WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   309,942:    63,046     25,349     70,475    145,203    171,197    278,724    267,021:    31,218     42,921
Old  :   184,162:    44,885     29,895     26,491     95,356    109,048    166,732    165,434:    17,430     18,728
Other:   125,780:    29,074      6,367     33,070     49,847     62,149    111,991    101,587:    13,788     24,193
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    11,053:     1,873     -4,465      6,592      5,449      7,775     13,914      9,903:    -2,860      1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        8.2       22.7       46.8       55.2       89.9       86.2:      10.1       13.8
Old  :     100.0:      24.4       16.2       14.4       51.8       59.2       90.5       89.8:       9.5       10.2
Other:     100.0:      23.1        5.1       26.3       39.6       49.4       89.0       80.8:      11.0       19.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       244:        87         76         79         48         62        192        169:
Old  :       209:        70         76         45         31         50        131        141:
Other:       165:        72         29         46         40         51        129        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       35.2       36.7       43.3       24.8       33.6       34.9       38.4
Old  :                 32.7       40.4       46.1       48.2       31.2       40.3       44.6       46.7
Other:                 27.5       30.5       37.9       40.1       25.1       25.7       30.5       29.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   827,996:   117,810     66,418    111,364    457,582    415,039    686,756    592,821:   141,240    235,175
Old  :   622,556:   100,037     71,108     76,207    334,793    328,266    511,037    475,581:   111,519    146,975
Other:   205,440:    26,579      4,116     26,351    122,789     86,773    175,719    117,240:    29,721     88,200
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -11,041:   -10,498     -9,572     -1,774     13,612     -1,324      1,340    -12,670:   -12,381      1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        8.0       13.4       55.3       50.1       82.9       71.6:      17.1       28.4
Old  :     100.0:      16.1       11.4       12.2       53.8       52.7       82.1       76.4:      17.9       23.6
Other:     100.0:      12.9        2.0       12.8       59.8       42.2       85.5       57.1:      14.5       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       492:       127         95        117        220        219        415        374:
Old  :       477:       119        105        101        198        205        379        351:
Other:       324:        74         37         52        115        171        209        241:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.1       18.2       25.4       23.0       14.1       10.8       22.6       14.3
Old  :                 17.5       21.3       28.7       25.8       17.5       16.4       26.6       20.1
Other:                 37.0       10.2       44.8       16.2       31.1        6.5       37.3       11.2
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,138:     2,161        741        400      1,028      5,319      3,588      6,460:     4,550      1,678
Old  :     6,034:     2,032        655        160        886      4,186      3,077      5,001:     2,957      1,033
Other:     2,104:       130         87        239        142      1,134        511      1,459:     1,593        645
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -319:       -80         30          6        -56       -449       -130       -414:      -189         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        9.1        4.9       12.6       65.4       44.1       79.4:      55.9       20.6
Old  :     100.0:      33.7       10.9        2.7       14.7       69.4       51.0       82.9:      49.0       17.1
Other:     100.0:       6.2        4.1       11.4        6.7       53.9       24.3       69.4:      75.7       30.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11          7          4         10         14         24         22:
Old  :        33:        12          5          3          7         12         20         19:
Other:        22:         5          4          4          6         11         14         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  :                 21.1       39.6       28.7       54.9       21.1       37.5       27.1       52.7
Old  :                 27.9       46.1       37.4       63.7       27.9       43.7       35.1       60.8
Other:                 13.0       42.8       20.7       58.5        7.7       42.5       11.4       55.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   435,882:    66,718     25,462     97,069    200,528    187,162    364,315    309,693:    71,567    126,190
Old  :   364,296:    62,387     31,259     78,045    168,917    164,919    309,349    274,223:    54,948     90,074
Other:    71,586:    12,636      2,507     10,720     31,611     22,243     54,966     35,470:    16,619     36,116
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -8,736:      -651    -10,663        457       -544      1,844       -739     -8,362:    -7,997       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        5.8       22.3       46.0       42.9       83.6       71.0:      16.4       29.0
Old  :     100.0:      17.1        8.6       21.4       46.4       45.3       84.9       75.3:      15.1       24.7
Other:     100.0:      17.7        3.5       15.0       44.2       31.1       76.8       49.5:      23.2       50.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       394:       132        119        149        110        116        326        306:
Old  :       386:       116        135        129         98        113        295        296:
Other:       192:        73         28         42         55         71        140        130:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       15.5       31.8       24.2       12.7        6.2       19.1       10.2
Old  :                 22.4       17.5       34.1       27.2       15.0        6.9       20.5       11.5
Other:                 23.6       10.7       35.1       18.1       22.3        7.3       31.4       12.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    17,264:    14,005      4,266        313        312        863     14,630      5,442:     2,634     11,822
Old  :     9,350:     6,918      3,595        226        302        499      7,446      4,320:     1,904      5,030
Other:     7,914:     7,158        742         16         10        364      7,184      1,122:       730      6,792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       156:       908        113        116       -176         15        848        244:      -692        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       24.7        1.8        1.8        5.0       84.7       31.5:      15.3       68.5
Old  :     100.0:      74.0       38.4        2.4        3.2        5.3       79.6       46.2:      20.4       53.8
Other:     100.0:      90.4        9.4        0.2        0.1        4.6       90.8       14.2:       9.2       85.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          8         10          2          3         23         16:
Old  :        27:        14          9          4          2          2         19         13:
Other:        17:        10          5          3          1          2         12          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       18.7       71.7       26.3       58.5       18.6       71.5       26.0
Old  :                 49.9       28.5       63.5       41.1       49.9       28.5       63.2       41.0
Other:                 80.4       13.3       90.5       14.2       80.3       13.1       90.3       13.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   182,751:    34,514     11,561     32,039     86,737    124,127    153,290    167,727:    29,460     15,023
Old  :   153,853:    33,256     13,658     23,699     72,564    103,297    129,519    140,653:    24,334     13,200
Other:    28,898:     4,841      1,486      4,757     14,173     20,831     23,771     27,074:     5,126      1,823
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -9,236:    -4,642        283     -4,105      3,092     -4,907     -5,655     -8,729:    -3,580       -507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        6.3       17.5       47.5       67.9       83.9       91.8:      16.1        8.2
Old  :     100.0:      21.6        8.9       15.4       47.2       67.1       84.2       91.4:      15.8        8.6
Other:     100.0:      16.8        5.1       16.5       49.0       72.1       82.3       93.7:      17.7        6.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        48         28         39         44         47        113        102:
Old  :       143:        48         33         35         43         47        108        102:
Other:        50:        11         11         16         19         18         40         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       38.5       28.1       49.7       16.9       34.0       25.4       43.1
Old  :                 17.8       36.4       28.9       48.6       17.1       35.1       26.1       43.8
Other:                 45.2       57.8       57.6       71.4       42.1       50.7       50.6       60.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,010,271:   123,977    159,459    163,689    581,682    484,508    869,349    807,656:   140,923    202,615
Old  : 1,010,271:   123,977    159,459    163,689    581,682    484,508    869,349    807,656:   140,923    202,615
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,354:     1,429     11,441    -16,032     13,510        191     -1,093     -4,400:    -6,262     -2,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       15.8       16.2       57.6       48.0       86.1       79.9:      13.9       20.1
Old  :     100.0:      12.3       15.8       16.2       57.6       48.0       86.1       79.9:      13.9       20.1
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  :       190:        38         49         59         84         86        154        162:
Old  :       190:        38         49         59         84         86        154        162:
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  :                 23.1       14.3       30.7       24.1       16.1       12.1       21.0       18.6
Old  :                 23.1       14.3       30.7       24.1       16.1       12.1       21.0       18.6
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 with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   162,689:    35,223     12,137     29,395     65,555     98,379    130,174    139,910:    32,516     22,779
Old  :   133,561:    34,122     12,418     22,912     48,728     79,073    105,761    114,403:    27,799     19,158
Other:    29,128:     2,682      1,298      4,903     16,827     19,306     24,412     25,507:     4,716      3,621
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -10,287:    -2,018        225      1,842     -7,193    -12,185     -7,368    -10,118:    -2,919       -170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        7.5       18.1       40.3       60.5       80.0       86.0:      20.0       14.0
Old  :     100.0:      25.5        9.3       17.2       36.5       59.2       79.2       85.7:      20.8       14.3
Other:     100.0:       9.2        4.5       16.8       57.8       66.3       83.8       87.6:      16.2       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        50         33         43         54         55        134        114:
Old  :       164:        54         33         41         52         53        130        112:
Other:        68:        18         11         19         28         26         54         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       28.2       24.0       40.8       10.7       22.3       16.5       30.5
Old  :                 12.4       30.9       21.5       40.4       11.2       26.3       18.1       34.7
Other:                 43.5       48.4       55.0       61.6       39.3       47.8       47.6       56.2
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     6,444:     3,024      1,722        503        944      2,965      4,471      5,190:     1,973      1,254
Old  :     6,174:     3,025      1,712        396        922      2,874      4,343      4,981:     1,831      1,193
Other:       270:         5         16        101         22         92        128        208:       142         62
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       138:        64         58        -34         20        288         49        312:        88       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       26.7        7.8       14.7       46.0       69.4       80.5:      30.6       19.5
Old  :     100.0:      49.0       27.7        6.4       14.9       46.5       70.3       80.7:      29.7       19.3
Other:     100.0:       1.9        6.1       37.2        8.1       33.9       47.2       77.2:      52.8       22.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        13         11          6          9         13         25         27:
Old  :        39:        14         10          6          9         13         25         27:
Other:        10:         2          2          4          2          5          6          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  :                 37.6       32.8       49.9       52.4       37.6       29.0       47.3       45.1
Old  :                 39.2       33.5       51.3       53.7       39.2       29.6       49.4       46.2
Other:                 45.0       62.5       47.2       75.3        9.3       34.3        9.3       39.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   330,537:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,862    106,765
Old  :   330,537:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,862    106,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     8,957:    10,735      3,706     -1,422     -4,305      9,710      5,008     11,994:     3,949     -3,037
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
Old  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        17         29          3         38         45         56         76:
Old  :       104:        17         29          3         38         45         56         76:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       16.9       41.2       26.1       29.4       15.5       40.3       24.7
Old  :                 29.7       16.9       41.2       26.1       29.4       15.5       40.3       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,004,816:   400,570    639,434    491,512  1,866,592  1,244,788  2,758,674  2,375,734:   246,143    629,082
Old  : 3,004,816:   400,570    639,434    491,512  1,866,592  1,244,788  2,758,674  2,375,734:   246,143    629,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    98,529:     5,820     90,422      6,800     86,613     10,138     99,233    107,360:      -703     -8,831
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       21.3       16.4       62.1       41.4       91.8       79.1:       8.2       20.9
Old  :     100.0:      13.3       21.3       16.4       62.1       41.4       91.8       79.1:       8.2       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        39         94         82        117        145        210        267:
Old  :       291:        39         94         82        117        145        210        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       10.8       49.0       18.2       29.3        9.7       41.5       14.4
Old  :                 32.4       10.8       49.0       18.2       29.3        9.7       41.5       14.4
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 with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,807,542:   232,331    332,949    324,610  1,082,637    753,613  1,639,577  1,411,172:   167,965    396,370
Old  : 1,807,542:   232,331    332,949    324,610  1,082,637    753,613  1,639,577  1,411,172:   167,965    396,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -22,430:    -3,059    -39,409     20,318    -55,818    -33,056    -38,559    -52,147:    16,129     29,717
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.4       18.0       59.9       41.7       90.7       78.1:       9.3       21.9
Old  :     100.0:      12.9       18.4       18.0       59.9       41.7       90.7       78.1:       9.3       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       198:        45         52         54         71         88        139        171:
Old  :       198:        45         52         54         71         88        139        171:
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  :                 25.5       15.1       37.3       24.3       19.4       10.6       28.1       16.6
Old  :                 25.5       15.1       37.3       24.3       19.4       10.6       28.1       16.6
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 with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   693,619:   230,104     52,613    174,923    239,366    423,596    644,393    651,132:    49,226     42,487
Old  :   693,619:   230,104     52,613    174,923    239,366    423,596    644,393    651,132:    49,226     42,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    43,516:       970        880      4,798     29,251     34,231     35,018     39,910:     8,498      3,607
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2        7.6       25.2       34.5       61.1       92.9       93.9:       7.1        6.1
Old  :     100.0:      33.2        7.6       25.2       34.5       61.1       92.9       93.9:       7.1        6.1
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  :       119:        38         18         39         55         56        106        101:
Old  :       119:        38         18         39         55         56        106        101:
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  :                 36.4       37.3       53.9       49.3       28.0       32.4       36.5       40.7
Old  :                 36.4       37.3       53.9       49.3       28.0       32.4       36.5       40.7
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 with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    40,051:    10,061      5,314        572     21,434     26,539     32,067     32,426:     7,984      7,625
Old  :    40,051:    10,061      5,314        572     21,434     26,539     32,067     32,426:     7,984      7,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -25,515:    -4,625      1,642     -2,660    -15,849    -17,350    -23,135    -18,369:    -2,381     -7,147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       13.3        1.4       53.5       66.3       80.1       81.0:      19.9       19.0
Old  :     100.0:      25.1       13.3        1.4       53.5       66.3       80.1       81.0:      19.9       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  :        58:        22          9          6         19         11         44         23:
Old  :        58:        22          9          6         19         11         44         23:
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  :                 36.2       60.8       50.3       69.9       36.2       60.7       50.3       69.8
Old  :                 36.2       60.8       50.3       69.9       36.2       60.7       50.3       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    36,476:     9,053      7,977      3,195     10,811     18,326     23,059     29,498:    13,417      6,978
Old  :    36,476:     9,053      7,977      3,195     10,811     18,326     23,059     29,498:    13,417      6,978
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -46,112:    -2,932    -15,170     -8,403    -26,545    -17,135    -37,881    -40,708:    -8,230     -5,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       21.9        8.8       29.6       50.2       63.2       80.9:      36.8       19.1
Old  :     100.0:      24.8       21.9        8.8       29.6       50.2       63.2       80.9:      36.8       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  :        68:        28         18         19         11         18         45         49:
Old  :        68:        28         18         19         11         18         45         49:
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  :                 27.3       35.3       37.4       49.2       23.2       35.3       31.8       46.5
Old  :                 27.3       35.3       37.4       49.2       23.2       35.3       31.8       46.5
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 with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Old  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,886:       109       -302        -65     -1,992     -1,731     -1,948     -2,098:        62        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
Old  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         5         23          4         18         20         26         44:
Old  :        61:         5         23          4         18         20         26         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
Old  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Old  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       147:         0       -329          0       -912       -250       -912       -579:     1,059        726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        5.9
Old  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
Old  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 25, 2005