WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, March 8, 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  :   211,795:    54,178     37,928     19,175    112,627    122,966    185,980    180,069:    25,815     31,726
Old  :   141,714:    42,648     39,474        512     83,160     85,762    126,320    125,748:    15,394     15,966
Other:    70,081:    21,741      8,665      8,452     29,467     37,204     59,660     54,321:    10,421     15,760
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -2,863:     7,580     -3,834       -155     -2,018     10,536      5,407      6,547:    -8,270     -9,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       17.9        9.1       53.2       58.1       87.8       85.0:      12.2       15.0
Old  :     100.0:      30.1       27.9        0.4       58.7       60.5       89.1       88.7:      10.9       11.3
Other:     100.0:      31.0       12.4       12.1       42.0       53.1       85.1       77.5:      14.9       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       209:        66         74         50         36         49        146        140:
Old  :       189:        59         74          7         21         42         83        120:
Other:       133:        41         45         28         27         38         87         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       37.6       45.5       46.3       30.7       37.3       43.8       43.5
Old  :                 38.5       43.5       54.4       51.9       38.5       43.5       54.4       51.7
Other:                 40.9       35.4       51.6       46.9       35.7       34.8       44.2       43.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 8, 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  :   639,795:   113,533     87,054     41,815    372,046    317,721    527,394    446,590:   112,401    193,205
Old  :   515,462:   110,882     88,015     24,772    288,297    266,231    423,951    379,018:    91,511    136,444
Other:   124,333:    18,614     15,002      1,080     83,749     51,490    103,443     67,572:    20,890     56,761
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       967:     6,741    -11,324     -2,116       -829     11,202      3,796     -2,238:    -2,829      3,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       13.6        6.5       58.2       49.7       82.4       69.8:      17.6       30.2
Old  :     100.0:      21.5       17.1        4.8       55.9       51.6       82.2       73.5:      17.8       26.5
Other:     100.0:      15.0       12.1        0.9       67.4       41.4       83.2       54.3:      16.8       45.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       126         85         92        159        174        338        315:
Old  :       442:       127         84         72        137        159        304        288:
Other:       269:        45         47         14         78        138        133        190:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.1       16.9       28.9       21.8       18.1       13.6       28.8       18.1
Old  :                 21.0       19.6       32.9       24.6       21.0       16.6       31.9       21.3
Other:                 35.3        9.5       46.0       16.6       34.2        9.0       43.6       15.4
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,079:     2,229        754         87        924      4,565      3,240      5,406:     3,839      1,673
Old  :     5,816:     2,110        675          0        819      3,970      2,929      4,645:     2,887      1,171
Other:     1,263:       200        160          6        105        595        311        761:       952        502
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -275:       188        181         70       -467       -177       -209         74:       -66       -349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       10.7        1.2       13.1       64.5       45.8       76.4:      54.2       23.6
Old  :     100.0:      36.3       11.6        0.0       14.1       68.3       50.4       79.9:      49.6       20.1
Other:     100.0:      15.8       12.7        0.5        8.3       47.1       24.6       60.3:      75.4       39.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        16          5          3          6         13         24         19:
Old  :        36:        17          4          0          6         11         23         15:
Other:        18:         6          3          2          4          6         12          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       41.0       31.4       56.1       21.7       41.0       28.2       55.6
Old  :                 28.2       47.8       36.8       64.7       25.9       47.8       32.9       64.3
Other:                 14.5       38.8       23.4       58.7       14.5       38.4       23.4       58.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, March 8, 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  :   288,410:    63,758     57,401     22,825    152,118    115,099    238,701    195,325:    49,709     93,085
Old  :   242,509:    61,398     62,438     10,899    130,557    100,252    202,854    173,589:    39,655     68,920
Other:    45,901:    11,888      4,491      2,398     21,561     14,847     35,847     21,736:    10,054     24,165
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    14,550:    10,217     -4,024        116      2,869      7,838     13,202      3,930:     1,348     10,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       19.9        7.9       52.7       39.9       82.8       67.7:      17.2       32.3
Old  :     100.0:      25.3       25.7        4.5       53.8       41.3       83.6       71.6:      16.4       28.4
Other:     100.0:      25.9        9.8        5.2       47.0       32.3       78.1       47.4:      21.9       52.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:        90        110         76         67        102        216        240:
Old  :       328:        84        120         50         61         94        188        225:
Other:       155:        49         33         14         27         59         80        102:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       15.8       38.6       22.8       27.9       15.3       37.5       21.1
Old  :                 30.0       18.5       41.4       26.0       28.9       18.0       40.3       24.7
Other:                 35.6       13.4       49.7       20.5       33.6       13.3       45.9       19.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,527:    10,970      3,743        158        350        587     11,478      4,488:     3,049     10,039
Old  :     9,145:     6,334      3,477        109        350        586      6,793      4,172:     2,352      4,973
Other:     5,382:     4,671        301         14          0          1      4,685        316:       697      5,066
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       782:       654       -311         81          0         32        735       -198:        47        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       25.8        1.1        2.4        4.0       79.0       30.9:      21.0       69.1
Old  :     100.0:      69.3       38.0        1.2        3.8        6.4       74.3       45.6:      25.7       54.4
Other:     100.0:      86.8        5.6        0.3        0.0        0.0       87.0        5.9:      13.0       94.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          7          6          1          2         15         12:
Old  :        20:        11          7          3          1          2         13         11:
