WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, March 22, 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  :   227,257:    61,877     46,094     18,417    120,350    126,097    200,644    190,608:    26,613     36,649
Old  :   140,789:    46,481     38,280      1,555     77,254     84,994    125,290    124,829:    15,499     15,960
Other:    86,468:    26,731     19,149      5,527     43,096     41,103     75,354     65,779:    11,114     20,689
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    12,104:     2,457      1,317      3,000      9,741      6,810     15,198     11,127:    -3,094        977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       20.3        8.1       53.0       55.5       88.3       83.9:      11.7       16.1
Old  :     100.0:      33.0       27.2        1.1       54.9       60.4       89.0       88.7:      11.0       11.3
Other:     100.0:      30.9       22.1        6.4       49.8       47.5       87.1       76.1:      12.9       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        75         77         51         37         54        154        149:
Old  :       195:        65         74          3         19         41         85        117:
Other:       150:        47         43         23         31         45         93        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       37.7       42.7       44.2       27.9       36.6       41.8       42.6
Old  :                 35.0       43.5       49.5       51.9       35.0       43.5       49.5       51.9
Other:                 37.4       30.5       47.9       38.5       35.5       27.7       43.6       35.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 22, 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  :   676,579:   119,921     70,903     35,734    405,743    364,059    561,398    470,696:   115,181    205,883
Old  :   513,207:   110,323     71,254     18,185    293,468    292,526    421,976    381,965:    91,231    131,242
Other:   163,372:    24,419     14,470      2,728    112,275     71,533    139,422     88,731:    23,950     74,641
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,491:    -9,118     -8,793     -1,337      9,333      1,532     -1,122     -8,598:    -6,369      1,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       10.5        5.3       60.0       53.8       83.0       69.6:      17.0       30.4
Old  :     100.0:      21.5       13.9        3.5       57.2       57.0       82.2       74.4:      17.8       25.6
Other:     100.0:      14.9        8.9        1.7       68.7       43.8       85.3       54.3:      14.7       45.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       124         79         76        175        198        343        322:
Old  :       447:       125         83         55        142        180        295        292:
Other:       301:        52         49         20         90        161        158        215:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       18.7       29.2       23.8       17.1       12.9       27.3       17.1
Old  :                 21.0       23.0       33.6       28.0       21.0       19.4       31.9       24.0
Other:                 43.9        8.3       52.4       15.4       41.9        8.2       50.4       14.4
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 22, 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  :     7,163:     2,245        782          4        939      4,989      3,188      5,775:     3,975      1,388
Old  :     5,544:     2,019        690          0        797      3,952      2,816      4,642:     2,728        902
Other:     1,619:       229         95          1        142      1,037        372      1,133:     1,247        486
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -326:       -95         38         -1         28       -360        -68       -323:      -258         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       10.9        0.1       13.1       69.6       44.5       80.6:      55.5       19.4
Old  :     100.0:      36.4       12.4        0.0       14.4       71.3       50.8       83.7:      49.2       16.3
Other:     100.0:      14.1        5.9        0.1        8.8       64.1       23.0       70.0:      77.0       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          5          2          9         14         23         20:
Old  :        33:        12          5          0          6         12         18         17:
Other:        22:         7          2          1          6         11         14         13:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       41.2       31.5       57.7       24.0       39.1       30.8       55.7
Old  :                 30.4       47.0       39.7       65.5       30.4       44.4       38.2       62.9
Other:                 13.0       50.3       20.8       66.6       12.4       50.0       19.5       66.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, March 22, 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  :   304,258:    65,696     48,054     21,667    168,604    139,161    255,967    208,882:    48,291     95,376
Old  :   249,398:    61,456     51,323     11,752    139,674    119,368    212,882    182,443:    36,516     66,955
Other:    54,860:    11,675      4,166      2,480     28,930     19,793     43,085     26,439:    11,775     28,421
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -3,948:    -1,366     -9,629      4,169     -2,712      3,307         91     -2,153:    -4,039     -1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       15.8        7.1       55.4       45.7       84.1       68.7:      15.9       31.3
Old  :     100.0:      24.6       20.6        4.7       56.0       47.9       85.4       73.2:      14.6       26.8
Other:     100.0:      21.3        7.6        4.5       52.7       36.1       78.5       48.2:      21.5       51.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       105        106         88         86        106        258        251:
Old  :       356:        99        123         64         71        102        220        242:
Other:       180:        63         29         20         44         64        113        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.7       14.4       38.0       23.0       24.7       12.2       34.5       18.7
Old  :                 29.7       16.9       42.2       27.2       27.1       15.6       38.1       22.6
Other:                 28.9       11.3       40.8       19.7       28.2       10.1       39.1       17.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,264:    14,005      4,266        313        312        863     14,630      5,442:     2,634     11,822
Old  :     9,350:     6,918      3,595        226        302        499      7,446      4,320:     1,904      5,030
Other:     7,914:     7,158        742         16         10        364      7,184      1,122:       730      6,792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       156:       908        113        116       -176         15        848        244:      -692        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       24.7        1.8        1.8        5.0       84.7       31.5:      15.3       68.5
Old  :     100.0:      74.0       38.4        2.4        3.2        5.3       79.6       46.2:      20.4       53.8
Other:     100.0:      90.4        9.4        0.2        0.1        4.6       90.8       14.2:       9.2       85.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          8         10          2          3         23         16:
Old  :        27:        14          9          4          2          2         19         13:
Other:        17:        10          5          3          1          2         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  :                 58.6       18.7       71.7       26.3       58.5       18.6       71.5       26.0
Old  :                 49.9       28.5       63.5       41.1       49.9       28.5       63.2       41.0
Other:                 80.4       13.3       90.5       14.2       80.3       13.1       90.3       13.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, March 22, 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  :   163,125:    34,676     13,884     21,488     78,944    113,935    135,108    149,307:    28,017     13,818
Old  :   135,043:    33,518     15,856     13,644     64,945     93,519    112,107    123,019:    22,936     12,024
Other:    28,082:     4,851      1,721      4,151     13,999     20,416     23,001     26,288:     5,081      1,794
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,563:    -3,813        389     -2,690      3,304     -3,808     -3,199     -6,109:    -3,364       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        8.5       13.2       48.4       69.8       82.8       91.5:      17.2        8.5
Old  :     100.0:      24.8       11.7       10.1       48.1       69.3       83.0       91.1:      17.0        8.9
Other:     100.0:      17.3        6.1       14.8       49.9       72.7       81.9       93.6:      18.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        46         27         35         42         42        108         94:
Old  :       139:        47         31         31         40         42        102         94:
Other:        50:         9         13         12         19         16         36         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  :                 19.0       40.7       29.7       53.0       19.0       37.9       28.4       48.2
Old  :                 19.5       38.9       30.5       52.1       19.5       38.3       29.5       48.0
Other:                 45.9       59.2       58.7       73.2       42.9       51.8       51.7       60.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, March 22, 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  :   741,488:   115,751    152,006     31,001    478,248    391,909    625,000    574,916:   116,488    166,572
Old  :   741,488:   115,751    152,006     31,001    478,248    391,909    625,000    574,916:   116,488    166,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -14,004:   -11,880        371     -6,313      9,696     -4,179     -8,497    -10,121:    -5,507     -3,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.5        4.2       64.5       52.9       84.3       77.5:      15.7       22.5
Old  :     100.0:      15.6       20.5        4.2       64.5       52.9       84.3       77.5:      15.7       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       176:        40         37         29         64         75        116        131:
Old  :       176:        40         37         29         64         75        116        131:
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  :                 24.0       16.6       33.9       28.5       17.0       15.4       23.1       23.0
Old  :                 24.0       16.6       33.9       28.5       17.0       15.4       23.1       23.0
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 22, 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  :   141,686:    35,185     20,143     16,605     60,817     84,636    112,607    121,384:    29,079     20,302
Old  :   114,860:    34,077     20,140     11,326     44,717     66,510     90,120     97,976:    24,740     16,884
Other:    26,826:     2,677      1,572      3,710     16,100     18,126     22,487     23,408:     4,339      3,418
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -9,927:    -1,881      1,322        896     -6,260    -11,771     -7,245     -9,553:    -2,682       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       14.2       11.7       42.9       59.7       79.5       85.7:      20.5       14.3
Old  :     100.0:      29.7       17.5        9.9       38.9       57.9       78.5       85.3:      21.5       14.7
Other:     100.0:      10.0        5.9       13.8       60.0       67.6       83.8       87.3:      16.2       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        48         29         36         49         48        123        102:
Old  :       156:        53         30         29         47         47        116         99:
Other:        65:        14         14         14         27         23         49         43:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       26.7       26.5       40.1       12.3       22.1       19.2       30.9
Old  :                 13.8       28.9       24.2       39.2       13.1       26.0       21.0       34.8
Other:                 46.2       52.5       58.5       66.6       43.6       52.0       52.7       60.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, March 22, 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  :     5,816:     3,020      1,873        147        872      2,634      4,039      4,654:     1,777      1,162
Old  :     5,685:     3,024      1,825        123        850      2,603      3,997      4,551:     1,688      1,134
Other:       131:         0         52         20         22         31         42        103:        89         28
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       164:        76         51        -19         56        299        113        331:        51       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       32.2        2.5       15.0       45.3       69.4       80.0:      30.6       20.0
Old  :     100.0:      53.2       32.1        2.2       15.0       45.8       70.3       80.1:      29.7       19.9
Other:     100.0:       0.0       39.7       15.3       16.8       23.7       32.1       78.6:      67.9       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        11         12          5          7         11         23         24:
Old  :        37:        12         12          4          6         11         21         24:
Other:         9:         0          4          2          2          4          4          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  :                 41.7       34.7       54.2       56.3       41.7       30.7       52.4       49.3
Old  :                 42.6       35.5       55.4       57.1       42.6       31.4       53.6       50.1
Other:                 32.1       65.6       32.1       78.6       15.3       48.9       15.3       61.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, March 22, 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  :   330,524:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,849    106,752
Old  :   330,524:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,849    106,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     8,972:    10,735      3,706     -1,422     -4,305      9,710      5,008     11,994:     3,964     -3,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
Old  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
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  :       104:        17         29          3         38         45         56         76:
Old  :       104:        17         29          3         38         45         56         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       16.9       41.2       26.1       29.4       15.5       40.3       24.7
Old  :                 29.8       16.9       41.2       26.1       29.4       15.5       40.3       24.7
