WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   287,980:    43,786     49,498     53,005    160,211    143,439    257,002    245,942:    30,978     42,038
Old  :   286,060:    43,768     48,965     52,973    158,684    142,864    255,425    244,802:    30,635     41,258
Other:     1,920:        48        563          2      1,527        575      1,577      1,140:       343        780
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    18,901:     6,038     -3,118        819      4,717     13,235     11,573     10,935:     7,328      7,966
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       17.2       18.4       55.6       49.8       89.2       85.4:      10.8       14.6
Old  :     100.0:      15.3       17.1       18.5       55.5       49.9       89.3       85.6:      10.7       14.4
Other:     100.0:       2.5       29.3        0.1       79.5       29.9       82.1       59.4:      17.9       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       248:        78         97         78         47         55        177        184:
Old  :       248:        79         96         78         47         55        177        184:
Other:        35:         4          7          1          4         20          8         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.1       31.9       41.9       39.5       28.6       26.8       41.1       31.6
Old  :                 29.3       32.1       42.2       39.7       28.8       27.4       41.3       32.2
Other:                 79.5       40.1       82.1       47.7       79.5       40.1       82.0       47.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   956,269:   119,220     73,795    215,122    458,911    438,348    793,253    727,265:   163,017    229,004
Old  :   508,472:    57,887     73,918     87,062    278,471    261,106    423,420    422,087:    85,052     86,385
Other:   447,797:   111,273     49,817     78,120    180,440    177,242    369,833    305,178:    77,965    142,619
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    67,676:    21,595    -16,719     22,878      3,261     50,391     47,735     56,550:    19,941     11,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        7.7       22.5       48.0       45.8       83.0       76.1:      17.0       23.9
Old  :     100.0:      11.4       14.5       17.1       54.8       51.4       83.3       83.0:      16.7       17.0
Other:     100.0:      24.8       11.1       17.4       40.3       39.6       82.6       68.2:      17.4       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       166        115        182        221        235        483        460:
Old  :       492:       110        126        139        184        199        382        382:
Other:       486:       151         79        111        160        209        352        362:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.7       17.1       25.3       22.2       16.0       13.0       22.7       16.4
Old  :                 26.1       24.3       35.3       29.6       25.3       22.6       34.5       27.1
Other:                 19.4       11.6       26.0       16.9       18.0       10.0       23.1       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :     9,093:     2,272        475      1,018      2,393      5,783      5,682      7,276:     3,411      1,818
Old  :     9,093:     2,272        475      1,018      2,393      5,783      5,682      7,276:     3,411      1,818
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -427:      -166       -424         99        -93        452       -161        127:      -267       -554
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        5.2       11.2       26.3       63.6       62.5       80.0:      37.5       20.0
Old  :     100.0:      25.0        5.2       11.2       26.3       63.6       62.5       80.0:      37.5       20.0
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  :        35:        10          7          5         13         15         25         25:
Old  :        35:        10          7          5         13         15         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       32.8       40.7       51.6       21.9       31.2       33.2       44.1
Old  :                 26.6       32.8       40.7       51.6       21.9       31.2       33.2       44.1
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, June 21, 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  :   483,497:    95,877     25,412    116,129    170,104    232,740    382,110    374,280:   101,387    109,217
Old  :   190,412:    41,489      9,512     58,385     47,949     82,930    147,823    150,827:    42,589     39,585
Other:   293,085:    65,059     26,571     47,073    122,155    149,810    234,287    223,453:    58,798     69,632
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    52,118:     4,357      6,258     18,589     16,610     26,752     39,556     51,598:    12,562        520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8        5.3       24.0       35.2       48.1       79.0       77.4:      21.0       22.6
Old  :     100.0:      21.8        5.0       30.7       25.2       43.6       77.6       79.2:      22.4       20.8
Other:     100.0:      22.2        9.1       16.1       41.7       51.1       79.9       76.2:      20.1       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:       156         88        157        118        141        358        323:
Old  :       337:       120         70        116         90        118        259        260:
Other:       351:       114         92         83         96        128        257        258:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.5       20.9       25.3       31.0       12.9       14.3       18.5       19.7
Old  :                 18.5       23.7       25.5       33.6       10.7       14.5       15.5       20.2
Other:                 19.0       22.2       30.9       31.5       17.5       15.2       26.3       21.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,765:    14,769      1,141        588          0        902     15,357      2,631:     4,408     17,134
Old  :     3,375:     1,797        574         24          0         39      1,821        637:     1,554      2,738
Other:    16,390:    13,405      1,000        131          0        863     13,536      1,994:     2,854     14,396
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,876:     3,022       -597       -661          0         80      2,361     -1,178:       515      4,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        5.8        3.0        0.0        4.6       77.7       13.3:      22.3       86.7
Old  :     100.0:      53.2       17.0        0.7        0.0        1.2       54.0       18.9:      46.0       81.1
Other:     100.0:      81.8        6.1        0.8        0.0        5.3       82.6       12.2:      17.4       87.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          6          8          0          3         16         14:
Old  :        15:         7          5          2          0          3          8          9:
