WHEAT - CHICAGO BOARD OF TRADE                                                                          Code-001602
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   305,901:    57,743     76,112     36,592    184,840    152,988    279,175    265,692:    26,726     40,209
Old  :   229,426:    58,145     76,352      7,306    143,084    123,630    208,535    207,288:    20,891     22,138
Other:    76,475:    20,768     20,930      8,116     41,756     29,358     70,640     58,404:     5,835     18,071
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     9,022:       477    -13,088      6,715        626     11,688      7,818      5,315:     1,204      3,707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       24.9       12.0       60.4       50.0       91.3       86.9:       8.7       13.1
Old  :     100.0:      25.3       33.3        3.2       62.4       53.9       90.9       90.4:       9.1        9.6
Other:     100.0:      27.2       27.4       10.6       54.6       38.4       92.4       76.4:       7.6       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        84        102         78         42         60        185        190:
Old  :       249:        81        100         39         36         50        149        157:
Other:       155:        50         45         32         19         57         85        118:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.4       30.7       46.8       37.4       32.4       26.8       46.6       32.3
Old  :                 41.7       37.9       55.2       46.2       41.7       37.6       54.8       45.3
Other:                 47.2       19.9       63.2       30.0       44.0       15.3       54.9       24.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   812,444:   171,329    129,143     74,245    427,922    400,207    673,496    603,595:   138,948    208,849
Old  :   683,361:   159,802    137,695     38,725    363,849    337,639    562,376    514,059:   120,985    169,302
Other:   129,083:    38,277     18,198      8,770     64,073     62,568    111,120     89,536:    17,963     39,547
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    35,797:    -1,846    -16,918     22,385      6,030     13,030     26,569     18,497:     9,228     17,300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.9        9.1       52.7       49.3       82.9       74.3:      17.1       25.7
Old  :     100.0:      23.4       20.1        5.7       53.2       49.4       82.3       75.2:      17.7       24.8
Other:     100.0:      29.7       14.1        6.8       49.6       48.5       86.1       69.4:      13.9       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       530:       151         99        100        163        205        363        374:
Old  :       521:       143        116         69        151        186        338        331:
Other:       309:        49         61         15         54        171        112        240:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.3       16.0       28.9       21.7       19.2       15.8       28.7       21.2
Old  :                 22.5       16.2       31.5       22.2       22.5       15.9       31.2       21.6
Other:                 33.3       20.1       43.4       27.3       33.0       20.0       42.9       26.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,494:     5,032        509          0      1,474      7,446      6,506      7,955:     2,988      1,539
Old  :     8,601:     4,991        481          0        967      6,839      5,958      7,320:     2,643      1,281
Other:       893:        41         28          0        507        607        548        635:       345        258
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :       150:       329         59          0         -7        186        322        245:      -172        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0        5.4        0.0       15.5       78.4       68.5       83.8:      31.5       16.2
Old  :     100.0:      58.0        5.6        0.0       11.2       79.5       69.3       85.1:      30.7       14.9
Other:     100.0:       4.6        3.1        0.0       56.8       68.0       61.4       71.1:      38.6       28.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        17          6          0         11         16         28         22:
Old  :        42:        17          6          0          9         16         26         22:
Other:        13:         1          2          0          5          8          6         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.6       42.6       43.5       63.2       27.6       39.9       42.6       57.9
Old  :                 30.5       42.5       47.0       63.5       30.5       42.3       47.0       61.9
Other:                 59.5       63.5       61.4       70.7       55.4       61.8       56.6       66.3
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   287,751:    57,119     41,997     34,680    147,461    131,343    239,260    208,020:    48,491     79,731
Old  :   254,409:    54,032     50,215     22,056    134,071    118,414    210,159    190,685:    44,250     63,724
Other:    33,342:    14,924      3,619        787     13,390     12,929     29,101     17,335:     4,241     16,007
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -4,255:     1,642     -1,981        742     -2,481       -799        -97     -2,038:    -4,158     -2,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       14.6       12.1       51.2       45.6       83.1       72.3:      16.9       27.7
Old  :     100.0:      21.2       19.7        8.7       52.7       46.5       82.6       75.0:      17.4       25.0
Other:     100.0:      44.8       10.9        2.4       40.2       38.8       87.3       52.0:      12.7       48.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:        96         87         91         77        107        237        246:
Old  :       330:        91         97         77         72        102        221        234:
Other:       144:        42         23          7         28         65         72         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       17.3       32.1       24.1       19.8       12.8       28.4       18.1
Old  :                 23.8       18.6       35.7       25.8       23.8       13.8       33.5       20.2
Other:                 37.4       21.9       52.2       29.6       36.1       21.9       48.9       28.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   173,003:    25,633     38,193     26,218     95,698     84,324    147,549    148,735:    25,454     24,268
Old  :   157,473:    28,767     37,271     20,905     84,094     76,278    133,766    134,454:    23,707     23,019
Other:    15,530:     1,407      5,463        772     11,604      8,046     13,783     14,281:     1,747      1,249
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -5,115:    -2,442    -15,818      3,759     -8,333      5,260     -7,016     -6,799:     1,901      1,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       22.1       15.2       55.3       48.7       85.3       86.0:      14.7       14.0
