WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   269,640:    36,861     44,801     48,818    152,408    133,045    238,088    226,665:    31,552     42,975
Old  :   268,611:    36,841     44,632     48,813    151,687    132,650    237,342    226,096:    31,269     42,515
Other:     1,029:        23        172          2        721        395        746        569:       283        460
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,449:        25       -563        319        455      3,643        799      3,399:     4,649      2,050
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       16.6       18.1       56.5       49.3       88.3       84.1:      11.7       15.9
Old  :     100.0:      13.7       16.6       18.2       56.5       49.4       88.4       84.2:      11.6       15.8
Other:     100.0:       2.2       16.7        0.2       70.1       38.4       72.5       55.3:      27.5       44.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        65         92         64         49         61        156        178:
Old  :       232:        65         92         63         49         61        155        178:
Other:        29:         2          3          1          4         19          7         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       30.9       44.0       36.9       30.1       28.1       43.4       32.5
Old  :                 30.5       31.0       44.1       37.0       30.3       28.3       43.5       32.8
Other:                 70.1       39.3       72.5       47.1       70.1       39.3       72.3       47.1
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   865,883:    87,385     90,527    158,206    463,309    395,537    708,899    644,270:   156,984    221,613
Old  :   542,530:    59,323    110,708     65,417    317,777    259,646    442,517    435,771:   100,012    106,758
Other:   323,353:    66,586     18,343     54,264    145,532    135,891    266,382    208,498:    56,971    114,855
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    22,838:     5,368     -8,949      4,747      8,292     23,868     18,408     19,666:     4,430      3,171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       10.5       18.3       53.5       45.7       81.9       74.4:      18.1       25.6
Old  :     100.0:      10.9       20.4       12.1       58.6       47.9       81.6       80.3:      18.4       19.7
Other:     100.0:      20.6        5.7       16.8       45.0       42.0       82.4       64.5:      17.6       35.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       507:       137        116        152        200        209        412        412:
Old  :       478:       117        128        118        173        179        350        367:
Other:       381:        99         64         84        143        184        282        292:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       16.6       27.4       21.4       17.3       12.5       25.6       15.7
Old  :                 26.8       20.6       36.6       25.7       26.3       17.9       35.5       22.3
Other:                 16.8       12.1       25.1       17.4       14.8        8.4       21.2       12.6
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :     9,740:     1,743      1,751        986      2,344      4,531      5,074      7,268:     4,667      2,473
Old  :     9,740:     1,743      1,751        986      2,344      4,531      5,074      7,268:     4,667      2,473
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       536:        88         45        162        161        198        411        405:       124        130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       18.0       10.1       24.1       46.5       52.1       74.6:      47.9       25.4
Old  :     100.0:      17.9       18.0       10.1       24.1       46.5       52.1       74.6:      47.9       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:         9         15          5         10         13         24         28:
Old  :        40:         9         15          5         10         13         24         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  :                 21.6       27.3       33.6       40.9       17.8       26.2       26.1       36.7
Old  :                 21.6       27.3       33.6       40.9       17.8       26.2       26.1       36.7
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 31, 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  :   408,856:    74,291     20,825     96,572    153,765    186,963    324,628    304,359:    84,228    104,497
Old  :   256,432:    51,746     28,681     49,326    107,811    126,520    208,883    204,526:    47,549     51,906
Other:   152,424:    37,657      7,256     32,134     45,954     60,443    115,745     99,833:    36,679     52,591
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    49,627:    20,293        299     16,028      2,859     23,891     39,179     40,217:    10,448      9,410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2        5.1       23.6       37.6       45.7       79.4       74.4:      20.6       25.6
Old  :     100.0:      20.2       11.2       19.2       42.0       49.3       81.5       79.8:      18.5       20.2
Other:     100.0:      24.7        4.8       21.1       30.1       39.7       75.9       65.5:      24.1       34.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       362:       133         84        133        103        113        308        271:
Old  :       335:       111         97         95         80        108        239        252:
Other:       245:        83         49         61         76         88        194        164:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       19.9       28.0       28.9       15.1       11.0       20.3       17.1
Old  :                 24.0       22.6       35.0       31.8       22.4       16.1       29.6       23.4
Other:                 18.8       17.9       26.2       26.1        8.3       10.1       13.4       14.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,402:    11,897      2,100        459          0        725     12,356      3,284:     3,046     12,118
Old  :     5,798:     3,807      2,142         10          0         38      3,817      2,190:     1,981      3,608
Other:     9,604:     8,427        295        112          0        687      8,539      1,094:     1,065      8,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       13.6        3.0        0.0        4.7       80.2       21.3:      19.8       78.7
Old  :     100.0:      65.7       36.9        0.2        0.0        0.7       65.8       37.8:      34.2       62.2
Other:     100.0:      87.7        3.1        1.2        0.0        7.2       88.9       11.4:      11.1       88.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          5          7          0          3         16         12:
Old  :        21:        13          5          1          0          3         14          8:
Other:        14:         9          2          5          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       14.0       71.1       20.0       57.9       13.3       70.3       18.3
Old  :                 40.5       35.5       56.3       37.8       40.5       35.5       56.3       37.6