Other:        21:        13          5          3          0          3         13         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 64.2        6.5       72.0       10.6       63.6        6.2       70.9        9.8
Old  :                 48.7       16.7       54.0       18.7       48.7       16.6       53.2       18.2
Other:                 69.7        7.2       79.1       11.4       69.1        7.2       78.3       11.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   194,870:    41,517     10,792     33,641     86,684    135,424    161,843    179,858:    33,028     15,013
Old  :    86,442:    27,961      6,931     12,361     29,856     58,434     70,177     77,727:    16,265      8,716
Other:   108,428:    25,170     15,474      9,667     56,829     76,991     91,665    102,131:    16,763      6,297
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    28,942:    13,874       -249      4,413      5,127     23,947     23,414     28,111:     5,527        830
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        5.5       17.3       44.5       69.5       83.1       92.3:      16.9        7.7
Old  :     100.0:      32.3        8.0       14.3       34.5       67.6       81.2       89.9:      18.8       10.1
Other:     100.0:      23.2       14.3        8.9       52.4       71.0       84.5       94.2:      15.5        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        66         20         41         48         49        134        102:
Old  :       127:        53         18         32         37         46         99         89:
Other:       127:        45         34         27         33         33         95         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       37.2       26.1       50.0       15.9       30.6       23.9       40.6
Old  :                 18.4       26.6       27.8       42.3       12.1       20.3       19.6       32.0
Other:                 28.4       46.5       40.0       59.9       28.4       43.2       40.0       54.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   892,344:   136,660     91,103    154,172    448,518    444,796    739,351    690,070:   152,993    202,274
Old  :   892,344:   136,660     91,103    154,172    448,518    444,796    739,351    690,070:   152,993    202,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -10,050:     6,502       -730     -3,494    -13,752     -7,115    -10,743    -11,339:       693      1,289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       10.2       17.3       50.3       49.8       82.9       77.3:      17.1       22.7
Old  :     100.0:      15.3       10.2       17.3       50.3       49.8       82.9       77.3:      17.1       22.7
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  :       174:        37         40         45         71         84        135        142:
Old  :       174:        37         40         45         71         84        135        142:
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  :                 24.4       13.5       31.8       21.8       22.2       10.8       26.8       17.0
Old  :                 24.4       13.5       31.8       21.8       22.2       10.8       26.8       17.0
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, June 21, 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  :   183,287:    52,422      6,973     29,296     61,014    125,539    142,733    161,807:    40,554     21,479
Old  :    94,675:    36,288      5,240     12,301     21,839     63,050     70,428     80,590:    24,247     14,085
Other:    88,611:    23,004      8,603     10,125     39,176     62,489     72,305     81,217:    16,307      7,394
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    14,391:     3,892        696      5,930      5,124     10,384     14,947     17,010:      -556     -2,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        3.8       16.0       33.3       68.5       77.9       88.3:      22.1       11.7
Old  :     100.0:      38.3        5.5       13.0       23.1       66.6       74.4       85.1:      25.6       14.9
Other:     100.0:      26.0        9.7       11.4       44.2       70.5       81.6       91.7:      18.4        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        54         27         42         55         61        138        114:
Old  :       143:        59         16         33         47         60        115        103:
Other:       116:        29         33         30         41         39         95         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       35.3       20.0       49.2        8.9       26.9       15.8       39.5
Old  :                 12.3       33.4       20.0       44.9       11.3       28.1       18.1       38.9
Other:                 21.9       40.0       31.6       56.4       14.3       31.4       23.2       42.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :     8,606:     3,882      1,193      1,451      2,022      3,974      7,355      6,618:     1,250      1,987
Old  :     2,539:       959        478        298        824      1,195      2,080      1,971:       459        568
Other:     6,066:     3,329      1,120        748      1,198      2,779      5,275      4,647:       791      1,419
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :       -71:       -16        213       -246        305       -232         44       -265:      -115        194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1       13.9       16.9       23.5       46.2       85.5       76.9:      14.5       23.1
Old  :     100.0:      37.8       18.8       11.7       32.4       47.1       81.9       77.6:      18.1       22.4
Other:     100.0:      54.9       18.5       12.3       19.7       45.8       87.0       76.6:      13.0       23.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        17         12         10         13         14         35         31:
Old  :        34:        13          6          9          9         11         26         22:
Other:        42:        15         11         10          9         13         29         29:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       31.6       54.2       50.5       33.4       28.0       44.0       37.0
Old  :                 47.1       48.2       62.1       60.5       45.6       46.3       58.8       56.6
Other:                 45.9       35.5       64.7       52.5       43.0       32.1       57.2       43.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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  :   364,338:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,828    110,907
Old  :   364,338:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,828    110,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -13,988:    -1,459      1,615     -1,745     -5,986    -13,158     -9,190    -13,288:    -4,798       -700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.0       69.6:      14.0       30.4
Old  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.0       69.6:      14.0       30.4
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  :        89:        15         17          2         45         38         62         55:
Old  :        89:        15         17          2         45         38         62         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
Old  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
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, June 21, 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  : 2,635,900:   399,562    394,765    476,310  1,522,460  1,343,529  2,398,332  2,214,604:   237,568    421,296
Old  : 2,635,900:   399,562    394,765    476,310  1,522,460  1,343,529  2,398,332  2,214,604:   237,568    421,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -83,339:   -73,581    -40,592     -7,687     42,875     17,506    -38,392    -30,773:   -44,947    -52,566
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       15.0       18.1       57.8       51.0       91.0       84.0:       9.0       16.0
Old  :     100.0:      15.2       15.0       18.1       57.8       51.0       91.0       84.0:       9.0       16.0
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  :       299:        50         92         82        116        143        217        266:
Old  :       299:        50         92         82        116        143        217        266:
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  :                 28.1       15.4       41.2       26.2       22.0       11.9       29.6       17.0
Old  :                 28.1       15.4       41.2       26.2       22.0       11.9       29.6       17.0
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, June 21, 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  : 1,404,118:   199,611    207,338    180,212    850,681    749,120  1,230,503  1,136,670:   173,615    267,449
Old  : 1,404,118:   199,611    207,338    180,212    850,681    749,120  1,230,503  1,136,670:   173,615    267,449
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -28,945:   -12,811     -2,339    -10,365     18,017     13,070     -5,159        367:   -23,786    -29,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       14.8       12.8       60.6       53.4       87.6       81.0:      12.4       19.0
Old  :     100.0:      14.2       14.8       12.8       60.6       53.4       87.6       81.0:      12.4       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        37         46         47         78         88        139        157:
Old  :       186:        37         46         47         78         88        139        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  :                 22.4       19.7       34.5       29.1       19.5       18.9       29.4       26.1
Old  :                 22.4       19.7       34.5       29.1       19.5       18.9       29.4       26.1
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, June 21, 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  :   604,499:   101,227     61,727    197,299    249,576    310,976    548,102    570,002:    56,397     34,497
Old  :   604,499:   101,227     61,727    197,299    249,576    310,976    548,102    570,002:    56,397     34,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    27,413:    14,811        605      7,713     -3,103     17,465     19,422     25,783:     7,991      1,630
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       10.2       32.6       41.3       51.4       90.7       94.3:       9.3        5.7
Old  :     100.0:      16.7       10.2       32.6       41.3       51.4       90.7       94.3:       9.3        5.7
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  :       119:        35         22         42         51         50        105         95:
Old  :       119:        35         22         42         51         50        105         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       33.9       42.1       46.9       11.8       14.2       17.0       21.5
Old  :                 30.3       33.9       42.1       46.9       11.8       14.2       17.0       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, June 21, 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  :    29,211:     6,417      2,956        486     15,147     17,502     22,050     20,944:     7,161      8,268
Old  :    29,211:     6,417      2,956        486     15,147     17,502     22,050     20,944:     7,161      8,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -24,204:    -6,488     -1,174     -1,599     -5,551    -18,319    -13,638    -21,092:   -10,566     -3,112
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       10.1        1.7       51.9       59.9       75.5       71.7:      24.5       28.3
Old  :     100.0:      22.0       10.1        1.7       51.9       59.9       75.5       71.7:      24.5       28.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        10         11          6         16         13         30         26:
Old  :        48:        10         11          6         16         13         30         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       40.7       49.8       55.3       33.9       40.5       49.8       54.7
Old  :                 33.9       40.7       49.8       55.3       33.9       40.5       49.8       54.7
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, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    40,235:    13,350     19,726      1,701     12,019      6,632     27,070     28,060:    13,165     12,175
Old  :    40,235:    13,350     19,726      1,701     12,019      6,632     27,070     28,060:    13,165     12,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -58,263:       185    -16,617     -9,354    -47,242    -14,442    -56,412    -40,413:    -1,852    -17,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       49.0        4.2       29.9       16.5       67.3       69.7:      32.7       30.3
Old  :     100.0:      33.2       49.0        4.2       29.9       16.5       67.3       69.7:      32.7       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        19         24         14         13          9         41         38:
Old  :        61:        19         24         14         13          9         41         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       36.0       42.4       46.3       28.2       35.1       40.1       44.8
Old  :                 30.5       36.0       42.4       46.3       28.2       35.1       40.1       44.8
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, June 21, 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  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Old  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -425:      -176        371         -2       -268       -763       -446       -394:        21        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        3.2
Old  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        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  :        60:         7         18          4         19         21         29         40:
Old  :        60:         7         18          4         19         21         29         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Old  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2005