Old  :     100.0:      18.3       23.7       13.3       53.4       48.4       84.9       85.4:      15.1       14.6
Other:     100.0:       9.1       35.2        5.0       74.7       51.8       88.8       92.0:      11.2        8.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        34         46         43         47         40        111        115:
Old  :       155:        46         42         37         46         39        110        108:
Other:        47:         5         20          6         13         14         23         35:
     :----------------------------------------------------------------------------------------------------
     :             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       27.3       35.8       35.6       22.4       25.9       32.7       32.6
Old  :                 23.5       26.0       34.8       35.2       23.5       24.7       33.1       32.0
Other:                 76.8       41.4       82.8       57.3       73.5       40.6       78.7       55.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   602,420:    79,794     89,136     10,316    380,663    350,970    470,773    450,422:   131,647    151,998
Old  :   602,420:    79,794     89,136     10,316    380,663    350,970    470,773    450,422:   131,647    151,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -1,370:     2,194     -4,861      5,576     -9,980      4,749     -2,210      5,464:       840     -6,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       14.8        1.7       63.2       58.3       78.1       74.8:      21.9       25.2
Old  :     100.0:      13.2       14.8        1.7       63.2       58.3       78.1       74.8:      21.9       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        20         39         11         52         65         79        108:
Old  :       143:        20         39         11         52         65         79        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.7       16.3       38.0       27.9       20.9       14.9       31.6       23.2
Old  :                 26.7       16.3       38.0       27.9       20.9       14.9       31.6       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   138,661:    31,597     10,622     15,714     64,087     94,563    111,398    120,899:    27,263     17,762
Old  :   127,726:    31,717     11,017     11,837     57,762     87,663    101,316    110,517:    26,410     17,209
Other:    10,935:     1,777      1,502      1,980      6,325      6,900     10,082     10,382:       853        553
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    -3,181:      -150     -3,588     -1,521       -955      2,340     -2,626     -2,769:      -555       -412
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8        7.7       11.3       46.2       68.2       80.3       87.2:      19.7       12.8
Old  :     100.0:      24.8        8.6        9.3       45.2       68.6       79.3       86.5:      20.7       13.5
Other:     100.0:      16.3       13.7       18.1       57.8       63.1       92.2       94.9:       7.8        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        48         27         32         45         50        114         94:
Old  :       141:        49         27         31         44         48        112         92:
Other:        50:        13          8         10         20         19         40         31:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.4       30.4       25.4       44.6       13.3       24.0       19.9       33.0
Old  :                 16.3       31.1       24.6       46.2       13.9       26.2       21.1       35.5
Other:                 37.4       55.0       55.0       71.8       35.3       54.2       50.2       64.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :     9,198:     3,597        357        498      2,567      7,577      6,662      8,432:     2,536        766
Old  :     8,756:     3,579        402        383      2,403      7,302      6,365      8,087:     2,391        669
Other:       442:        92         29         41        164        275        297        345:       145         97
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :       731:       274         94         89         99        664        462        847:       269       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1        3.9        5.4       27.9       82.4       72.4       91.7:      27.6        8.3
Old  :     100.0:      40.9        4.6        4.4       27.4       83.4       72.7       92.4:      27.3        7.6
Other:     100.0:      20.8        6.6        9.3       37.1       62.2       67.2       78.1:      32.8       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        25          4          6         17         17         43         26:
Old  :        57:        24          5          6         16         16         42         25:
Other:        17:         3          4          4          4          8         10         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       61.7       34.4       74.8       19.8       52.9       28.9       65.1
Old  :                 23.3       62.5       34.8       76.0       20.8       54.7       30.3       67.2
Other:                 47.7       56.3       64.0       72.4       26.2       34.6       31.7       41.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   403,781:   111,305     97,307      4,350    222,353    198,597    338,008    300,254:    65,773    103,527
Old  :   403,781:   111,305     97,307      4,350    222,353    198,597    338,008    300,254:    65,773    103,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    11,123:    -2,799      4,676       -578     12,667      5,148      9,290      9,246:     1,833      1,877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       24.1        1.1       55.1       49.2       83.7       74.4:      16.3       25.6
Old  :     100.0:      27.6       24.1        1.1       55.1       49.2       83.7       74.4:      16.3       25.6
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  :       129:        25         26          8         48         55         75         87:
Old  :       129:        25         26          8         48         55         75         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       18.7       44.3       28.2       30.5       17.7       43.4       26.8
Old  :                 31.3       18.7       44.3       28.2       30.5       17.7       43.4       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,563,688:   397,835    260,878     19,880    902,982    894,497  1,320,697  1,175,255:   242,991    388,433
Old  : 1,563,688:   397,835    260,878     19,880    902,982    894,497  1,320,697  1,175,255:   242,991    388,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :   -24,049:    -2,442    -29,757     -5,218    -42,562    -11,935    -50,222    -46,910:    26,173     22,861
