WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, March 15, 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  :   215,153:    59,420     44,777     15,417    110,609    119,287    185,446    179,481:    29,707     35,672
Old  :   142,949:    46,797     40,799        556     77,967     84,448    125,320    125,803:    17,629     17,146
Other:    72,204:    21,500     12,855      5,984     32,642     34,839     60,126     53,678:    12,078     18,526
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     3,358:     5,242      6,849     -3,758     -2,018     -3,679       -534       -588:     3,892      3,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       20.8        7.2       51.4       55.4       86.2       83.4:      13.8       16.6
Old  :     100.0:      32.7       28.5        0.4       54.5       59.1       87.7       88.0:      12.3       12.0
Other:     100.0:      29.8       17.8        8.3       45.2       48.3       83.3       74.3:      16.7       25.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        75         71         47         36         51        151        139:
Old  :       197:        69         70          4         22         42         94        113:
Other:       136:        39         43         26         26         42         81         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       38.8       42.3       45.1       29.8       38.3       42.3       43.7
Old  :                 36.0       43.7       49.6       52.1       36.0       43.7       49.6       52.1
Other:                 37.4       31.8       47.6       39.3       36.1       29.9       44.4       36.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 15, 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  :   684,070:   129,039     79,696     37,071    396,410    362,527    562,520    479,294:   121,550    204,776
Old  :   529,841:   118,906     78,512     18,659    294,170    294,945    431,735    392,116:    98,106    137,725
Other:   154,229:    26,531     17,582      2,014    102,240     67,582    130,785     87,178:    23,444     67,051
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    44,275:    15,506     -7,358     -4,744     24,364     44,806     35,126     32,704:     9,149     11,571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       11.7        5.4       57.9       53.0       82.2       70.1:      17.8       29.9
Old  :     100.0:      22.4       14.8        3.5       55.5       55.7       81.5       74.0:      18.5       26.0
Other:     100.0:      17.2       11.4        1.3       66.3       43.8       84.8       56.5:      15.2       43.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       465:       132         78         80        170        189        345        316:
Old  :       453:       131         85         58        138        174        298        290:
Other:       299:        51         51         17         84        157        148        212:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       17.8       27.6       22.7       17.1       14.0       27.0       18.4
Old  :                 20.4       20.9       32.0       25.9       20.4       18.1       30.9       22.4
Other:                 38.5        8.7       48.4       15.5       36.4        8.3       46.1       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 15, 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  :     7,489:     2,340        744          5        911      5,349      3,256      6,098:     4,233      1,391
Old  :     5,998:     2,109        666          0        802      4,418      2,911      5,084:     3,087        914
Other:     1,491:       235         82          1        109        931        345      1,014:     1,146        477
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       410:       111        -10        -82        -13        784         16        692:       394       -282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        9.9        0.1       12.2       71.4       43.5       81.4:      56.5       18.6
Old  :     100.0:      35.2       11.1        0.0       13.4       73.7       48.5       84.8:      51.5       15.2
Other:     100.0:      15.8        5.5        0.1        7.3       62.4       23.1       68.0:      76.9       32.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        14          5          2         10         15         25         21:
Old  :        36:        13          5          0          8         12         21         17:
Other:        21:         7          2          1          5          9         13         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       42.6       29.6       58.6       22.4       42.0       28.8       58.0
Old  :                 27.5       48.4       35.8       66.7       27.5       48.3       34.5       66.4
Other:                 13.5       45.9       21.4       62.0       13.5       45.7       21.4       61.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, March 15, 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  :   308,206:    67,062     57,683     17,498    171,316    135,854    255,876    211,035:    52,330     97,171
Old  :   254,833:    62,583     58,652      9,160    143,206    117,586    214,949    185,398:    39,884     69,435
Other:    53,373:    10,174      4,726      2,643     28,110     18,268     40,927     25,637:    12,446     27,736
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    19,796:     3,304        282     -5,327     19,198     20,755     17,175     15,710:     2,621      4,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       18.7        5.7       55.6       44.1       83.0       68.5:      17.0       31.5
Old  :     100.0:      24.6       23.0        3.6       56.2       46.1       84.3       72.8:      15.7       27.2
Other:     100.0:      19.1        8.9        5.0       52.7       34.2       76.7       48.0:      23.3       52.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:        98        112         71         83        102        235        243:
Old  :       340:        91        120         44         71         96        198        229:
Other:       168:        45         37         17         38         65         88        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       14.9       37.4       23.5       25.5       12.4       34.6       18.5
Old  :                 30.3       17.5       41.2       27.6       27.4       15.4       38.0       22.6
Other:                 30.5       11.1       42.2       19.5       30.0       10.3       41.4       17.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,108:    13,097      4,153        197        488        848     13,782      5,198:     3,326     11,910
Old  :     9,397:     6,320      3,643        144        477        566      6,941      4,353:     2,456      5,044
Other:     7,711:     6,815        548         15         11        282      6,841        845:       870      6,866
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     2,581:     2,127        410         39        138        261      2,304        710:       277      1,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.6       24.3        1.2        2.9        5.0       80.6       30.4:      19.4       69.6
Old  :     100.0:      67.3       38.8        1.5        5.1        6.0       73.9       46.3:      26.1       53.7
Other:     100.0:      88.4        7.1        0.2        0.1        3.7       88.7       11.0:      11.3       89.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          8          9          3          3         20         16:
Old  :        25:        12          9          5          3          2         17         14:
Other:        14:         9          3          2          1          2         10          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.9       19.4       69.6       26.6       55.8       19.2       69.5       26.2
Old  :                 46.4       31.5       61.8       43.7       46.4       31.5       61.7       42.1
Other:                 77.0       10.8       88.4       11.0       76.8       10.6       88.3       10.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, March 15, 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  :   169,688:    38,489     13,495     24,178     75,640    117,743    138,307    155,416:    31,381     14,272
Old  :   143,429:    38,628     15,484     16,185     62,688     99,239    117,501    130,908:    25,928     12,521
Other:    26,259:     3,871      2,021      3,983     12,952     18,504     20,806     24,508:     5,453      1,751
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     9,041:     2,825     -2,326       -639      3,310     10,561      5,496      7,596:     3,545      1,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        8.0       14.2       44.6       69.4       81.5       91.6:      18.5        8.4
Old  :     100.0:      26.9       10.8       11.3       43.7       69.2       81.9       91.3:      18.1        8.7
Other:     100.0:      14.7        7.7       15.2       49.3       70.5       79.2       93.3:      20.8        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        49         26         35         42         42        113         92:
Old  :       143:        52         30         32         40         42        108         92:
Other:        53:        11         14         13         19         16         39         34:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       40.3       28.0       52.2       17.8       37.9       27.2       47.7
Old  :                 18.4       38.0       29.4       51.2       18.3       36.6       28.3       47.2
Other:                 39.1       59.5       53.4       72.8       37.3       49.5       46.1       59.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, March 15, 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  :   755,492:   127,631    151,635     37,314    468,552    396,088    633,497    585,037:   121,995    170,455
Old  :   755,492:   127,631    151,635     37,314    468,552    396,088    633,497    585,037:   121,995    170,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   -42,699:    -2,979      8,738    -15,095    -12,011    -28,987    -30,085    -35,344:   -12,614     -7,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       20.1        4.9       62.0       52.4       83.9       77.4:      16.1       22.6
Old  :     100.0:      16.9       20.1        4.9       62.0       52.4       83.9       77.4:      16.1       22.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       173:        39         37         24         62         69        111        121:
Old  :       173:        39         37         24         62         69        111        121:
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  :                 24.6       17.3       33.6       29.7       18.4       15.2       24.9       25.1
Old  :                 24.6       17.3       33.6       29.7       18.4       15.2       24.9       25.1
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 15, 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  :   151,613:    37,066     18,821     15,709     67,077     96,407    119,852    130,937:    31,761     20,676
Old  :   125,558:    37,480     19,098      9,849     51,006     79,459     98,335    108,406:    27,223     17,152
Other:    26,055:     2,244      2,381      3,202     16,071     16,948     21,517     22,531:     4,538      3,524
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -1,768:     2,678     -1,171     -6,901        668      6,331     -3,555     -1,741:     1,787        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       12.4       10.4       44.2       63.6       79.1       86.4:      20.9       13.6
Old  :     100.0:      29.9       15.2        7.8       40.6       63.3       78.3       86.3:      21.7       13.7
Other:     100.0:       8.6        9.1       12.3       61.7       65.0       82.6       86.5:      17.4       13.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        47         25         30         49         51        117         97:
Old  :       151:        49         27         23         47         49        111         92:
Other:        65:        11         15         11         26         25         44         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  :                 16.4       27.5       26.2       39.9       12.1       22.3       19.8       31.6
Old  :                 14.2       30.4       23.9       42.3       14.2       26.8       23.9       38.1
Other:                 47.1       50.4       59.4       63.0       45.1       46.8       54.2       57.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, March 15, 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  :     5,652:     2,944      1,822        166        816      2,335      3,926      4,323:     1,726      1,329
Old  :     5,557:     2,947      1,793        149        814      2,313      3,910      4,255:     1,647      1,302
Other:        95:         1         33         13          2         22         16         68:        79         27
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :       257:        69       -427        -50        -72        842        -53        365:       310       -108
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.1       32.2        2.9       14.4       41.3       69.5       76.5:      30.5       23.5
Old  :     100.0:      53.0       32.3        2.7       14.6       41.6       70.4       76.6:      29.6       23.4
Other:     100.0:       1.1       34.7       13.7        2.1       23.2       16.8       71.6:      83.2       28.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12         11          3          6          9         20         21:
Old  :        33:        12         11          2          5          8         18         20:
Other:         8:         1          3          1          1          4          2          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  :                 40.3       33.0       53.9       54.7       40.3       28.6       50.9       46.3
Old  :                 41.0       33.5       54.8       55.3       41.0       29.0       51.8       46.8
Other:                 16.8       58.9       16.8       71.6        1.1       48.4        1.1       55.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, March 15, 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  :   321,552:   104,568     71,833      2,291    160,808    137,654    267,667    211,778:    53,885    109,774
Old  :   321,552:   104,568     71,833      2,291    160,808    137,654    267,667    211,778:    53,885    109,774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -6,950:    -7,552      2,527       -605      4,085    -11,877     -4,072     -9,955:    -2,878      3,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       22.3        0.7       50.0       42.8       83.2       65.9:      16.8       34.1
Old  :     100.0:      32.5       22.3        0.7       50.0       42.8       83.2       65.9:      16.8       34.1
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  :        98:        16         25          3         40         42         56         70:
Old  :        98:        16         25          3         40         42         56         70:
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       17.0       41.0       25.7       29.0       15.7       38.8       24.1
Old  :                 29.4       17.0       41.0       25.7       29.0       15.7       38.8       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, March 15, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,056,927:   414,331    561,385     63,036  1,383,310    874,417  1,860,677  1,498,838:   196,250    558,089
Old  : 2,056,927:   414,331    561,385     63,036  1,383,310    874,417  1,860,677  1,498,838:   196,250    558,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :   119,611:    20,985     57,896     -5,630     72,746     14,040     88,101     66,306:    31,510     53,305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       27.3        3.1       67.3       42.5       90.5       72.9:       9.5       27.1
Old  :     100.0:      20.1       27.3        3.1       67.3       42.5       90.5       72.9:       9.5       27.1
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  :       276:        48         74         33         84        133        149        223:
Old  :       276:        48         74         33         84        133        149        223:
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  :                 37.8       14.0       58.1       21.1       36.2       13.2       53.6       19.5
Old  :                 37.8       14.0       58.1       21.1       36.2       13.2       53.6       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 15, 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  : 1,388,906:   214,869    366,761     34,037  1,003,253    649,372  1,252,159  1,050,170:   136,747    338,736
Old  : 1,388,906:   214,869    366,761     34,037  1,003,253    649,372  1,252,159  1,050,170:   136,747    338,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    56,976:    -4,058     50,916    -29,159     95,862     60,892     62,645     82,649:    -5,669    -25,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       26.4        2.5       72.2       46.8       90.2       75.6:       9.8       24.4
Old  :     100.0:      15.5       26.4        2.5       72.2       46.8       90.2       75.6:       9.8       24.4
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  :       196:        31         60         30         60         89        110        160:
Old  :       196:        31         60         30         60         89        110        160:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       16.2       47.1       25.6       27.1       11.9       39.8       19.4
Old  :                 33.9       16.2       47.1       25.6       27.1       11.9       39.8       19.4
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 15, 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  :   489,661:   225,997     46,146     49,881    175,784    358,038    451,662    454,065:    37,999     35,596
