WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, February 1, 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  :   222,294:    32,409     73,898     24,551    125,142     86,648    182,102    185,097:    40,192     37,197
Old  :   180,539:    40,207     72,889      9,300     97,639     67,280    147,146    149,469:    33,393     31,070
Other:    41,755:     3,834     12,641      3,619     27,503     19,368     34,956     35,628:     6,799      6,127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    14,665:       437      1,281      3,495      5,420      1,918      9,352      6,694:     5,313      7,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       33.2       11.0       56.3       39.0       81.9       83.3:      18.1       16.7
Old  :     100.0:      22.3       40.4        5.2       54.1       37.3       81.5       82.8:      18.5       17.2
Other:     100.0:       9.2       30.3        8.7       65.9       46.4       83.7       85.3:      16.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        70         82         51         47         48        139        164:
Old  :       216:        75         79         30         37         46        122        146:
Other:       100:        30         26         21         26         36         66         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       24.9       46.0       32.1       31.9       24.2       45.2       30.7
Old  :                 35.3       24.9       47.7       32.7       35.3       24.9       47.3       32.7
Other:                 56.4       37.3       63.4       48.2       54.0       32.6       57.7       43.3
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, February 1, 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  :   649,713:    72,550    186,587     33,355    404,328    244,356    510,233    464,298:   139,480    185,415
Old  :   563,152:    70,292    179,060     26,877    338,624    208,164    435,793    414,101:   127,359    149,051
Other:    86,561:     7,857     13,126        879     65,704     36,192     74,440     50,197:    12,121     36,364
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,779:    -1,039        511     -8,028      2,258       -232     -6,809     -7,749:    11,588     12,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       28.7        5.1       62.2       37.6       78.5       71.5:      21.5       28.5
Old  :     100.0:      12.5       31.8        4.8       60.1       37.0       77.4       73.5:      22.6       26.5
Other:     100.0:       9.1       15.2        1.0       75.9       41.8       86.0       58.0:      14.0       42.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       102        139         79        169        150        315        335:
Old  :       456:       108        129         70        163        134        304        307:
Other:       230:        32         50         11         59        120         98        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       13.0       29.2       17.9       17.9       11.2       28.9       15.7
Old  :                 18.3       14.2       29.6       19.7       18.3       12.3       29.3       17.4
Other:                 49.7        9.9       58.3       17.5       49.7        9.5       58.3       17.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,935:     3,657        499        155      1,158      5,836      4,970      6,490:     3,965      2,445
Old  :     8,359:     3,606        561         80      1,063      5,615      4,749      6,256:     3,610      2,103
Other:       576:       121          8          5         95        221        221        234:       355        342
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       413:       423        111         80        -96        141        407        332:         6         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.6        1.7       13.0       65.3       55.6       72.6:      44.4       27.4
Old  :     100.0:      43.1        6.7        1.0       12.7       67.2       56.8       74.8:      43.2       25.2
Other:     100.0:      21.0        1.4        0.9       16.5       38.4       38.4       40.6:      61.6       59.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          5          4          8         15         28         23:
Old  :        39:        17          7          4          8         15         28         23:
Other:        12:         4          2          1          2          5          6          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  :                 29.5       37.6       41.3       51.7       27.7       33.0       36.0       43.8
Old  :                 31.2       39.0       43.0       53.7       29.6       34.0       38.3       45.7
Other:                 37.0       34.7       38.4       40.6       36.1       34.5       37.2       39.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, February 1, 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  :   269,530:    31,256    107,015     22,219    161,571     76,931    215,046    206,165:    54,484     63,365
Old  :   246,338:    29,771    111,107     14,582    153,945     64,520    198,298    190,209:    48,040     56,129
Other:    23,192:     8,948      3,371        174      7,626     12,411     16,748     15,956:     6,444      7,236
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,428:     4,035      7,080      2,220      9,712      5,319     15,967     14,619:       461      1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       39.7        8.2       59.9       28.5       79.8       76.5:      20.2       23.5
Old  :     100.0:      12.1       45.1        5.9       62.5       26.2       80.5       77.2:      19.5       22.8
Other:     100.0:      38.6       14.5        0.8       32.9       53.5       72.2       68.8:      27.8       31.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        70        127         84         75         77        206        239:
Old  :       304:        71        132         69         73         69        188        228:
Other:       115:        42         24          4         22         39         67         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       16.7       39.9       22.9       28.4       14.3       38.1       19.9
Old  :                 30.4       17.2       42.3       23.4       30.2       16.2       41.8       22.4
Other:                 31.3       43.0       42.8       49.9       31.2       41.4       42.7       47.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, February 1, 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  :   176,861:    22,457     57,439     19,638    111,251     73,921    153,346    150,998:    23,515     25,863
Old  :   155,783:    20,532     58,791     11,698    103,787     61,564    136,017    132,053:    19,766     23,730
Other:    21,078:     6,514      3,237      3,351      7,464     12,357     17,329     18,945:     3,749      2,133
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    13,564:        54      6,598        652     11,371      3,355     12,077     10,605:     1,487      2,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       32.5       11.1       62.9       41.8       86.7       85.4:      13.3       14.6
Old  :     100.0:      13.2       37.7        7.5       66.6       39.5       87.3       84.8:      12.7       15.2
Other:     100.0:      30.9       15.4       15.9       35.4       58.6       82.2       89.9:      17.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        27         53         32         54         43        104        120:
Old  :       158:        33         56         26         53         42        101        115:
Other:        46:        13         10         10         20         11         38         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.7       25.1       36.6       33.7       18.5       16.7       28.5       24.0
Old  :                 24.8       25.2       39.0       33.5       23.4       20.1       35.7       28.4
Other:                 34.6       53.8       53.6       70.4       28.5       48.0       42.4       55.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, February 1, 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  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Old  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    35,422:   -35,803     12,055     10,121     45,548     20,273     19,866     42,449:    15,556     -7,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
Old  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
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  :       179:        38         41         20         54         75        107        125:
Old  :       179:        38         41         20         54         75        107        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
Old  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, February 1, 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  :   164,356:    10,304     43,835     28,008     97,604     64,087    135,916    135,930:    28,440     28,426
Old  :   146,586:    14,055     42,174     18,895     87,787     58,375    120,737    119,444:    25,849     27,142
Other:    17,770:     2,177      7,589      3,185      9,817      5,712     15,179     16,486:     2,591      1,284