Other:        10:         7          2          2          0          1          7          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.5       20.3       70.9       29.3       58.4       20.3       70.8       28.3
Old  :                 48.7       29.0       65.2       43.2       48.6       29.0       64.6       42.0
Other:                 83.8        5.9       87.0        5.9       83.5        5.6       86.8        5.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, March 8, 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  :   160,647:    35,664     15,821     24,817     72,330    107,182    132,811    147,820:    27,836     12,827
Old  :   136,676:    34,281     19,129     15,179     64,105     90,695    113,565    125,003:    23,111     11,673
Other:    23,971:     7,301      2,610      3,720      8,225     16,487     19,246     22,817:     4,725      1,154
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     9,152:     6,224     -2,183       -108       -518     12,454      5,598     10,163:     3,554     -1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        9.8       15.4       45.0       66.7       82.7       92.0:      17.3        8.0
Old  :     100.0:      25.1       14.0       11.1       46.9       66.4       83.1       91.5:      16.9        8.5
Other:     100.0:      30.5       10.9       15.5       34.3       68.8       80.3       95.2:      19.7        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        48         27         35         41         45        112         99:
Old  :       147:        48         35         31         40         45        106         99:
Other:        50:        15         11         13         17         15         38         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.6       39.3       26.6       51.2       16.6       33.7       25.8       44.3
Old  :                 19.2       36.3       29.2       49.4       19.0       33.8       28.0       44.3
Other:                 35.8       58.2       52.3       74.1       31.7       46.9       41.5       56.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, March 8, 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  :   798,191:   130,610    142,897     52,409    480,563    425,075    663,582    620,381:   134,609    177,810
Old  :   798,191:   130,610    142,897     52,409    480,563    425,075    663,582    620,381:   134,609    177,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -9,453:    12,282      5,198     -2,621      1,292    -10,502     10,953     -7,925:   -20,406     -1,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       17.9        6.6       60.2       53.3       83.1       77.7:      16.9       22.3
Old  :     100.0:      16.4       17.9        6.6       60.2       53.3       83.1       77.7:      16.9       22.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        37         32         24         64         71        114        118:
Old  :       168:        37         32         24         64         71        114        118:
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  :                 24.3       16.3       33.5       28.1       17.4       14.3       24.3       22.9
Old  :                 24.3       16.3       33.5       28.1       17.4       14.3       24.3       22.9
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, March 8, 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  :   153,381:    34,388     19,992     22,610     66,409     90,076    123,407    132,678:    29,974     20,703
Old  :   127,685:    36,627     18,459     14,262     51,057     76,903    101,946    109,624:    25,739     18,061
Other:    25,696:     1,638      5,410      4,471     15,352     13,173     21,461     23,054:     4,235      2,642
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       -57:     8,054     -1,170     -3,083     -4,372      6,319        599      2,066:      -656     -2,123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.0       14.7       43.3       58.7       80.5       86.5:      19.5       13.5
Old  :     100.0:      28.7       14.5       11.2       40.0       60.2       79.8       85.9:      20.2       14.1
Other:     100.0:       6.4       21.1       17.4       59.7       51.3       83.5       89.7:      16.5       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        41         33         35         48         54        119        111:
Old  :       160:        52         31         31         45         53        113        108:
Other:        70:         9         22         14         27         20         48         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.1       26.0       25.0       36.7       11.5       19.3       18.6       28.3
Old  :                 13.6       27.5       22.5       39.3       13.5       23.7       22.3       35.0
Other:                 45.2       48.0       56.7       63.0       39.4       38.5       49.0       49.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, March 8, 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  :     5,395:     2,875      2,249        216        888      1,493      3,979      3,958:     1,416      1,437
Old  :     5,369:     2,874      2,231        213        888      1,490      3,975      3,934:     1,394      1,435
Other:        26:         1         18          3          0          3          4         24:        22          2
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       481:       738         72        -27       -344        427        367        472:       114          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       41.7        4.0       16.5       27.7       73.8       73.4:      26.2       26.6
Old  :     100.0:      53.5       41.6        4.0       16.5       27.8       74.0       73.3:      26.0       26.7
Other:     100.0:       3.8       69.2       11.5        0.0       11.5       15.4       92.3:      84.6        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13         13          5          6          7         21         23:
Old  :        35:        13         13          5          6          7         21         23:
Other:         4:         1          2          1          0          1          2          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.2       33.0       52.6       52.2       38.1       30.2       49.4       44.9
Old  :                 38.4       33.2       52.9       52.4       38.3       30.4       49.7       45.1
Other:                 15.4       92.3       15.4       92.3        3.8       80.8        3.8       80.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, March 8, 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  :   328,502:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,763    106,769
Old  :   328,502:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,763    106,769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -36,079:    -6,876       -146     -3,355    -22,069     -8,671    -32,300    -12,172:    -3,779    -23,907
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       32.5
Old  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       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  :       101:        16         26          3         37         46         53         75:
Old  :       101:        16         26          3         37         46         53         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       18.4       42.9       26.4       30.1       16.8       39.5       23.7
Old  :                 30.9       18.4       42.9       26.4       30.1       16.8       39.5       23.7
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, March 8, 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  : 1,937,316:   393,346    503,489     68,666  1,310,564    860,377  1,772,576  1,432,532:   164,740    504,784
