WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   226,291:    36,196     65,564     33,760    123,442     97,689    193,399    197,013:    32,893     29,278
Old  :   187,236:    42,432     63,385     19,005     97,842     80,495    159,279    162,884:    27,957     24,351
Other:    39,056:     3,478     11,892      5,042     25,600     17,195     34,120     34,129:     4,936      4,927
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     6,493:      -427    -10,928      4,343      2,952     11,410      6,868      4,825:      -375      1,668
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       29.0       14.9       54.6       43.2       85.5       87.1:      14.5       12.9
Old  :     100.0:      22.7       33.9       10.2       52.3       43.0       85.1       87.0:      14.9       13.0
Other:     100.0:       8.9       30.4       12.9       65.5       44.0       87.4       87.4:      12.6       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       102        103         81         60         72        203        220:
Old  :       286:       105         98         65         57         67        192        200:
Other:       117:        24         37         33         26         48         70        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.8       26.2       41.8       32.8       27.8       24.1       39.8       29.6
Old  :                 31.0       27.4       43.7       34.4       31.0       26.3       42.0       32.9
Other:                 53.9       31.8       64.4       42.5       50.1       26.5       54.1       35.1
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   747,085:    73,993    154,398    103,172    452,870    331,183    630,034    588,752:   117,051    158,333
Old  :   654,587:    70,388    148,599     90,184    385,928    286,495    546,501    525,279:   108,086    129,309
Other:    92,498:     7,481      9,675      9,111     66,942     44,688     83,534     63,474:     8,965     29,025
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    20,569:     4,068    -25,011      8,095      3,427     30,796     15,591     13,880:     4,978      6,689
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       20.7       13.8       60.6       44.3       84.3       78.8:      15.7       21.2
Old  :     100.0:      10.8       22.7       13.8       59.0       43.8       83.5       80.2:      16.5       19.8
Other:     100.0:       8.1       10.5        9.9       72.4       48.3       90.3       68.6:       9.7       31.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       735:       170        189        166        305        274        577        539:
Old  :       721:       169        186        155        298        260        562        514:
Other:       364:        54         62         40         95        199        168        282:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       15.4       23.7       20.6       14.5       11.9       23.4       16.1
Old  :                 15.1       16.0       24.8       21.3       15.1       12.6       23.9       17.2
Other:                 41.0       14.4       49.5       21.3       40.6       11.0       48.2       17.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,766:     1,802        591        434      1,586      4,848      3,822      5,873:     3,944      1,893
Old  :     7,489:     1,771        601        393      1,564      4,732      3,727      5,726:     3,761      1,763
Other:       277:        45          4         27         22        116         95        147:       183        130
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :        56:       555        -77        -29       -531        151         -6         45:        61         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        7.6        5.6       20.4       62.4       49.2       75.6:      50.8       24.4
Old  :     100.0:      23.6        8.0        5.2       20.9       63.2       49.8       76.5:      50.2       23.5
Other:     100.0:      16.3        1.3        9.9        7.9       41.8       34.1       53.0:      65.9       47.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        18          5          7         13         12         32         23:
Old  :        37:        17          6          7         13         12         32         23:
Other:        11:         3          2          3          2          6          6         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.8       47.1       29.4       59.6       15.1       42.3       22.9       52.7
Old  :                 20.3       47.4       30.2       60.3       15.6       42.5       23.6       53.3
Other:                 32.1       45.8       34.1       52.2       20.0       37.3       20.0       38.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   312,371:    28,557     55,889     70,122    165,027    126,115    263,706    252,126:    48,665     60,245
Old  :   289,739:    27,627     59,211     61,908    156,807    114,232    246,342    235,350:    43,397     54,388
Other:    22,632:     6,838      2,586      2,307      8,220     11,883     17,364     16,776:     5,269      5,857
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     3,659:    -2,786      2,074      4,157      3,480      1,256      4,851      7,487:    -1,191     -3,828
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       17.9       22.4       52.8       40.4       84.4       80.7:      15.6       19.3
Old  :     100.0:       9.5       20.4       21.4       54.1       39.4       85.0       81.2:      15.0       18.8
Other:     100.0:      30.2       11.4       10.2       36.3       52.5       76.7       74.1:      23.3       25.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       428:       111        159        133        116        130        312        343:
Old  :       422:       108        161        119        113        120        296        327:
Other:       141:        40         32         19         28         54         82         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.0       20.1       39.7       27.0       19.2        8.1       26.6       12.0
Old  :                 29.9       19.6       41.4       26.4       19.9        7.0       28.0       11.2
Other:                 30.0       43.6       42.2       51.5       26.7       38.4       38.1       45.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   169,421:    16,155     42,643     26,358    104,279     78,401    146,791    147,402:    22,629     22,018
Old  :   153,708:    16,751     42,934     20,021     97,340     69,689    134,112    132,645:    19,596     21,063
Other:    15,713:     2,641      2,947      3,099      6,939      8,712     12,679     14,758:     3,033        955
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     6,805:       579      3,758       -418      5,843      3,035      6,003      6,375:       801        430
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       25.2       15.6       61.6       46.3       86.6       87.0:      13.4       13.0
Old  :     100.0:      10.9       27.9       13.0       63.3       45.3       87.3       86.3:      12.7       13.7