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.7        1.3       57.7       57.2       84.5       75.2:      15.5       24.8
Old  :     100.0:      25.4       16.7        1.3       57.7       57.2       84.5       75.2:      15.5       24.8
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  :       234:        53         57         32         75         99        150        166:
Old  :       234:        53         57         32         75         99        150        166:
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  :                 35.8       26.3       47.6       33.3       34.1       24.6       42.2       30.3
Old  :                 35.8       26.3       47.6       33.3       34.1       24.6       42.2       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,072,692:   197,322    219,271      7,648    696,228    604,170    901,198    831,089:   171,494    241,603
Old  : 1,072,692:   197,322    219,271      7,648    696,228    604,170    901,198    831,089:   171,494    241,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :   -10,553:   -18,685      5,995      2,325     -7,446    -18,267    -23,806     -9,947:    13,253       -606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       20.4        0.7       64.9       56.3       84.0       77.5:      16.0       22.5
Old  :     100.0:      18.4       20.4        0.7       64.9       56.3       84.0       77.5:      16.0       22.5
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  :       169:        34         41         15         60         70        103        117:
Old  :       169:        34         41         15         60         70        103        117:
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  :                 35.7       23.9       46.8       32.5       31.6       23.5       42.5       29.5
Old  :                 35.7       23.9       46.8       32.5       31.6       23.5       42.5       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :   473,954:   157,603     64,120     91,800    162,441    276,461    411,844    432,381:    62,110     41,573
Old  :   473,954:   157,603     64,120     91,800    162,441    276,461    411,844    432,381:    62,110     41,573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :    22,866:   -14,782    -16,616      9,101      2,894     13,478     -2,787      5,963:    25,653     16,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       13.5       19.4       34.3       58.3       86.9       91.2:      13.1        8.8
Old  :     100.0:      33.3       13.5       19.4       34.3       58.3       86.9       91.2:      13.1        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        28         27         34         43         47         91         91:
Old  :       116:        28         27         34         43         47         91         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       29.7       45.9       40.3       22.5       21.6       31.8       28.4
Old  :                 32.6       29.7       45.9       40.3       22.5       21.6       31.8       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                   Code-124601
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   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  :    37,453:     9,654      6,555          6     14,731     26,348     24,391     32,909:    13,062      4,544
Old  :    37,453:     9,654      6,555          6     14,731     26,348     24,391     32,909:    13,062      4,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :      -509:    -1,422        260          2       -177       -399     -1,597       -137:     1,088       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       17.5        0.0       39.3       70.3       65.1       87.9:      34.9       12.1
Old  :     100.0:      25.8       17.5        0.0       39.3       70.3       65.1       87.9:      34.9       12.1
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  :        51:        12          9          3         18         14         31         26:
Old  :        51:        12          9          3         18         14         31         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       41.8       41.5       64.8       26.3       41.8       41.5       64.8
Old  :                 26.3       41.8       41.5       64.8       26.3       41.8       41.5       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    64,949:    37,001     22,039        282     18,853     21,511     56,136     43,832:     8,813     21,117
Old  :    64,949:    37,001     22,039        282     18,853     21,511     56,136     43,832:     8,813     21,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :     4,959:    -1,389      3,688        174      6,411        892      5,196      4,754:      -237        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0       33.9        0.4       29.0       33.1       86.4       67.5:      13.6       32.5
Old  :     100.0:      57.0       33.9        0.4       29.0       33.1       86.4       67.5:      13.6       32.5
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  :        75:        28         22          2         15         15         45         37:
Old  :        75:        28         22          2         15         15         45         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       33.9       62.3       51.2       50.7       33.5       62.3       50.4
Old  :                 50.7       33.9       62.3       51.2       50.7       33.5       62.3       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                 Code-246602
Commitments of Traders - Futures Only, January 3, 2006                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    34,058:     8,898      4,358        475     24,450     28,736     33,823     33,569:       235        489
Old  :    34,058:     8,898      4,358        475     24,450     28,736     33,823     33,569:       235        489
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 27, 2005                    :
     :         4:         5         -4          0        -11         32         -6         28:        10        -24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       12.8        1.4       71.8       84.4       99.3       98.6:       0.7        1.4
Old  :     100.0:      26.1       12.8        1.4       71.8       84.4       99.3       98.6:       0.7        1.4
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  :        49:         9         12          3         14         18         24         32:
Old  :        49:         9         12          3         14         18         24         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       56.5       82.3       79.9       63.6       53.1       77.2       71.3
Old  :                 65.5       56.5       82.3       79.9       63.6       53.1       77.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2006