WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, April 5, 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  :   213,540:    42,429     40,255     19,717    120,593    114,873    182,739    174,845:    30,801     38,695
Old  :   108,014:    26,114     31,215      1,131     63,722     57,728     90,967     90,074:    17,047     17,940
Other:   105,526:    29,033     21,758      5,868     56,871     57,145     91,772     84,771:    13,754     20,755
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -11,668:   -13,215     -5,866        204     -2,487    -10,100    -15,498    -15,762:     3,830      4,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       18.9        9.2       56.5       53.8       85.6       81.9:      14.4       18.1
Old  :     100.0:      24.2       28.9        1.0       59.0       53.4       84.2       83.4:      15.8       16.6
Other:     100.0:      27.5       20.6        5.6       53.9       54.2       87.0       80.3:      13.0       19.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:        58         68         53         45         51        141        145:
Old  :       164:        48         60          3         23         36         73         97:
Other:       155:        46         48         26         35         46         94        110:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       36.6       46.0       42.4       31.0       35.2       45.4       40.4
Old  :                 39.0       35.0       55.7       44.6       39.0       35.0       55.7       44.6
Other:                 36.1       40.4       47.7       46.5       35.4       37.5       46.0       43.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 5, 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  :   678,519:   107,584     93,084     44,526    408,035    330,125    560,145    467,735:   118,374    210,784
Old  :   503,528:    95,651     96,929     23,780    294,650    249,143    414,081    369,852:    89,447    133,676
Other:   174,991:    30,190     14,412      2,489    113,385     80,982    146,064     97,883:    28,927     77,108
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    11,034:    -6,670     12,627      9,879      3,943    -19,107      7,152      3,399:     3,882      7,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       13.7        6.6       60.1       48.7       82.6       68.9:      17.4       31.1
Old  :     100.0:      19.0       19.2        4.7       58.5       49.5       82.2       73.5:      17.8       26.5
Other:     100.0:      17.3        8.2        1.4       64.8       46.3       83.5       55.9:      16.5       44.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       124         79         82        173        191        337        327:
Old  :       439:       120         85         58        144        173        293        294:
Other:       298:        55         51         18         91        157        158        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       15.6       29.4       21.2       17.1        9.4       27.1       14.3
Old  :                 21.2       19.5       34.1       25.5       21.2       16.1       32.4       21.9
Other:                 40.4        8.9       48.7       15.6       37.9        8.0       46.1       13.7
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 5, 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  :     7,727:     2,692        131         27        783      6,392      3,502      6,550:     4,225      1,177
Old  :     4,530:     1,721         70          0        310      3,887      2,031      3,957:     2,499        573
Other:     3,197:       971         61         27        473      2,505      1,471      2,593:     1,726        604
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       283:       245       -666        -29        -54      1,152        162        457:       121       -174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        1.7        0.3       10.1       82.7       45.3       84.8:      54.7       15.2
Old  :     100.0:      38.0        1.5        0.0        6.8       85.8       44.8       87.4:      55.2       12.6
Other:     100.0:      30.4        1.9        0.8       14.8       78.4       46.0       81.1:      54.0       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          2          3          8         16         23         19:
Old  :        29:        10          2          0          3         14         13         16:
Other:        27:         8          2          3          7         13         17         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.6       45.7       34.4       62.8       25.6       44.9       33.8       61.4
Old  :                 33.4       49.5       40.7       73.1       33.4       49.5       40.7       73.1
Other:                 34.1       48.2       40.5       66.9       33.6       47.4       39.1       64.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, April 5, 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  :   281,916:    52,451     43,780     24,322    157,699    123,439    234,472    191,541:    47,444     90,375
Old  :   222,983:    45,568     46,634     13,324    129,339    101,860    188,231    161,818:    34,752     61,165
Other:    58,933:    15,574      5,837      2,307     28,360     21,579     46,241     29,723:    12,692     29,210
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -16,054:    -5,752       -306      1,495     -9,352    -13,074    -13,609    -11,885:    -2,445     -4,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       15.5        8.6       55.9       43.8       83.2       67.9:      16.8       32.1
Old  :     100.0:      20.4       20.9        6.0       58.0       45.7       84.4       72.6:      15.6       27.4
Other:     100.0:      26.4        9.9        3.9       48.1       36.6       78.5       50.4:      21.5       49.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       350:       100        106         90         85        105        249        253:
Old  :       342:        92        117         69         71        102        213        244:
Other:       183:        63         34         16         43         62        112        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       13.8       36.8       20.9       24.0       11.3       35.1       17.5
Old  :                 28.0       16.1       42.4       24.1       27.8       14.8       40.4       21.9
Other:                 25.8       12.6       37.2       20.9       25.0       11.7       35.5       19.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, April 5, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,487:    12,310      3,315        669        212        870     13,191      4,854:     3,296     11,633
Old  :     8,366:     5,192      2,681        494        202        495      5,888      3,670:     2,478      4,696
Other:     8,121:     7,277        793         16         10        375      7,303      1,184:       818      6,937
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -266:      -647       -317        253       -100          5       -494        -59:       228       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7       20.1        4.1        1.3        5.3       80.0       29.4:      20.0       70.6
Old  :     100.0:      62.1       32.0        5.9        2.4        5.9       70.4       43.9:      29.6       56.1
Other:     100.0:      89.6        9.8        0.2        0.1        4.6       89.9       14.6:      10.1       85.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          7          7          2          3         19         14:
Old  :        24:        13          8          7          2          2         19         13:
Other:        14:         7          5          3          1          2          9          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  :                 55.8       17.9       69.4       25.0       55.8       15.6       68.8       22.6
Old  :                 44.5       28.4       58.9       40.3       44.4       28.4       56.6       35.3
Other:                 80.3       14.0       89.9       14.6       80.2       13.9       89.6       14.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, April 5, 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  :   152,399:    31,016     13,583     18,573     73,484    107,299    123,073    139,455:    29,326     12,944
Old  :   124,398:    29,321     14,517     12,016     59,193     86,450    100,530    112,983:    23,868     11,415
Other:    28,001:     3,976      1,347      4,276     14,291     20,849     22,543     26,472:     5,458      1,529
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -7,723:    -2,027       -326     -3,214     -2,587     -2,885     -7,828     -6,425:       105     -1,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        8.9       12.2       48.2       70.4       80.8       91.5:      19.2        8.5
Old  :     100.0:      23.6       11.7        9.7       47.6       69.5       80.8       90.8:      19.2        9.2
Other:     100.0:      14.2        4.8       15.3       51.0       74.5       80.5       94.5:      19.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        42         28         33         44         42        110         89:
Old  :       135:        44         29         31         40         42        103         89:
Other:        55:        10         12         11         21         19         37         36:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       38.3       30.2       51.1       20.0       35.8       29.1       44.8
Old  :                 21.2       36.2       31.2       49.8       21.2       34.4       30.1       44.0
Other:                 44.4       58.7       56.9       72.7       40.8       52.6       48.2       60.9
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, April 5, 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  :   735,433:    96,681    142,720     21,182    481,571    389,007    599,434    552,909:   135,999    182,524
Old  :   735,433:    96,681    142,720     21,182    481,571    389,007    599,434    552,909:   135,999    182,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -14,066:   -18,486    -14,787     -8,963     -9,288     -5,693    -36,737    -29,443:    22,671     15,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       19.4        2.9       65.5       52.9       81.5       75.2:      18.5       24.8
Old  :     100.0:      13.1       19.4        2.9       65.5       52.9       81.5       75.2:      18.5       24.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        38         29         21         57         77        108        116:
Old  :       167:        38         29         21         57         77        108        116:
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       17.2       38.8       30.3       21.0       15.7       28.8       25.1
Old  :                 29.4       17.2       38.8       30.3       21.0       15.7       28.8       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, April 5, 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  :   127,264:    24,714     17,246     12,953     60,350     76,055     98,017    106,254:    29,247     21,010
Old  :    99,483:    24,396     17,773      7,626     42,896     55,906     74,918     81,305:    24,565     18,178
Other:    27,781:     1,869      1,024      3,776     17,454     20,149     23,099     24,949:     4,682      2,832
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    -9,169:    -6,412     -1,978     -2,420       -674     -5,562     -9,506     -9,960:       337        791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       13.6       10.2       47.4       59.8       77.0       83.5:      23.0       16.5
Old  :     100.0:      24.5       17.9        7.7       43.1       56.2       75.3       81.7:      24.7       18.3
