WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   264,191:    36,837     45,364     48,499    151,953    129,403    237,288    223,266:    26,903     40,925
Old  :   263,228:    36,822     45,212     48,485    151,311    129,162    236,617    222,859:    26,611     40,369
Other:       963:        27        164          2        642        241        671        407:       292        556
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,567:     3,274    -11,562        196     -3,479      8,971         -9     -2,395:     1,575      3,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.2       18.4       57.5       49.0       89.8       84.5:      10.2       15.5
Old  :     100.0:      14.0       17.2       18.4       57.5       49.1       89.9       84.7:      10.1       15.3
Other:     100.0:       2.8       17.0        0.2       66.7       25.0       69.7       42.3:      30.3       57.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        70         83         67         47         60        156        178:
Old  :       232:        71         83         66         47         60        155        178:
Other:        26:         4          2          1          4         16          8         19:
     :----------------------------------------------------------------------------------------------------
     :             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       30.5       45.4       36.8       31.3       27.7       44.6       32.4
Old  :                 31.7       30.6       45.6       36.9       31.4       27.9       44.8       32.7
Other:                 66.7       30.3       69.7       36.4       66.7       30.3       69.5       36.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   843,045:    82,017     99,476    153,459    455,016    371,669    690,491    624,603:   152,554    218,442
Old  :   538,539:    56,374    117,805     64,484    318,263    248,844    439,121    431,133:    99,418    107,406
Other:   304,506:    62,965     18,993     51,652    136,754    122,825    251,371    193,470:    53,136    111,036
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -5,990:    -3,940    -56,300     12,996    -22,107     26,591    -13,050    -16,712:     7,060     10,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       11.8       18.2       54.0       44.1       81.9       74.1:      18.1       25.9
Old  :     100.0:      10.5       21.9       12.0       59.1       46.2       81.5       80.1:      18.5       19.9
Other:     100.0:      20.7        6.2       17.0       44.9       40.3       82.6       63.5:      17.4       36.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       481:       122        111        137        191        190        385        385:
Old  :       449:       102        131        105        164        171        322        352:
Other:       354:        96         56         73        131        164        257        263:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       16.1       27.4       21.2       18.0       12.2       25.8       16.1
Old  :                 26.5       20.2       36.2       25.1       26.0       17.4       35.1       22.1
Other:                 18.8       12.0       27.0       17.4       15.7        7.5       21.4       11.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     9,205:     1,654      1,705        824      2,184      4,333      4,662      6,862:     4,543      2,343
Old  :     9,205:     1,654      1,705        824      2,184      4,333      4,662      6,862:     4,543      2,343
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        64:      -199        277        -28        -39       -205       -266         44:       330         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       18.5        9.0       23.7       47.1       50.7       74.6:      49.3       25.4
Old  :     100.0:      18.0       18.5        9.0       23.7       47.1       50.7       74.6:      49.3       25.4
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  :        40:        12         12          4         10         13         23         28:
Old  :        40:        12         12          4         10         13         23         28:
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  :                 21.3       27.6       33.0       43.2       17.7       27.5       26.1       40.4
Old  :                 21.3       27.6       33.0       43.2       17.7       27.5       26.1       40.4
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 with Delta-adjusted Options and Futures Combined, May 24, 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  :   359,229:    53,998     20,526     80,544    150,907    163,073    285,449    264,142:    73,780     95,087
Old  :   231,695:    37,826     25,840     42,107    109,944    115,824    189,877    183,771:    41,817     47,923
Other:   127,534:    27,485      5,999     27,124     40,962     47,248     95,572     80,371:    31,963     47,163
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    29,300:    13,847     -8,902      7,281       -511     27,979     20,617     26,359:     8,683      2,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        5.7       22.4       42.0       45.4       79.5       73.5:      20.5       26.5
Old  :     100.0:      16.3       11.2       18.2       47.5       50.0       82.0       79.3:      18.0       20.7
Other:     100.0:      21.6        4.7       21.3       32.1       37.0       74.9       63.0:      25.1       37.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:       129         72        114         88         98        272        237:
Old  :       305:       102         91         80         74         93        220        220:
Other:       213:        76         43         54         64         74        170        141:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.5       19.7       30.8       29.2       16.7       10.4       22.0       16.2
Old  :                 25.9       22.8       38.9       32.2       24.9       14.4       32.5       22.1
Other:                 19.9       17.2       27.2       25.5        9.0        9.6       14.4       14.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   142,148:    18,791     18,033     20,797     79,085     88,689    118,672    127,519:    23,476     14,629
Old  :   107,145:    16,093     18,916     12,002     62,678     64,183     90,773     95,101:    16,371     12,044
Other:    35,003:     5,202      1,622      6,290     16,406     24,506     27,899     32,418:     7,105      2,585
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     3,270:       478     -1,334       -566        660      6,884        572      4,984:     2,699     -1,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.7       14.6       55.6       62.4       83.5       89.7:      16.5       10.3
Old  :     100.0:      15.0       17.7       11.2       58.5       59.9       84.7       88.8:      15.3       11.2
