,211    181,460:    23,185     22,936
Old  :   189,239:    25,812     49,467     35,548    107,088     82,316    168,448    167,331:    20,791     21,908
Other:    15,157:     1,277      5,805        792     10,694      7,532     12,763     14,129:     2,394      1,028
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -21,445:    -1,052       -622     -8,488    -14,887    -13,909    -24,427    -23,019:     2,982      1,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       24.2       20.6       57.6       44.0       88.7       88.8:      11.3       11.2
Old  :     100.0:      13.6       26.1       18.8       56.6       43.5       89.0       88.4:      11.0       11.6
Other:     100.0:       8.4       38.3        5.2       70.6       49.7       84.2       93.2:      15.8        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        41         51         44         58         48        124        132:
Old  :       169:        52         49         40         58         48        123        128:
Other:        45:         6         19          6         12         13         23         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       23.4       33.6       31.9       21.2       17.5       29.9       23.7
Old  :                 20.8       22.1       32.5       31.1       19.6       16.9       28.5       23.2
Other:                 73.4       43.7       78.7       61.4       69.9       42.2       74.4       59.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   672,938:    50,681     86,945     68,927    419,152    346,803    538,761    502,675:   134,177    170,263
Old  :   672,938:    50,681     86,945     68,927    419,152    346,803    538,761    502,675:   134,177    170,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     9,381:     6,058     -8,299     -4,373       -752     33,115        934     20,443:     8,447    -11,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       12.9       10.2       62.3       51.5       80.1       74.7:      19.9       25.3
Old  :     100.0:       7.5       12.9       10.2       62.3       51.5       80.1       74.7:      19.9       25.3
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  :       140:        20         39         35         62         67        104        119:
Old  :       140:        20         39         35         62         67        104        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       14.2       35.3       23.9       19.8       12.2       28.5       18.7
Old  :                 25.6       14.2       35.3       23.9       19.8       12.2       28.5       18.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   154,572:    28,764     14,798     27,662     65,576     89,035    122,002    131,495:    32,571     23,077
Old  :   143,884:    28,226     14,802     23,738     60,425     82,937    112,389    121,477:    31,495     22,407
Other:    10,689:     1,624      1,083      2,837      5,151      6,098      9,613     10,018:     1,076        670
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     1,344:     4,480     -2,303      2,300     -6,886      1,458       -105      1,454:     1,450       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6        9.6       17.9       42.4       57.6       78.9       85.1:      21.1       14.9
Old  :     100.0:      19.6       10.3       16.5       42.0       57.6       78.1       84.4:      21.9       15.6
Other:     100.0:      15.2       10.1       26.5       48.2       57.1       89.9       93.7:      10.1        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        46         33         36         51         52        119        104:
Old  :       147:        47         34         36         50         50        118        102:
Other:        48:        11          9         15         22         19         39         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6       27.8       23.0       38.4       12.0       22.3       17.0       30.7
Old  :                 15.1       28.1       22.4       39.4       12.5       23.2       17.3       32.2
Other:                 29.6       48.2       47.3       65.3       27.5       48.2       43.2       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,136:     3,084        253        890      2,468      6,839      6,443      7,983:     2,693      1,154
Old  :     8,920:     3,032        258        843      2,441      6,760      6,316      7,861:     2,605      1,059
Other:       216:        76         18         24         27         79        127        121:        89         94
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :      -146:       301       -116       -462         51        486       -111        -92:       -35        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        2.8        9.7       27.0       74.9       70.5       87.4:      29.5       12.6
Old  :     100.0:      34.0        2.9        9.5       27.4       75.8       70.8       88.1:      29.2       11.9
Other:     100.0:      35.1        8.4       11.2       12.5       36.6       58.8       56.3:      41.2       43.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        18          4          7         21         18         41         27:
Old  :        53:        18          4          7         21         18         41         27:
Other:        13:         5          1          3          2          5          8          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       57.4       34.2       72.2       17.9       50.4       29.5       62.3
Old  :                 21.0       58.1       34.8       72.6       18.4       51.0       29.7       62.9
Other:                 43.5       46.0       58.8       56.3       39.9       38.1       47.6       45.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   366,754:   117,912     62,885      6,159    179,684    195,630    303,755    264,675:    62,999    102,080
Old  :   366,754:   117,912     62,885      6,159    179,684    195,630    303,755    264,675:    62,999    102,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :     9,503:     7,261     -8,514       -127      3,285     19,902     10,418     11,261:      -915     -1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       17.1        1.7       49.0       53.3       82.8       72.2:      17.2       27.8
Old  :     100.0:      32.2       17.1        1.7       49.0       53.3       82.8       72.2:      17.2       27.8
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  :       121:        25         24         10         42         55         71         85:
Old  :       121:        25         24         10         42         55         71         85:
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  :                 29.8       13.4       43.3       23.0       29.4       12.1       42.3       21.3
Old  :                 29.8       13.4       43.3       23.0       29.4       12.1       42.3       21.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  : 2,069,281:   400,936    256,781    261,558  1,187,092  1,139,722  1,849,585  1,658,061:   219,696    411,220
