WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, May 17, 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  :   212,632:    31,086     67,368     15,527    144,320     96,440    190,933    179,335:    21,699     33,297
Old  :   211,790:    31,255     67,366     15,333    143,741     96,252    190,329    178,951:    21,461     32,839
Other:       842:        23        194          2        579        188        604        384:       238        458
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     7,934:    -1,554     12,583      3,036      4,536     -9,358      6,018      6,261:     1,916      1,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       31.7        7.3       67.9       45.4       89.8       84.3:      10.2       15.7
Old  :     100.0:      14.8       31.8        7.2       67.9       45.4       89.9       84.5:      10.1       15.5
Other:     100.0:       2.7       23.0        0.2       68.8       22.3       71.7       45.6:      28.3       54.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        51         98         37         42         48        115        166:
Old  :       219:        51         98         36         42         48        114        166:
Other:        25:         2          3          1          3         16          6         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.0       30.2       56.1       37.0       38.6       29.3       55.7       35.2
Old  :                 39.1       30.3       56.3       37.1       38.8       29.5       55.9       35.5
Other:                 71.1       33.1       71.7       39.3       71.1       33.1       71.5       39.3
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 17, 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  :   677,053:   101,287    156,727     41,630    414,245    300,653    557,162    499,010:   119,891    178,043
Old  :   469,113:    80,787    158,076      7,727    300,332    211,806    388,846    377,609:    80,267     91,504
Other:   207,940:    49,280     27,431      5,123    113,913     88,847    168,316    121,401:    39,624     86,539
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -6,337:    -4,447      7,730       -392     -2,305     -7,631     -7,144       -293:       807     -6,044
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       23.1        6.1       61.2       44.4       82.3       73.7:      17.7       26.3
Old  :     100.0:      17.2       33.7        1.6       64.0       45.2       82.9       80.5:      17.1       19.5
Other:     100.0:      23.7       13.2        2.5       54.8       42.7       80.9       58.4:      19.1       41.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       122        112         76        154        158        318        318:
Old  :       436:       115        116         35        125        136        259        269:
Other:       308:        82         49         25         97        136        192        197:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       19.6       32.4       24.1       22.7       17.1       32.2       21.3
Old  :                 30.8       24.8       41.1       29.8       30.8       23.7       41.0       28.4
Other:                 26.9       12.1       34.4       18.1       22.7        6.9       29.5       12.5
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 17, 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  :     7,721:     2,051      1,647         48      1,860      4,108      3,959      5,803:     3,762      1,918
Old  :     7,721:     2,051      1,647         48      1,860      4,108      3,959      5,803:     3,762      1,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -189:       -17         84         13          6       -344          2       -247:      -191         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       21.3        0.6       24.1       53.2       51.3       75.2:      48.7       24.8
Old  :     100.0:      26.6       21.3        0.6       24.1       53.2       51.3       75.2:      48.7       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  :        39:        10         12          4         10         13         23         26:
Old  :        39:        10         12          4         10         13         23         26:
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  :                 21.9       32.1       35.5       47.6       21.9       30.7       32.8       45.8
Old  :                 21.9       32.1       35.5       47.6       21.9       30.7       32.8       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, May 17, 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  :   237,723:    36,976     32,098     27,296    127,073    105,341    191,345    164,735:    46,378     72,988
Old  :   163,161:    27,831     42,435      7,295    101,768     74,714    136,894    124,444:    26,267     38,717
Other:    74,562:    26,459      6,977      2,687     25,305     30,627     54,451     40,291:    20,111     34,271
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -9,627:   -11,864      5,285      2,591      2,769    -14,024     -6,504     -6,148:    -3,123     -3,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       13.5       11.5       53.5       44.3       80.5       69.3:      19.5       30.7
Old  :     100.0:      17.1       26.0        4.5       62.4       45.8       83.9       76.3:      16.1       23.7
Other:     100.0:      35.5        9.4        3.6       33.9       41.1       73.0       54.0:      27.0       46.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        99         75         74         76         88        219        206:
Old  :       285:        77         95         39         56         82        163        189:
Other:       183:        74         22         18         53         60        134         93:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       15.2       38.9       22.7       25.2       14.1       36.4       20.2
Old  :                 36.1       19.3       51.3       26.9       36.1       18.3       49.7       25.4
Other:                 21.1       14.7       30.5       24.2       19.9       14.5       28.3       22.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, May 17, 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  :   125,218:    20,809     19,281     13,161     71,609     77,081    105,579    109,523:    19,639     15,695
Old  :    95,851:    18,631     20,329      6,375     57,143     55,590     82,149     82,294:    13,702     13,557
Other:    29,367:     5,464      2,238      3,500     14,466     21,491     23,430     27,229:     5,937      2,138
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -20,122:   -14,185      7,699     -1,194      1,515    -28,254    -13,864    -21,749:    -6,258      1,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.4       10.5       57.2       61.6       84.3       87.5:      15.7       12.5
Old  :     100.0:      19.4       21.2        6.7       59.6       58.0       85.7       85.9:      14.3       14.1
Other:     100.0:      18.6        7.6       11.9       49.3       73.2       79.8       92.7:      20.2        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        38         26         24         49         40         97         85:
Old  :       126:        33         30         17         46         39         88         79:
Other:        60:        13         11          9         24         22         40         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.3       28.8       38.7       42.7       25.3       26.9       35.8       36.2