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 22, 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  : 2,119,182:   428,369    647,754     60,901  1,440,222    864,011  1,929,492  1,572,666:   189,690    546,516
Old  : 2,119,182:   428,369    647,754     60,901  1,440,222    864,011  1,929,492  1,572,666:   189,690    546,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    62,255:    14,038     86,369     -2,135     56,912    -10,406     68,815     73,828:    -6,560    -11,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       30.6        2.9       68.0       40.8       91.0       74.2:       9.0       25.8
Old  :     100.0:      20.2       30.6        2.9       68.0       40.8       91.0       74.2:       9.0       25.8
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  :       281:        39         89         37         81        132        139        239:
Old  :       281:        39         89         37         81        132        139        239:
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  :                 40.3       14.1       60.7       22.4       39.1       13.7       57.5       20.9
Old  :                 40.3       14.1       60.7       22.4       39.1       13.7       57.5       20.9
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 22, 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  : 1,322,955:   212,996    327,769     29,908    932,369    604,488  1,175,273    962,165:   147,682    360,790
Old  : 1,322,955:   212,996    327,769     29,908    932,369    604,488  1,175,273    962,165:   147,682    360,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -65,951:    -1,873    -38,992     -4,129    -70,884    -44,884    -76,886    -88,005:    10,935     22,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.8        2.3       70.5       45.7       88.8       72.7:      11.2       27.3
Old  :     100.0:      16.1       24.8        2.3       70.5       45.7       88.8       72.7:      11.2       27.3
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  :       189:        30         62         27         55         78        103        149:
Old  :       189:        30         62         27         55         78        103        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       17.8       45.8       27.2       25.9       13.5       38.1       21.0
Old  :                 33.0       17.8       45.8       27.2       25.9       13.5       38.1       21.0
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 22, 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  :   524,578:   230,539     49,119     45,919    201,909    389,688    478,367    484,726:    46,211     39,852
Old  :   524,578:   230,539     49,119     45,919    201,909    389,688    478,367    484,726:    46,211     39,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    34,917:     4,542      2,973     -3,962     26,125     31,650     26,705     30,661:     8,212      4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        9.4        8.8       38.5       74.3       91.2       92.4:       8.8        7.6
Old  :     100.0:      43.9        9.4        8.8       38.5       74.3       91.2       92.4:       8.8        7.6
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  :       106:        37         12         27         47         45         90         79:
Old  :       106:        37         12         27         47         45         90         79:
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  :                 38.6       43.3       53.1       55.6       35.2       43.3       47.2       54.2
Old  :                 38.6       43.3       53.1       55.6       35.2       43.3       47.2       54.2
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 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    38,488:    10,008      5,153          0     21,239     26,291     31,247     31,444:     7,241      7,044
Old  :    38,488:    10,008      5,153          0     21,239     26,291     31,247     31,444:     7,241      7,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -24,849:    -4,594      1,505     -2,487    -15,546    -17,197    -22,627    -18,179:    -2,222     -6,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.4        0.0       55.2       68.3       81.2       81.7:      18.8       18.3
Old  :     100.0:      26.0       13.4        0.0       55.2       68.3       81.2       81.7:      18.8       18.3
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  :        55:        20          9          0         17         10         37         19:
Old  :        55:        20          9          0         17         10         37         19:
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  :                 37.7       63.2       52.3       72.7       37.7       63.2       52.3       72.5
Old  :                 37.7       63.2       52.3       72.7       37.7       63.2       52.3       72.5
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 22, 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  :    30,878:    10,296      7,461        544      8,238     16,955     19,078     24,960:    11,800      5,918
Old  :    30,878:    10,296      7,461        544      8,238     16,955     19,078     24,960:    11,800      5,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -39,311:    -1,327    -20,077     -3,274    -25,825    -10,295    -30,426    -33,646:    -8,885     -5,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       24.2        1.8       26.7       54.9       61.8       80.8:      38.2       19.2
Old  :     100.0:      33.3       24.2        1.8       26.7       54.9       61.8       80.8:      38.2       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        23         13          2         10         15         34         29:
Old  :        58:        23         13          2         10         15         34         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  :                 24.6       41.7       36.2       53.7       24.6       41.7       36.2       53.6
Old  :                 24.6       41.7       36.2       53.7       24.6       41.7       36.2       53.6
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 22, 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  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Old  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,886:       109       -302        -65     -1,992     -1,731     -1,948     -2,098:        62        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
Old  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
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  :        61:         5         23          4         18         20         26         44:
Old  :        61:         5         23          4         18         20         26         44:
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  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
Old  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
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 22, 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  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Old  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       147:         0       -329          0       -912       -250       -912       -579:     1,059        726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        5.9
Old  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         19:
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  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
Old  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 25, 2005