Old  : 1,937,316:   393,346    503,489     68,666  1,310,564    860,377  1,772,576  1,432,532:   164,740    504,784
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -18,209:       982     90,935     14,383     64,114    -77,167     79,479     28,151:   -97,688    -46,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       26.0        3.5       67.6       44.4       91.5       73.9:       8.5       26.1
Old  :     100.0:      20.3       26.0        3.5       67.6       44.4       91.5       73.9:       8.5       26.1
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  :       271:        39         82         38         83        131        145        229:
Old  :       271:        39         82         38         83        131        145        229:
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       14.8       56.8       22.1       35.1       14.3       51.5       19.5
Old  :                 37.1       14.8       56.8       22.1       35.1       14.3       51.5       19.5
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, March 8, 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  : 1,331,930:   218,927    315,845     63,196    907,391    588,480  1,189,514    967,521:   142,416    364,409
Old  : 1,331,930:   218,927    315,845     63,196    907,391    588,480  1,189,514    967,521:   142,416    364,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    46,270:    19,157     59,550     13,169      3,443    -30,106     35,769     42,613:    10,501      3,657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       23.7        4.7       68.1       44.2       89.3       72.6:      10.7       27.4
Old  :     100.0:      16.4       23.7        4.7       68.1       44.2       89.3       72.6:      10.7       27.4
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  :       188:        33         56         27         58         81        103        152:
Old  :       188:        33         56         27         58         81        103        152:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       14.3       46.6       23.1       27.0       12.0       39.8       18.0
Old  :                 32.0       14.3       46.6       23.1       27.0       12.0       39.8       18.0
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, March 8, 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  :   436,947:   192,125     41,834     55,615    154,585    306,062    402,325    403,511:    34,622     33,436
Old  :   436,947:   192,125     41,834     55,615    154,585    306,062    402,325    403,511:    34,622     33,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -44,154:    -4,372      7,395       -119    -12,778    -20,524    -17,269    -13,248:   -26,885    -30,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0        9.6       12.7       35.4       70.0       92.1       92.3:       7.9        7.7
Old  :     100.0:      44.0        9.6       12.7       35.4       70.0       92.1       92.3:       7.9        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        98:        30         15         27         40         42         77         77:
Old  :        98:        30         15         27         40         42         77         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  :                 47.2       44.2       58.8       56.0       40.2       42.9       49.5       51.6
Old  :                 47.2       44.2       58.8       56.0       40.2       42.9       49.5       51.6
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, March 8, 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  :    55,277:    16,664      2,468        771     23,306     42,604     40,741     45,843:    14,536      9,434
Old  :    55,277:    16,664      2,468        771     23,306     42,604     40,741     45,843:    14,536      9,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     2,466:       159       -375        771      1,028      1,781      1,958      2,177:       508        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        4.5        1.4       42.2       77.1       73.7       82.9:      26.3       17.1
Old  :     100.0:      30.1        4.5        1.4       42.2       77.1       73.7       82.9:      26.3       17.1
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  :        64:        23         10          3         21         17         45         29:
Old  :        64:        23         10          3         21         17         45         29:
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       59.7       39.1       69.5       26.0       59.0       37.0       67.8
Old  :                 26.3       59.7       39.1       69.5       26.0       59.0       37.0       67.8
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                                                       
Commitments of Traders - Futures Only, March 8, 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  :    74,612:    10,272     29,431        969     54,522     20,307     65,763     50,707:     8,849     23,905
Old  :    74,612:    10,272     29,431        969     54,522     20,307     65,763     50,707:     8,849     23,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,905:      -710      2,599         97      3,805     -1,282      3,192      1,414:       713      2,491
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       39.4        1.3       73.1       27.2       88.1       68.0:      11.9       32.0
Old  :     100.0:      13.8       39.4        1.3       73.1       27.2       88.1       68.0:      11.9       32.0
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  :        72:        18         27          4         21         10         41         39:
Old  :        72:        18         27          4         21         10         41         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       43.5       64.7       51.6       45.6       42.9       64.6       50.3
Old  :                 45.8       43.5       64.7       51.6       45.6       42.9       64.6       50.3
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, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Old  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -1,730:       360        723       -328     -1,560     -1,802     -1,528     -1,407:      -202       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
Old  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         4         25          4         18         21         25         47:
Old  :        62:         4         25          4         18         21         25         47:
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  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
Old  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
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, March 8, 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  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Old  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     2,567:        70        624          0      2,896      2,328      2,966      2,952:      -399       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
Old  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
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  :        27:         2         10          0          6         11          8         21:
Old  :        27:         2         10          0          6         11          8         21:
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  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Old  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 11, 2005