Other:                 79.6        9.3       88.8       11.3       78.7        9.3       87.7       10.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   151,507:    23,417     13,909     22,581     80,073    102,383    126,072    138,874:    25,435     12,633
Old  :   110,139:    19,331     15,496     12,874     60,119     72,195     92,324    100,565:    17,816      9,574
Other:    41,368:     7,194      1,521      6,599     19,955     30,188     33,748     38,309:     7,619      3,059
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,359:     4,627     -4,124      1,785        988     13,695      7,400     11,355:     1,959     -1,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        9.2       14.9       52.9       67.6       83.2       91.7:      16.8        8.3
Old  :     100.0:      17.6       14.1       11.7       54.6       65.5       83.8       91.3:      16.2        8.7
Other:     100.0:      17.4        3.7       16.0       48.2       73.0       81.6       92.6:      18.4        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        45         29         36         49         49        114        100:
Old  :       138:        38         37         30         47         47        103         97:
Other:        72:        24          8         20         30         24         63         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       30.1       30.2       43.7       20.8       27.8       28.9       36.8
Old  :                 25.4       29.9       36.4       43.2       25.3       27.0       35.6       38.6
Other:                 27.7       45.1       40.3       58.9       25.4       39.7       32.1       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   933,690:   138,465    110,570    132,843    487,487    468,970    758,795    712,383:   174,895    221,307
Old  :   933,690:   138,465    110,570    132,843    487,487    468,970    758,795    712,383:   174,895    221,307
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    18,032:    -2,630    -15,236     11,126      2,903     -7,272     11,399    -11,382:     6,633     29,414
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.8       14.2       52.2       50.2       81.3       76.3:      18.7       23.7
Old  :     100.0:      14.8       11.8       14.2       52.2       50.2       81.3       76.3:      18.7       23.7
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  :       177:        37         42         41         73         85        134        144:
Old  :       177:        37         42         41         73         85        134        144:
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  :                 23.9       13.6       31.5       22.5       17.8        9.0       22.3       14.7
Old  :                 23.9       13.6       31.5       22.5       17.8        9.0       22.3       14.7
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 31, 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  :   160,367:    37,840      9,782     24,040     59,757    103,179    121,637    137,000:    38,729     23,366
Old  :   111,022:    35,991      9,766     13,696     31,523     70,231     81,211     93,693:    29,811     17,329
Other:    49,344:     5,231      3,398      6,961     28,234     32,948     40,426     43,307:     8,918      6,037
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    15,926:    12,403        225      1,325     -2,464     11,957     11,265     13,507:     4,661      2,419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        6.1       15.0       37.3       64.3       75.8       85.4:      24.2       14.6
Old  :     100.0:      32.4        8.8       12.3       28.4       63.3       73.1       84.4:      26.9       15.6
Other:     100.0:      10.6        6.9       14.1       57.2       66.8       81.9       87.8:      18.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        42         28         35         52         60        124        107:
Old  :       149:        51         24         30         46         57        115         98:
Other:        86:        12         22         23         39         33         67         62:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.3       30.4       22.6       44.2        9.7       22.8       16.5       32.7
Old  :                 11.8       32.7       20.3       43.4       11.8       28.4       19.6       37.4
Other:                 31.0       35.0       43.0       53.0       24.3       32.6       36.0       44.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :     8,620:     3,860        854      1,664      1,462      4,742      6,987      7,260:     1,633      1,359
Old  :     4,761:     2,719        774        209        434      2,678      3,361      3,660:     1,400      1,101
Other:     3,858:     1,927        865        671      1,028      2,064      3,626      3,600:       233        259
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       846:       208        342        535        422       -113      1,165        764:      -319         82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        9.9       19.3       17.0       55.0       81.1       84.2:      18.9       15.8
Old  :     100.0:      57.1       16.3        4.4        9.1       56.2       70.6       76.9:      29.4       23.1
Other:     100.0:      49.9       22.4       17.4       26.6       53.5       94.0       93.3:       6.0        6.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        19          7         11         11         14         32         30:
Old  :        37:        18          5         10          5         13         23         28:
Other:        33:         9          8          9          9         12         26         21:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.9       35.7       51.4       53.7       33.1       31.1       43.4       43.2
Old  :                 31.2       43.2       46.3       58.4       31.0       42.9       45.1       57.8
Other:                 59.9       45.8       75.1       70.0       50.4       37.7       61.9       55.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   376,612:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,477    112,291
Old  :   376,612:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,477    112,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,058:    -8,592      2,354     -3,228     26,415     17,230     14,595     16,356:    -5,537     -7,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
Old  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
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  :        93:        12         22          4         45         42         59         66:
Old  :        93:        12         22          4         45         42         59         66:
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  :                 31.0       22.2       47.9       31.4       27.3       16.1       42.6       23.2
Old  :                 31.0       22.2       47.9       31.4       27.3       16.1       42.6       23.2
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 31, 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  : 2,648,918:   454,111    383,333    435,502  1,452,624  1,357,262  2,342,237  2,176,097:   306,680    472,821
Old  : 2,648,918:   454,111    383,333    435,502  1,452,624  1,357,262  2,342,237  2,176,097:   306,680    472,821