Other:     100.0:       6.7        3.7       13.6       62.8       72.5       83.1       89.8:      16.9       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        38         25         36         51         49        115         98:
Old  :       140:        42         27         26         47         47        104         92:
Other:        68:        12         15         15         31         24         53         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  :                 18.0       27.0       27.4       38.6       12.3       19.3       19.4       28.5
Old  :                 13.9       25.5       24.2       35.5       12.2       22.7       18.9       29.4
Other:                 43.6       55.8       53.7       68.1       41.0       55.3       50.1       63.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, April 5, 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  :     6,836:     3,355      1,876        968        702      2,669      5,025      5,513:     1,811      1,323
Old  :     6,658:     3,337      1,823        934        630      2,618      4,901      5,375:     1,757      1,283
Other:       178:        26         61         26         72         51        124        138:        54         40
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :       840:        90         -5        810        -90       -136        810        669:        30        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.1       27.4       14.2       10.3       39.0       73.5       80.6:      26.5       19.4
Old  :     100.0:      50.1       27.4       14.0        9.5       39.3       73.6       80.7:      26.4       19.3
Other:     100.0:      14.6       34.3       14.6       40.4       28.7       69.7       77.5:      30.3       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        16         13          9          7         10         28         28:
Old  :        41:        16         14          7          5         10         24         28:
Other:        15:         5          4          3          3          4         10          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  :                 36.8       32.2       53.8       51.5       35.7       29.0       45.3       45.0
Old  :                 37.7       32.7       54.9       52.0       36.6       29.4       46.4       45.6
Other:                 55.6       67.4       67.4       76.4       50.6       52.8       53.9       61.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, April 5, 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  :   313,417:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,518    106,955
Old  :   313,417:   102,991     64,478          6    151,902    141,978    254,899    206,462:    58,518    106,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -18,159:   -11,451    -14,750       -139    -12,475     -3,708    -24,065    -18,597:     5,906        438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       20.6        0.0       48.5       45.3       81.3       65.9:      18.7       34.1
Old  :     100.0:      32.9       20.6        0.0       48.5       45.3       81.3       65.9:      18.7       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  :       101:        19         25          1         38         42         58         67:
Old  :       101:        19         25          1         38         42         58         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       19.5       43.0       28.9       30.2       17.8       43.0       26.9
Old  :                 30.2       19.5       43.0       28.9       30.2       17.8       43.0       26.9
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, April 5, 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  : 1,986,875:   340,979    542,574     74,894  1,383,775    881,234  1,799,648  1,498,702:   187,227    488,173
Old  : 1,986,875:   340,979    542,574     74,894  1,383,775    881,234  1,799,648  1,498,702:   187,227    488,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :  -100,725:   -95,592   -108,227      1,911    -26,522     -3,859   -120,203   -110,175:    19,478      9,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       27.3        3.8       69.6       44.4       90.6       75.4:       9.4       24.6
Old  :     100.0:      17.2       27.3        3.8       69.6       44.4       90.6       75.4:       9.4       24.6
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  :       248:        37         74         38         78        117        135        209:
Old  :       248:        37         74         38         78        117        135        209:
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  :                 45.7       13.5       61.0       22.0       43.9       12.5       57.2       19.7
Old  :                 45.7       13.5       61.0       22.0       43.9       12.5       57.2       19.7
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, April 5, 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  : 1,386,332:   178,243    354,769     32,966  1,030,269    680,195  1,241,478  1,067,930:   144,854    318,402
Old  : 1,386,332:   178,243    354,769     32,966  1,030,269    680,195  1,241,478  1,067,930:   144,854    318,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :    19,732:   -41,655     17,032     -4,767     59,225     42,701     12,803     54,966:     6,929    -35,234
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       25.6        2.4       74.3       49.1       89.6       77.0:      10.4       23.0
Old  :     100.0:      12.9       25.6        2.4       74.3       49.1       89.6       77.0:      10.4       23.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        34         51         19         63         77        107        137:
Old  :       184:        34         51         19         63         77        107        137:
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       19.7       49.2       29.5       29.6       13.9       39.4       22.4