Old  :                 30.2       29.3       44.0       42.6       30.2       27.0       41.5       37.2
Other:                 41.1       48.1       52.8       63.0       31.7       38.9       38.3       50.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, May 17, 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  :   760,026:   122,684    134,198     18,117    456,329    444,292    597,130    596,607:   162,896    163,419
Old  :   760,026:   122,684    134,198     18,117    456,329    444,292    597,130    596,607:   162,896    163,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    55,710:    24,945     24,019      4,376     13,876     19,956     43,197     48,351:    12,513      7,359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       17.7        2.4       60.0       58.5       78.6       78.5:      21.4       21.5
Old  :     100.0:      16.1       17.7        2.4       60.0       58.5       78.6       78.5:      21.4       21.5
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  :       180:        39         38         27         65         79        119        130:
Old  :       180:        39         38         27         65         79        119        130:
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  :                 27.5       16.8       35.6       27.2       17.3       11.8       23.2       19.6
Old  :                 27.5       16.8       35.6       27.2       17.3       11.8       23.2       19.6
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, May 17, 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  :   121,722:    21,331     13,476     14,818     57,272     74,252     93,421    102,546:    28,301     19,176
Old  :    83,678:    20,227     12,968      8,151     33,197     47,635     61,575     68,754:    22,103     14,924
Other:    38,044:     4,072      3,476      3,699     24,075     26,617     31,846     33,792:     6,198      4,252
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -7,161:    -7,033        490        -12        468     -6,936     -6,577     -6,458:      -584       -703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       11.1       12.2       47.1       61.0       76.7       84.2:      23.3       15.8
Old  :     100.0:      24.2       15.5        9.7       39.7       56.9       73.6       82.2:      26.4       17.8
Other:     100.0:      10.7        9.1        9.7       63.3       70.0       83.7       88.8:      16.3       11.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        35         30         31         49         54        108        103:
Old  :       137:        39         28         23         44         51         98         92:
Other:        76:        14         16         14         37         25         60         47:
     :----------------------------------------------------------------------------------------------------
     :             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       26.4       28.4       39.3       11.9       19.8       18.8       25.6
Old  :                 15.8       28.3       25.8       36.6       15.2       22.4       23.2       29.3
Other:                 31.3       45.6       47.0       62.5       28.4       44.6       43.4       55.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, May 17, 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  :     7,145:     3,597        758        731        970      4,517      5,298      6,006:     1,847      1,139
Old  :     5,770:     3,392        820        498        458      3,646      4,348      4,964:     1,422        806
Other:     1,375:       403        136         35        512        871        950      1,042:       425        333
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       394:       379        111         68        -26         62        421        241:       -27        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3       10.6       10.2       13.6       63.2       74.1       84.1:      25.9       15.9
Old  :     100.0:      58.8       14.2        8.6        7.9       63.2       75.4       86.0:      24.6       14.0
Other:     100.0:      29.3        9.9        2.5       37.2       63.3       69.1       75.8:      30.9       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         10          8          7         15         29         27:
Old  :        42:        16         10          4          2         15         22         25:
Other:        25:         8          5          4          6          8         17         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.9       43.6       54.4       61.2       38.2       41.2       47.5       54.5
Old  :                 46.4       46.8       61.7       63.3       46.4       46.6       56.0       58.2
Other:                 43.6       51.7       59.2       71.0       36.4       42.7       47.5       55.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, May 17, 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  :   340,731:   113,862     75,242      1,339    163,374    148,824    278,575    225,405:    62,156    115,326
Old  :   340,731:   113,862     75,242      1,339    163,374    148,824    278,575    225,405:    62,156    115,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    10,294:    -1,272     -3,621       -379     11,345      5,220      9,694      1,220:       600      9,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       22.1        0.4       47.9       43.7       81.8       66.2:      18.2       33.8
Old  :     100.0:      33.4       22.1        0.4       47.9       43.7       81.8       66.2:      18.2       33.8
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  :       102:        17         26          2         41         40         59         67:
Old  :       102:        17         26          2         41         40         59         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  :                 31.6       17.3       48.4       26.1       30.8       16.7       46.9       24.9
Old  :                 31.6       17.3       48.4       26.1       30.8       16.7       46.9       24.9
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, May 17, 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  : 2,259,937:   461,284    588,158    178,900  1,364,656  1,062,755  2,004,840  1,829,813:   255,097    430,124
Old  : 2,259,937:   461,284    588,158    178,900  1,364,656  1,062,755  2,004,840  1,829,813:   255,097    430,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   157,848:    90,177     89,853     16,204     36,767     25,142    143,148    131,199:    14,700     26,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       26.0        7.9       60.4       47.0       88.7       81.0:      11.3       19.0
Old  :     100.0:      20.4       26.0        7.9       60.4       47.0       88.7       81.0:      11.3       19.0
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  :       298:        45         93         53         88        141        169        251:
Old  :       298:        45         93         53         88        141        169        251:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       14.1       52.3       23.1       33.4       11.4       43.8       17.2
Old  :                 37.8       14.1       52.3       23.1       33.4       11.4       43.8       17.2