Other:     100.0:      14.9        4.6       18.0       46.9       70.0       79.7       92.6:      20.3        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        39         29         32         51         49        103        102:
Old  :       130:        33         35         29         50         46         98         97:
Other:        67:        16         11         19         28         26         55         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  :                 22.9       27.9       35.5       41.5       22.4       24.6       32.0       33.8
Old  :                 27.0       28.9       40.2       41.8       26.9       26.1       37.3       36.6
Other:                 35.9       40.3       47.5       55.6       26.8       31.8       33.0       42.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   915,658:   141,095    125,806    121,717    484,583    476,242    747,396    723,765:   168,262    191,893
Old  :   915,658:   141,095    125,806    121,717    484,583    476,242    747,396    723,765:   168,262    191,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -81,926:    29,853      5,076    -38,005    -60,437    -45,242    -68,588    -78,171:   -13,337     -3,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       13.7       13.3       52.9       52.0       81.6       79.0:      18.4       21.0
Old  :     100.0:      15.4       13.7       13.3       52.9       52.0       81.6       79.0:      18.4       21.0
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  :       190:        39         44         50         75         87        145        152:
Old  :       190:        39         44         50         75         87        145        152:
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  :                 23.8       13.9       30.8       21.8       16.9        9.6       21.7       15.1
Old  :                 23.8       13.9       30.8       21.8       16.9        9.6       21.7       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   144,441:    25,438      9,557     22,714     62,221     91,222    110,373    123,493:    34,068     20,948
Old  :   101,179:    24,495      9,262     14,370     36,023     61,644     74,888     85,276:    26,290     15,903
Other:    43,262:     3,842      3,194      5,445     26,198     29,578     35,484     38,217:     7,778      5,044
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     6,655:     3,976       -170       -257       -286      7,037      3,433      6,610:     3,222         45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        6.6       15.7       43.1       63.2       76.4       85.5:      23.6       14.5
Old  :     100.0:      24.2        9.2       14.2       35.6       60.9       74.0       84.3:      26.0       15.7
Other:     100.0:       8.9        7.4       12.6       60.6       68.4       82.0       88.3:      18.0       11.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        39         23         33         53         64        114        113:
Old  :       145:        45         23         29         48         59        107        102:
Other:        85:        16         17         23         40         32         67         61:
     :----------------------------------------------------------------------------------------------------
     :             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       28.6       24.5       40.8        9.5       19.2       15.7       27.3
Old  :                 13.1       30.7       21.5       38.7       11.1       23.7       17.5       30.2
Other:                 30.6       39.6       43.8       55.3       24.8       37.2       37.0       47.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :     7,774:     3,653        513      1,129      1,040      4,854      5,822      6,496:     1,952      1,278
Old  :     5,682:     3,159        769        574        503      3,461      4,236      4,804:     1,446        878
Other:     2,093:       886        136        163        537      1,393      1,586      1,693:       507        400
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -288:      -136        -10        -91         35       -223       -191       -323:       -97         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0        6.6       14.5       13.4       62.4       74.9       83.6:      25.1       16.4
Old  :     100.0:      55.6       13.5       10.1        8.9       60.9       74.6       84.5:      25.4       15.5
Other:     100.0:      42.3        6.5        7.8       25.7       66.6       75.8       80.9:      24.2       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        18          7          9         12         16         33         29:
Old  :        41:        15          9          8          7         16         26         29:
Other:        28:        12          1          7          7         12         20         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.5       42.6       51.7       58.2       35.6       40.2       44.7       51.9
Old  :                 44.8       44.6       59.6       59.8       44.8       43.7       56.3       54.2
Other:                 39.8       56.1       56.1       70.3       36.0       47.0       48.9       60.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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  :   367,554:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,014    119,589
Old  :   367,554:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,014    119,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    26,565:   -10,591     -2,957      2,677     32,879     22,840     24,965     22,560:     1,600      4,005
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
Old  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
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  :       101:        17         23          3         43         44         62         68:
Old  :       101:        17         23          3         43         44         62         68:
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  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
Old  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
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, May 24, 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  : 2,804,224:   513,397    414,934    433,138  1,511,147  1,416,417  2,457,682  2,264,490:   346,542    539,734
Old  : 2,804,224:   513,397    414,934    433,138  1,511,147  1,416,417  2,457,682  2,264,490:   346,542    539,734
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :  -382,176:    78,450    -30,591   -277,986   -237,656   -133,997   -437,192   -442,574:    55,017     60,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       14.8       15.4       53.9       50.5       87.6       80.8:      12.4       19.2
Old  :     100.0:      18.3       14.8       15.4       53.9       50.5       87.6       80.8:      12.4       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  :       279:        50         84         76        104        131        200        245:
Old  :       279:        50         84         76        104        131        200        245:
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  :                 28.8       13.3       41.6       23.6       21.6        9.2       32.0       14.4
Old  :                 28.8       13.3       41.6       23.6       21.6        9.2       32.0       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, May 24, 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  : 1,438,727:   148,794    234,934    190,525    903,932    743,662  1,243,251  1,169,121:   195,477    269,606
Old  : 1,438,727:   148,794    234,934    190,525    903,932    743,662  1,243,251  1,169,121:   195,477    269,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :  -206,024:     9,129    -54,242    -88,009   -138,123    -57,424   -217,003   -199,676:    10,979     -6,348
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       16.3       13.2       62.8       51.7       86.4       81.3:      13.6       18.7
Old  :     100.0:      10.3       16.3       13.2       62.8       51.7       86.4       81.3:      13.6       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       184:        36         46         47         72         88        132        157:
Old  :       184:        36         46         47         72         88        132        157:
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  :                 28.0       19.5       43.7       27.6       21.1       11.3       31.0       17.9
Old  :                 28.0       19.5       43.7       27.6       21.1       11.3       31.0       17.9
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, May 24, 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  :   646,140:   128,208     38,256    231,900    243,098    345,177    603,206    615,333:    42,934     30,808
Old  :   646,140:   128,208     38,256    231,900    243,098    345,177    603,206    615,333:    42,934     30,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    21,171:    -6,271      2,697     11,055     13,172     11,863     17,956     25,615:     3,216     -4,444
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.9       35.9       37.6       53.4       93.4       95.2:       6.6        4.8
Old  :     100.0:      19.8        5.9       35.9       37.6       53.4       93.4       95.2:       6.6        4.8
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  :       124:        38         22         45         52         59        108        108:
Old  :       124:        38         22         45         52         59        108        108:
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  :                 35.6       39.7       51.3       52.6       11.0       16.9       16.6       21.5
Old  :                 35.6       39.7       51.3       52.6       11.0       16.9       16.6       21.5
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, May 24, 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  :    43,200:    12,012      4,974      1,157     19,435     29,231     32,605     35,362:    10,595      7,838
Old  :    43,200:    12,012      4,974      1,157     19,435     29,231     32,605     35,362:    10,595      7,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -232:     1,082       -346       -284     -1,355      1,189       -557        559:       325       -791
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.5        2.7       45.0       67.7       75.5       81.9:      24.5       18.1
Old  :     100.0:      27.8       11.5        2.7       45.0       67.7       75.5       81.9:      24.5       18.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        22         14          9         19         13         46         31:
Old  :        65:        22         14          9         19         13         46         31:
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  :                 31.3       57.8       43.8       67.0       31.3       57.6       43.7       65.8
Old  :                 31.3       57.8       43.8       67.0       31.3       57.6       43.7       65.8
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, May 24, 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  :    69,681:     9,843     35,237      2,748     47,028     12,059     59,619     50,045:    10,063     19,637
Old  :    69,681:     9,843     35,237      2,748     47,028     12,059     59,619     50,045:    10,063     19,637
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -4,974:       609      2,929     -2,630        432     -5,475     -1,589     -5,177:    -3,385        203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       50.6        3.9       67.5       17.3       85.6       71.8:      14.4       28.2
Old  :     100.0:      14.1       50.6        3.9       67.5       17.3       85.6       71.8:      14.4       28.2
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  :        74:        17         35         15         16         15         42         56:
Old  :        74:        17         35         15         16         15         42         56:
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  :                 58.7       20.8       67.6       32.7       54.3       20.8       63.2       32.3
Old  :                 58.7       20.8       67.6       32.7       54.3       20.8       63.2       32.3
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 with Delta-adjusted Options and Futures Combined, May 24, 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  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Old  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,135:       -70     -1,052          0      1,503      2,152      1,433      1,100:      -298         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Old  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        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  :        59:         7         21          4         17         19         27         41:
Old  :        59:         7         21          4         17         19         27         41:
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  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
Old  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
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, May 24, 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  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Old  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       -68:         0        -89          0        -68         16        -68        -73:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        6.7        0.0       99.6       92.7       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          5         11          5         18:
Old  :        22:         0          7          0          5         11          5         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  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Old  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2005