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :  -155,306:   -59,286    -31,602      2,364    -58,523    -59,155   -115,445    -88,392:   -39,861    -66,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       14.5       16.4       54.8       51.2       88.4       82.2:      11.6       17.8
Old  :     100.0:      17.1       14.5       16.4       54.8       51.2       88.4       82.2:      11.6       17.8
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  :       268:        58         70         71        103        129        197        234:
Old  :       268:        58         70         71        103        129        197        234:
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  :                 26.9       14.6       39.1       25.0       19.3        9.4       27.9       14.6
Old  :                 26.9       14.6       39.1       25.0       19.3        9.4       27.9       14.6
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 31, 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  : 1,395,147:   155,864    216,372    153,594    890,483    747,104  1,199,941  1,117,070:   195,206    278,077
Old  : 1,395,147:   155,864    216,372    153,594    890,483    747,104  1,199,941  1,117,070:   195,206    278,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -43,580:     7,070    -18,562    -36,931    -13,449      3,442    -43,310    -52,051:      -270      8,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.5       11.0       63.8       53.6       86.0       80.1:      14.0       19.9
Old  :     100.0:      11.2       15.5       11.0       63.8       53.6       86.0       80.1:      14.0       19.9
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  :       182:        30         50         44         73         86        130        153:
Old  :       182:        30         50         44         73         86        130        153:
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  :                 25.7       18.1       40.0       26.6       22.8       15.5       33.3       22.1
Old  :                 25.7       18.1       40.0       26.6       22.8       15.5       33.3       22.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :   662,511:   113,169     38,048    248,625    255,537    348,745    617,331    635,417:    45,180     27,093
Old  :   662,511:   113,169     38,048    248,625    255,537    348,745    617,331    635,417:    45,180     27,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    16,370:   -15,040       -208     16,724     12,440      3,568     14,124     20,085:     2,246     -3,714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1        5.7       37.5       38.6       52.6       93.2       95.9:       6.8        4.1
Old  :     100.0:      17.1        5.7       37.5       38.6       52.6       93.2       95.9:       6.8        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  :       125:        35         23         45         56         60        110        110:
Old  :       125:        35         23         45         56         60        110        110:
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       38.9       51.1       52.7        9.9       15.9       15.2       19.9
Old  :                 35.6       38.9       51.1       52.7        9.9       15.9       15.2       19.9
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 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    41,757:    12,666      4,544      1,291     16,063     28,489     30,020     34,324:    11,737      7,433
Old  :    41,757:    12,666      4,544      1,291     16,063     28,489     30,020     34,324:    11,737      7,433
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,443:       654       -430        134     -3,373       -742     -2,584     -1,038:     1,142       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       10.9        3.1       38.5       68.2       71.9       82.2:      28.1       17.8
Old  :     100.0:      30.3       10.9        3.1       38.5       68.2       71.9       82.2:      28.1       17.8
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  :        63:        22         12         10         19         12         45         30:
Old  :        63:        22         12         10         19         12         45         30:
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  :                 25.7       57.9       38.4       68.2       25.7       57.9       38.4       67.2
Old  :                 25.7       57.9       38.4       68.2       25.7       57.9       38.4       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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  :    75,224:    10,937     34,363      3,838     48,177     13,605     62,953     51,807:    12,272     23,417
Old  :    75,224:    10,937     34,363      3,838     48,177     13,605     62,953     51,807:    12,272     23,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,543:     1,095       -874      1,090      1,149      1,547      3,334      1,763:     2,209      3,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       45.7        5.1       64.0       18.1       83.7       68.9:      16.3       31.1
Old  :     100.0:      14.5       45.7        5.1       64.0       18.1       83.7       68.9:      16.3       31.1
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  :        82:        19         37         19         18         17         48         62:
Old  :        82:        19         37         19         18         17         48         62:
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  :                 53.5       21.9       63.1       31.9       48.5       21.9       57.8       30.3
Old  :                 53.5       21.9       63.1       31.9       48.5       21.9       57.8       30.3
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 31, 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  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Old  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,002:       -15        564          0      5,162      4,529      5,147      5,093:      -145        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        3.2
Old  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        3.2
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  :        62:         7         23          4         19         20         29         44:
Old  :        62:         7         23          4         19         20         29         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  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
Old  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Old  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,663:       100        157          0     -1,712     -1,778     -1,612     -1,621:       -51        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
Old  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
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  :        21:         1          7          0          5          9          6         16:
Old  :        21:         1          7          0          5          9          6         16:
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  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
Old  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 3, 2005