Other:     100.0:      16.8       18.8       19.7       44.2       55.4       80.7       93.9:      19.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        32         45         34         52         47        102        116:
Old  :       145:        35         48         29         51         46         99        111:
Other:        43:         8         14         12         19          9         36         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.2       29.5       35.1       37.8       20.4       23.3       29.9       30.3
Old  :                 26.6       29.2       37.4       37.5       24.6       26.1       34.8       33.8
Other:                 35.2       54.7       51.2       73.9       25.3       47.5       36.5       55.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   771,943:   176,757    108,592     78,283    394,643    442,642    649,683    629,518:   122,260    142,425
Old  :   771,943:   176,757    108,592     78,283    394,643    442,642    649,683    629,518:   122,260    142,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    44,707:     7,698      1,299      5,517     21,498     30,416     34,713     37,232:     9,994      7,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       14.1       10.1       51.1       57.3       84.2       81.5:      15.8       18.5
Old  :     100.0:      22.9       14.1       10.1       51.1       57.3       84.2       81.5:      15.8       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        46         52         42         73         94        145        162:
Old  :       207:        46         52         42         73         94        145        162:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       16.9       30.6       27.2       15.6       15.0       22.2       22.5
Old  :                 22.0       16.9       30.6       27.2       15.6       15.0       22.2       22.5
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, January 11, 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  :   165,586:    13,734     24,613     33,897     88,778     82,474    136,409    140,983:    29,178     24,603
Old  :   151,368:    17,366     24,045     26,038     80,363     77,588    123,767    127,672:    27,600     23,696
Other:    14,219:     1,180      5,380      3,047      8,414      4,885     12,641     13,312:     1,578        907
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,491:     5,767     -7,215     -1,254    -10,467      7,565     -5,954       -904:     3,463     -1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       14.9       20.5       53.6       49.8       82.4       85.1:      17.6       14.9
Old  :     100.0:      11.5       15.9       17.2       53.1       51.3       81.8       84.3:      18.2       15.7
Other:     100.0:       8.3       37.8       21.4       59.2       34.4       88.9       93.6:      11.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       171:        34         50         53         56         57        129        138:
Old  :       171:        46         47         50         55         57        128        135:
Other:        60:        10         20         14         27         12         49         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       24.7       35.0       33.1       22.6       16.2       28.1       23.6
Old  :                 24.6       24.2       33.6       32.6       23.0       18.2       28.8       26.3
Other:                 46.3       54.7       62.3       68.7       42.5       40.4       51.6       51.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :     4,548:     1,627      1,402        310      1,085      1,328      3,021      3,040:     1,526      1,508
Old  :     4,537:     1,627      1,403        299      1,085      1,327      3,011      3,029:     1,526      1,508
Other:        10:         1          0          9          0          1         10         10:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -345:        86        -28        -50       -127       -306        -91       -383:      -253         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.8       30.8        6.8       23.9       29.2       66.4       66.8:      33.6       33.2
Old  :     100.0:      35.9       30.9        6.6       23.9       29.2       66.4       66.8:      33.6       33.2
Other:     100.0:      12.5        2.8       87.5        0.0        9.7      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         10          3         11          9         24         19:
Old  :        33:        10         10          3         11          9         24         19:
Other:         4:         1          2          3          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 33.3       39.1       46.5       51.3       30.3       38.3       42.3       48.5
Old  :                 33.3       39.1       46.5       51.3       30.3       38.4       42.4       48.6
Other:                100.0      100.0      100.0      100.0       12.5       12.5       12.5       12.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   272,211:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,350     53,562
Old  :   272,211:    73,179     87,651        374    173,308    130,624    246,861    218,649:    25,350     53,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    19,731:     5,376      3,308       -151     16,639     12,873     21,864     16,030:    -2,133      3,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       19.7
Old  :     100.0:      26.9       32.2        0.1       63.7       48.0       90.7       80.3:       9.3       19.7
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  :       167:        22         57          2         48         67         71        125:
Old  :       167:        22         57          2         48         67         71        125:
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  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
Old  :                 30.1       14.9       44.9       22.5       30.0       14.9       43.8       22.1
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, January 11, 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  : 2,165,995:   399,523    377,252    273,349  1,302,185  1,151,103  1,975,056  1,801,704:   190,939    364,291
Old  : 2,165,995:   399,523    377,252    273,349  1,302,185  1,151,103  1,975,056  1,801,704:   190,939    364,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    25,941:     5,718     30,013      9,151     -8,372    -19,444      6,496     19,720:    19,445      6,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       17.4       12.6       60.1       53.1       91.2       83.2:       8.8       16.8
Old  :     100.0:      18.4       17.4       12.6       60.1       53.1       91.2       83.2:       8.8       16.8
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  :       406:        57        122         93        156        206        274        360:
Old  :       406:        57        122         93        156        206        274        360:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       12.1       47.5       19.3       33.1        9.5       40.0       15.1
Old  :                 36.7       12.1       47.5       19.3       33.1        9.5       40.0       15.1