Old  :                 38.6       19.7       49.2       29.5       29.6       13.9       39.4       22.4
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, April 5, 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  :   443,838:   178,355     26,457     57,020    173,868    328,514    409,243    411,991:    34,595     31,847
Old  :   443,838:   178,355     26,457     57,020    173,868    328,514    409,243    411,991:    34,595     31,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :   -60,299:   -23,082    -13,446      4,891    -36,385    -47,999    -54,576    -56,554:    -5,723     -3,745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        6.0       12.8       39.2       74.0       92.2       92.8:       7.8        7.2
Old  :     100.0:      40.2        6.0       12.8       39.2       74.0       92.2       92.8:       7.8        7.2
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  :       103:        36         10         27         44         50         85         83:
Old  :       103:        36         10         27         44         50         85         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       35.7       47.1       47.7       28.3       33.8       36.6       42.7
Old  :                 36.7       35.7       47.1       47.7       28.3       33.8       36.6       42.7
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, April 5, 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  :    38,218:     9,412     10,806          0     20,357     20,793     29,769     31,599:     8,449      6,619
Old  :    38,218:     9,412     10,806          0     20,357     20,793     29,769     31,599:     8,449      6,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -112:      -333      4,654          0         65     -5,558       -268       -904:       156        792
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       28.3        0.0       53.3       54.4       77.9       82.7:      22.1       17.3
Old  :     100.0:      24.6       28.3        0.0       53.3       54.4       77.9       82.7:      22.1       17.3
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  :        54:        17         11          0         18         10         35         21:
Old  :        54:        17         11          0         18         10         35         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       62.0       51.2       72.2       36.8       62.0       51.2       72.2
Old  :                 36.8       62.0       51.2       72.2       36.8       62.0       51.2       72.2
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, April 5, 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  :    40,314:    12,875     17,027        374     15,297     12,406     28,546     29,807:    11,768     10,507
Old  :    40,314:    12,875     17,027        374     15,297     12,406     28,546     29,807:    11,768     10,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :     8,617:     1,377      7,588        -68      5,845     -2,348      7,154      5,172:     1,463      3,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9       42.2        0.9       37.9       30.8       70.8       73.9:      29.2       26.1
Old  :     100.0:      31.9       42.2        0.9       37.9       30.8       70.8       73.9:      29.2       26.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        27         17          3         12         11         41         29:
Old  :        65:        27         17          3         12         11         41         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  :                 32.2       42.1       44.1       55.4       32.2       42.1       44.1       55.4
Old  :                 32.2       42.1       44.1       55.4       32.2       42.1       44.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, April 5, 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  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Old  :    33,800:     4,219      6,077      1,046     28,426     25,160     33,691     32,283:       109      1,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -568:       -24       -786          0       -495        468       -519       -318:       -49       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
Old  :     100.0:      12.5       18.0        3.1       84.1       74.4       99.7       95.5:       0.3        4.5
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  :        60:         5         22          4         20         19         28         42:
Old  :        60:         5         22          4         20         19         28         42:
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  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
Old  :                 43.8       45.3       71.0       64.4       43.8       44.7       70.9       63.9
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, April 5, 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  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Old  :    12,587:         0      1,992          0     12,586     10,182     12,586     12,174:         1        413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 29, 2005                       :
     :      -396:         0       -212          0       -252       -484       -252       -696:      -144        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        3.3
Old  :     100.0:       0.0       15.8        0.0      100.0       80.9      100.0       96.7:       0.0        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  :        22:         0          9          0          5          8          5         17:
Old  :        22:         0          9          0          5          8          5         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Old  :                 98.9       73.9      100.0       84.9       98.9       73.9      100.0       84.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 8, 2005