Old  : 2,069,281:   400,936    256,781    261,558  1,187,092  1,139,722  1,849,585  1,658,061:   219,696    411,220
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -79,494:   -45,083    -61,077      9,409    -22,067    -24,751    -57,740    -76,419:   -21,753     -3,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       12.4       12.6       57.4       55.1       89.4       80.1:      10.6       19.9
Old  :     100.0:      19.4       12.4       12.6       57.4       55.1       89.4       80.1:      10.6       19.9
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  :       252:        61         62         74        101        115        198        215:
Old  :       252:        61         62         74        101        115        198        215:
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  :                 35.2       21.4       44.3       29.0       30.6       18.3       36.1       23.0
Old  :                 35.2       21.4       44.3       29.0       30.6       18.3       36.1       23.0
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, December 20, 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  : 1,204,743:   219,256    237,181     63,654    767,485    631,789  1,050,395    932,624:   154,348    272,119
Old  : 1,204,743:   219,256    237,181     63,654    767,485    631,789  1,050,395    932,624:   154,348    272,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -40,827:     3,479    -10,965     -4,236    -20,626    -12,665    -21,383    -27,866:   -19,444    -12,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.7        5.3       63.7       52.4       87.2       77.4:      12.8       22.6
Old  :     100.0:      18.2       19.7        5.3       63.7       52.4       87.2       77.4:      12.8       22.6
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  :       173:        37         39         32         67         84        116        143:
Old  :       173:        37         39         32         67         84        116        143:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       23.4       43.1       31.1       28.4       23.0       39.1       28.8
Old  :                 32.0       23.4       43.1       31.1       28.4       23.0       39.1       28.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :   652,541:   179,210     88,933    261,452    165,611    266,773    606,273    617,159:    46,268     35,382
Old  :   652,541:   179,210     88,933    261,452    165,611    266,773    606,273    617,159:    46,268     35,382
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    37,918:    32,990       -707     -6,113      9,856     42,418     36,732     35,597:     1,185      2,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.5       13.6       40.1       25.4       40.9       92.9       94.6:       7.1        5.4
Old  :     100.0:      27.5       13.6       40.1       25.4       40.9       92.9       94.6:       7.1        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        30         31         40         50         54        104        102:
Old  :       127:        30         31         40         50         54        104        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       27.5       50.9       40.6       20.3       11.6       26.3       17.3
Old  :                 33.9       27.5       50.9       40.6       20.3       11.6       26.3       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    38,770:    11,299      6,119        502     14,950     26,889     26,751     33,510:    12,019      5,260
Old  :    38,770:    11,299      6,119        502     14,950     26,889     26,751     33,510:    12,019      5,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -27,401:    -1,117     -2,130     -6,562    -21,661     -2,625    -29,340    -11,316:     1,939    -16,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       15.8        1.3       38.6       69.4       69.0       86.4:      31.0       13.6
Old  :     100.0:      29.1       15.8        1.3       38.6       69.4       69.0       86.4:      31.0       13.6
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  :        55:        17          9          5         18         14         36         27:
Old  :        55:        17          9          5         18         14         36         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       41.0       40.2       62.2       25.4       41.0       40.2       62.2
Old  :                 25.4       41.0       40.2       62.2       25.4       41.0       40.2       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    60,614:    34,502     11,332      4,564     11,355     23,196     50,420     39,091:    10,193     21,523
Old  :    60,614:    34,502     11,332      4,564     11,355     23,196     50,420     39,091:    10,193     21,523
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :   -63,704:   -14,357     -4,268    -13,441     -5,334    -52,566    -33,132    -70,274:   -30,573      6,569
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       18.7        7.5       18.7       38.3       83.2       64.5:      16.8       35.5
Old  :     100.0:      56.9       18.7        7.5       18.7       38.3       83.2       64.5:      16.8       35.5
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  :        64:        27         15         12         13         15         43         39:
Old  :        64:        27         15         12         13         15         43         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  :                 47.1       30.2       59.5       46.4       47.1       29.3       58.5       40.9
Old  :                 47.1       30.2       59.5       46.4       47.1       29.3       58.5       40.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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  :    33,619:     8,827      4,455        475     24,096     28,240     33,398     33,170:       221        449
Old  :    33,619:     8,827      4,455        475     24,096     28,240     33,398     33,170:       221        449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 13, 2005                    :
     :    -2,048:        56        201        -80     -2,041     -1,913     -2,065     -1,792:        17       -256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       13.3        1.4       71.7       84.0       99.3       98.7:       0.7        1.3
Old  :     100.0:      26.3       13.3        1.4       71.7       84.0       99.3       98.7:       0.7        1.3
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  :        51:         9         12          3         14         20         24         34:
Old  :        51:         9         12          3         14         20         24         34:
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  :                 66.4       53.3       82.8       76.8       64.4       49.7       77.2       68.2
Old  :                 66.4       53.3       82.8       76.8       64.4       49.7       77.2       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated December 23, 2005