Old  :   489,661:   225,997     46,146     49,881    175,784    358,038    451,662    454,065:    37,999     35,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    52,714:    33,872      4,312     -5,734     21,199     51,976     49,337     50,554:     3,377      2,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.2        9.4       10.2       35.9       73.1       92.2       92.7:       7.8        7.3
Old  :     100.0:      46.2        9.4       10.2       35.9       73.1       92.2       92.7:       7.8        7.3
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  :        98:        30         15         25         42         44         79         77:
Old  :        98:        30         15         25         42         44         79         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  :                 45.1       41.3       57.0       52.4       39.8       41.0       50.6       50.9
Old  :                 45.1       41.3       57.0       52.4       39.8       41.0       50.6       50.9
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 15, 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  :    63,337:    14,602      3,648      2,487     36,785     43,488     53,874     49,623:     9,463     13,714
Old  :    63,337:    14,602      3,648      2,487     36,785     43,488     53,874     49,623:     9,463     13,714
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :     8,060:    -2,062      1,180      1,716     13,479        884     13,133      3,780:    -5,073      4,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        5.8        3.9       58.1       68.7       85.1       78.3:      14.9       21.7
Old  :     100.0:      23.1        5.8        3.9       58.1       68.7       85.1       78.3:      14.9       21.7
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  :        72:        24         16         11         24         20         55         40:
Old  :        72:        24         16         11         24         20         55         40:
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  :                 32.5       50.9       48.2       62.8       31.7       50.9       42.7       58.2
Old  :                 32.5       50.9       48.2       62.8       31.7       50.9       42.7       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, March 15, 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  :    70,189:    11,623     27,538      3,818     34,063     27,250     49,504     58,606:    20,685     11,583
Old  :    70,189:    11,623     27,538      3,818     34,063     27,250     49,504     58,606:    20,685     11,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -4,423:     1,351     -1,893      2,849    -20,459      6,943    -16,259      7,899:    11,836    -12,322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       39.2        5.4       48.5       38.8       70.5       83.5:      29.5       16.5
Old  :     100.0:      16.6       39.2        5.4       48.5       38.8       70.5       83.5:      29.5       16.5
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  :        71:        23         21         23         21         19         55         52:
Old  :        71:        23         21         23         21         19         55         52:
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  :                 32.4       49.1       43.7       59.1       26.4       47.7       35.8       55.3
Old  :                 32.4       49.1       43.7       59.1       26.4       47.7       35.8       55.3
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 15, 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  :    36,501:     4,073      6,876      1,111     31,221     27,304     36,405     35,291:        96      1,210
Old  :    36,501:     4,073      6,876      1,111     31,221     27,304     36,405     35,291:        96      1,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -2,198:    -2,251       -103          0        839     -1,495     -1,412     -1,598:      -786       -600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       18.8        3.0       85.5       74.8       99.7       96.7:       0.3        3.3
Old  :     100.0:      11.2       18.8        3.0       85.5       74.8       99.7       96.7:       0.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         4         22          4         18         20         25         43:
Old  :        59:         4         22          4         18         20         25         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       47.9       74.2       65.2       47.1       47.4       74.1       64.7
Old  :                 47.1       47.9       74.2       65.2       47.1       47.4       74.1       64.7
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 15, 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  :    14,038:         0      3,010          0     14,037     10,916     14,037     13,926:         1        112
Old  :    14,038:         0      3,010          0     14,037     10,916     14,037     13,926:         1        112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 8, 2005                        :
     :    -3,142:    -5,726         14          0      2,677     -3,080     -3,049     -3,066:       -93        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.4        0.0      100.0       77.8      100.0       99.2:       0.0        0.8
Old  :     100.0:       0.0       21.4        0.0      100.0       77.8      100.0       99.2:       0.0        0.8
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  :        25:         0         10          0          5         10          5         20:
Old  :        25:         0         10          0          5         10          5         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  :                 97.9       73.2      100.0       84.4       97.9       73.2      100.0       84.4
Old  :                 97.9       73.2      100.0       84.4       97.9       73.2      100.0       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 18, 2005