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, May 17, 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  : 1,324,386:   157,777    291,777     81,388    918,094    697,565  1,157,259  1,070,730:   167,127    253,656
Old  : 1,324,386:   157,777    291,777     81,388    918,094    697,565  1,157,259  1,070,730:   167,127    253,656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :   -44,153:     7,972     -8,126     14,993    -81,303    -26,127    -58,338    -19,260:    14,185    -24,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       22.0        6.1       69.3       52.7       87.4       80.8:      12.6       19.2
Old  :     100.0:      11.9       22.0        6.1       69.3       52.7       87.4       80.8:      12.6       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  :       200:        34         55         33         70         89        122        159:
Old  :       200:        34         55         33         70         89        122        159:
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  :                 32.3       20.1       46.3       29.3       25.5       15.5       36.9       23.1
Old  :                 32.3       20.1       46.3       29.3       25.5       15.5       36.9       23.1
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, May 17, 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  :   433,091:   124,709     28,587     81,449    191,672    291,072    397,830    401,108:    35,261     31,983
Old  :   433,091:   124,709     28,587     81,449    191,672    291,072    397,830    401,108:    35,261     31,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :     8,905:    16,588        541     -7,138      2,011     16,543     11,461      9,946:    -2,556     -1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8        6.6       18.8       44.3       67.2       91.9       92.6:       8.1        7.4
Old  :     100.0:      28.8        6.6       18.8       44.3       67.2       91.9       92.6:       8.1        7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        32         18         32         40         50         84         90:
Old  :       107:        32         18         32         40         50         84         90:
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  :                 39.5       44.9       51.9       57.0       17.9       26.5       24.6       34.4
Old  :                 39.5       44.9       51.9       57.0       17.9       26.5       24.6       34.4
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, May 17, 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  :    41,137:    10,790      5,137        393     20,470     27,751     31,653     33,281:     9,484      7,856
Old  :    41,137:    10,790      5,137        393     20,470     27,751     31,653     33,281:     9,484      7,856
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :      -419:       213         32         -4        -97       -639        112       -611:      -531        192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       12.5        1.0       49.8       67.5       76.9       80.9:      23.1       19.1
Old  :     100.0:      26.2       12.5        1.0       49.8       67.5       76.9       80.9:      23.1       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        23         12          3         19         11         43         25:
Old  :        64:        23         12          3         19         11         43         25:
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  :                 33.2       59.0       48.2       68.6       33.2       59.0       48.1       67.6
Old  :                 33.2       59.0       48.2       68.6       33.2       59.0       48.1       67.6
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, May 17, 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  :    65,926:    12,338     31,457        425     40,340     15,548     53,103     47,430:    12,823     18,496
Old  :    65,926:    12,338     31,457        425     40,340     15,548     53,103     47,430:    12,823     18,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :    -1,192:         8      2,800        -74      1,422     -2,142      1,356        584:    -2,548     -1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       47.7        0.6       61.2       23.6       80.5       71.9:      19.5       28.1
Old  :     100.0:      18.7       47.7        0.6       61.2       23.6       80.5       71.9:      19.5       28.1
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  :        72:        19         28          3         17         13         38         42:
Old  :        72:        19         28          3         17         13         38         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  :                 54.0       28.7       64.1       44.3       52.5       28.7       62.4       44.3
Old  :                 54.0       28.7       64.1       44.3       52.5       28.7       62.4       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, May 17, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    38,596:     6,588      7,379      1,046     29,814     28,692     37,448     37,117:     1,148      1,479
Old  :    38,596:     6,588      7,379      1,046     29,814     28,692     37,448     37,117:     1,148      1,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :       840:       541      1,341          0        138       -635        679        706:       161        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       19.1        2.7       77.2       74.3       97.0       96.2:       3.0        3.8
Old  :     100.0:      17.1       19.1        2.7       77.2       74.3       97.0       96.2:       3.0        3.8
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  :        60:         7         23          4         16         18         26         42:
Old  :        60:         7         23          4         16         18         26         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  :                 52.6       43.8       74.5       67.3       52.6       40.5       74.4       64.0
Old  :                 52.6       43.8       74.5       67.3       52.6       40.5       74.4       64.0
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, May 17, 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  :    14,302:         0      1,037          0     14,248     13,184     14,248     14,221:        54         81
Old  :    14,302:         0      1,037          0     14,248     13,184     14,248     14,221:        54         81
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 10, 2005                         :
     :        51:         0         -8          0         60         58         60         50:        -9          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       99.6       92.2       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        7.3        0.0       99.6       92.2       99.6       99.4:       0.4        0.6
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  :        22:         0          7          0          4         11          4         18:
Old  :        22:         0          7          0          4         11          4         18:
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  :                 99.6       80.8       99.6       91.3       99.6       80.8       99.6       91.3
Old  :                 99.6       80.8       99.6       91.3       99.6       80.8       99.6       91.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 20, 2005