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,819:     1,153      2,275      1,043      5,748      2,338      7,944      5,656:      -125      2,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       26.7       17.0       59.4       39.0       82.7       82.7:      17.3       17.3
Old  :     100.0:       9.6       28.8       12.9       59.9       39.8       82.4       81.5:      17.6       18.5
Other:     100.0:      12.3       42.7       17.9       55.2       32.1       85.4       92.8:      14.6        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        19         57         50         50         48        111        133:
Old  :       159:        28         54         45         48         47        107        129:
Other:        61:        14         16          9         28         13         50         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.9       17.3       39.2       25.7       21.5        8.8       29.0       14.5
Old  :                 25.4       17.8       38.7       25.5       22.5       10.7       31.6       17.7
Other:                 39.1       53.7       54.1       70.7       35.9       46.2       45.3       56.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, February 1, 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  :     5,233:     1,798      2,005        411      1,651      1,029      3,860      3,445:     1,373      1,788
Old  :     5,224:     1,798      2,012        403      1,651      1,026      3,852      3,441:     1,372      1,783
Other:         9:         7          0          1          0          3          8          4:         1          5
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,002:       192        487        348        551       -186      1,091        649:       -89        353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       38.3        7.9       31.5       19.7       73.8       65.8:      26.2       34.2
Old  :     100.0:      34.4       38.5        7.7       31.6       19.6       73.7       65.9:      26.3       34.1
Other:     100.0:      77.8        0.0       11.1        0.0       33.3       88.9       44.4:      11.1       55.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          6         11          7         28         22:
Old  :        38:        13         13          6         11          7         28         22:
Other:         4:         2          0          1          0          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       30.6       47.6       45.6       28.0       29.8       39.3       40.1
Old  :                 34.0       30.6       47.7       45.6       28.0       29.8       39.3       40.1
Other:                 88.9       44.4       88.9       44.4       77.8       33.3       77.8       33.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, February 1, 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  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Old  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -3,504:     7,633        449       -700    -14,920     -5,048     -7,987     -5,299:     4,483      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
Old  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
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  :       112:        13         35          0         41         42         54         77:
Old  :       112:        13         35          0         41         42         54         77:
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       17.1       43.7       25.0       31.3       17.0       43.4       24.1
Old  :                 31.3       17.1       43.7       25.0       31.3       17.0       43.4       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, February 1, 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  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Old  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   105,948:   -15,202    -13,332     16,328     53,863     40,222     54,989     43,218:    50,959     62,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
Old  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
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  :       254:        43         64         38         72        123        137        203:
Old  :       254:        43         64         38         72        123        137        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       11.1       46.9       19.4       33.7        9.8       41.8       15.1
Old  :                 37.0       11.1       46.9       19.4       33.7        9.8       41.8       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, February 1, 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  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Old  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    61,004:   -27,729     15,793      2,010     71,235     25,684     45,516     43,487:    15,488     17,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       24.9
Old  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       24.9
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  :       193:        32         49         20         61         91        104        149:
Old  :       193:        32         49         20         61         91        104        149:
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  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
Old  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, February 1, 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  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Old  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    48,227:    27,559     -7,304     -1,984    -14,887     37,102     10,688     27,814:    37,539     20,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        9.1
Old  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        9.1
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  :       114:        37         14         20         49         50         92         78:
Old  :       114:        37         14         20         49         50         92         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
Old  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders - Futures Only, February 1, 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  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Old  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -675:      -951     -1,271        -10       -915         61     -1,876     -1,220:     1,201        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       15.8
Old  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       15.8
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  :        62:        24         10          0         21         10         45         20:
Old  :        62:        24         10          0         21         10         45         20:
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  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
Old  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, February 1, 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  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Old  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,803:     1,203       -955         80        510        649      1,793       -226:     9,010     11,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
Old  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        17         21          3         20         10         38         33:
Old  :        64:        17         21          3         20         10         38         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Old  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, February 1, 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  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Old  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,820:       256         26          0      1,529      1,739      1,785      1,765:        35         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Old  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
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  :        55:         5         20          3         18         17         26         37:
Old  :        55:         5         20          3         18         17         26         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  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Old  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                        
Commitments of Traders - Futures Only, February 1, 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  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Old  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       -80:       -29         78          0       -120         87       -149        165:        69       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Old  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
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  :        24:         2          6          0          6         11          8         17:
Old  :        24:         2          6          0          6         11          8         17:
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  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Old  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 4, 2005