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, January 11, 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  : 1,391,500:   330,169    249,240    131,420    849,118    830,426  1,310,707  1,211,086:    80,793    180,414
Old  : 1,391,500:   330,169    249,240    131,420    849,118    830,426  1,310,707  1,211,086:    80,793    180,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    65,217:    -2,911     -6,296     26,115     59,487     42,517     82,691     62,336:   -17,474      2,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       17.9        9.4       61.0       59.7       94.2       87.0:       5.8       13.0
Old  :     100.0:      23.7       17.9        9.4       61.0       59.7       94.2       87.0:       5.8       13.0
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  :       311:        59         92         64         96        143        188        266:
Old  :       311:        59         92         64         96        143        188        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  :                 24.9       15.5       41.1       23.8       20.1       14.9       34.2       21.9
Old  :                 24.9       15.5       41.1       23.8       20.1       14.9       34.2       21.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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  :   477,943:   110,323     37,806    148,684    196,130    272,149    455,137    458,638:    22,805     19,304
Old  :   477,943:   110,323     37,806    148,684    196,130    272,149    455,137    458,638:    22,805     19,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    33,227:     1,062      5,808     19,159     16,129      4,378     36,350     29,345:    -3,123      3,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        7.9       31.1       41.0       56.9       95.2       96.0:       4.8        4.0
Old  :     100.0:      23.1        7.9       31.1       41.0       56.9       95.2       96.0:       4.8        4.0
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  :       156:        48         27         40         62         66        125        118:
Old  :       156:        48         27         40         62         66        125        118:
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       31.1       45.1       43.2       18.2       21.8       26.7       31.2
Old  :                 30.3       31.1       45.1       43.2       18.2       21.8       26.7       31.2
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, January 11, 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  :    49,425:    17,235      9,769        819     25,725     32,946     43,778     43,533:     5,647      5,891
Old  :    49,425:    17,235      9,769        819     25,725     32,946     43,778     43,533:     5,647      5,891
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :    -2,009:    -2,478        534         22        522       -344     -1,934        212:       -75     -2,221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       19.8        1.7       52.0       66.7       88.6       88.1:      11.4       11.9
Old  :     100.0:      34.9       19.8        1.7       52.0       66.7       88.6       88.1:      11.4       11.9
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  :        96:        38         22         13         30         14         76         41:
Old  :        96:        38         22         13         30         14         76         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       64.1       53.2       75.5       36.9       63.9       53.2       74.3
Old  :                 36.9       64.1       53.2       75.5       36.9       63.9       53.2       74.3
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, January 11, 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  :    62,430:     7,651     17,941      5,027     40,390     30,179     53,068     53,147:     9,362      9,283
Old  :    62,430:     7,651     17,941      5,027     40,390     30,179     53,068     53,147:     9,362      9,283
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :     9,857:     1,448      4,136      1,276      9,734      5,323     12,458     10,736:    -2,601       -879
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       28.7        8.1       64.7       48.3       85.0       85.1:      15.0       14.9
Old  :     100.0:      12.3       28.7        8.1       64.7       48.3       85.0       85.1:      15.0       14.9
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  :        97:        35         27         22         22         20         64         62:
Old  :        97:        35         27         22         22         20         64         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  :                 44.7       58.0       60.1       66.7       44.2       56.0       56.9       62.7
Old  :                 44.7       58.0       60.1       66.7       44.2       56.0       56.9       62.7
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, January 11, 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  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Old  :    35,875:     1,696      6,395      1,006     32,843     27,086     35,545     34,487:       330      1,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -380:       148        -69          0       -520       -331       -372       -400:        -8         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
Old  :     100.0:       4.7       17.8        2.8       91.5       75.5       99.1       96.1:       0.9        3.9
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  :        53:         4         21          2         17         15         23         36:
Old  :        53:         4         21          2         17         15         23         36:
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  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
Old  :                 52.4       51.8       79.0       72.0       52.4       51.2       78.9       71.4
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, January 11, 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  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Old  :    13,266:         0      1,554          0     13,254     11,252     13,254     12,806:        12        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2005                      :
     :      -333:      -500       -135          0        176       -190       -324       -325:        -9         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.7        0.0       99.9       84.8       99.9       96.5:       0.1        3.5
Old  :     100.0:       0.0       11.7        0.0       99.9       84.8       99.9       96.5:       0.1        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          7          0          8         10          8         17:
Old  :        24:         0          7          0          8         10          8         17:
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  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
Old  :                 83.8       74.8       99.9       85.6       83.8       72.0       97.0       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 11, 2005