WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, January 4, 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  :   195,001:    38,061     76,909     15,289    110,992     76,866    164,342    169,064:    30,659     25,937
Old  :   167,547:    44,267     75,016      4,893     91,989     65,917    141,149    145,826:    26,398     21,721
Other:    27,454:     3,357     11,456        833     19,003     10,949     23,193     23,238:     4,261      4,216
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,959:       307      9,533      1,680      4,418     -3,660      6,405      7,553:     5,554      4,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       39.4        7.8       56.9       39.4       84.3       86.7:      15.7       13.3
Old  :     100.0:      26.4       44.8        2.9       54.9       39.3       84.2       87.0:      15.8       13.0
Other:     100.0:      12.2       41.7        3.0       69.2       39.9       84.5       84.6:      15.5       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        90         94         46         54         60        165        188:
Old  :       269:        95         93         31         50         54        153        170:
Other:       105:        22         29         17         21         43         53         81:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.4       27.2       43.9       34.2       29.4       27.0       43.9       33.4
Old  :                 32.1       28.0       45.3       35.4       32.1       27.8       45.1       35.2
Other:                 59.6       39.1       69.7       52.1       59.4       38.9       66.8       51.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, January 4, 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  :   604,517:    81,565    174,000     28,868    399,972    269,866    510,405    472,734:    94,112    131,783
Old  :   539,192:    77,950    169,509     24,453    349,826    236,794    452,229    430,756:    86,963    108,436
Other:    65,325:     7,497      8,373        533     50,146     33,072     58,176     41,978:     7,149     23,347
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,598:     1,211     12,519     -4,445     13,116        510      9,882      8,584:     1,716      3,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       28.8        4.8       66.2       44.6       84.4       78.2:      15.6       21.8
Old  :     100.0:      14.5       31.4        4.5       64.9       43.9       83.9       79.9:      16.1       20.1
Other:     100.0:      11.5       12.8        0.8       76.8       50.6       89.1       64.3:      10.9       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       659:       156        160         95        233        239        437        458:
Old  :       649:       158        157         82        224        223        422        430:
Other:       326:        45         54          4         65        186        111        243:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.4       16.0       27.3       21.6       16.4       15.2       27.0       20.4
Old  :                 17.7       17.1       28.2       23.1       17.5       16.5       27.8       22.0
Other:                 47.3       11.7       55.2       19.2       47.3       11.7       55.2       19.2
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, January 4, 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  :     6,845:     1,407        676         26      1,858      4,451      3,291      5,153:     3,554      1,692
Old  :     6,683:     1,346        676         26      1,836      4,350      3,208      5,052:     3,475      1,631
Other:       162:        61          0          0         22        101         83        101:        79         61
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :      -320:        26       -139          0       -120       -179        -94       -318:      -226         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        9.9        0.4       27.1       65.0       48.1       75.3:      51.9       24.7
Old  :     100.0:      20.1       10.1        0.4       27.5       65.1       48.0       75.6:      52.0       24.4
Other:     100.0:      37.7        0.0        0.0       13.6       62.3       51.2       62.3:      48.8       37.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        14          5          1         13         11         28         16:
Old  :        35:        14          5          1         13         11         28         16:
Other:         9:         3          0          0          2          6          5          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       50.6       30.2       65.2       13.6       49.0       21.5       60.2
Old  :                 20.8       50.5       30.6       65.3       13.8       49.2       21.8       60.6
Other:                 50.0       61.1       51.2       62.3       43.8       54.3       43.8       54.9
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, January 4, 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  :   233,674:    30,135     75,205     16,414    147,212     89,160    193,761    180,779:    39,913     52,895
Old  :   216,416:    29,468     77,905     10,485    140,866     80,011    180,819    168,401:    35,597     48,015
Other:    17,258:     6,529      3,162         67      6,346      9,149     12,942     12,378:     4,316      4,880
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,598:    -6,386      8,115        127      2,292    -11,324     -3,967     -3,082:     1,369        484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       32.2        7.0       63.0       38.2       82.9       77.4:      17.1       22.6
Old  :     100.0:      13.6       36.0        4.8       65.1       37.0       83.6       77.8:      16.4       22.2
Other:     100.0:      37.8       18.3        0.4       36.8       53.0       75.0       71.7:      25.0       28.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:        83        129         74         93        114        229        277:
Old  :       355:        79        130         56         88        104        206        260:
Other:       118:        34         22          2         23         50         58         73:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       17.1       41.7       23.6       27.8       15.4       37.2       20.3
Old  :                 32.6       17.1       44.2       23.7       30.3       17.1       41.5       22.4
Other:                 36.0       37.6       48.9       46.0       35.9       36.6       48.8       45.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, January 4, 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  :   147,039:    19,613     38,810     17,236     89,351     70,452    126,200    126,498:    20,839     20,541
Old  :   132,221:    20,708     39,383     10,620     82,644     62,413    113,972    112,416:    18,249     19,805
Other:    14,818:     2,515      3,037      3,006      6,707      8,039     12,228     14,082:     2,590        736
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -2,042:    -1,086      3,915       -460      2,372     -5,364        826     -1,909:    -2,868       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       26.4       11.7       60.8       47.9       85.8       86.0:      14.2       14.0
Old  :     100.0:      15.7       29.8        8.0       62.5       47.2       86.2       85.0:      13.8       15.0
Other:     100.0:      17.0       20.5       20.3       45.3       54.3       82.5       95.0:      17.5        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        32         41         29         51         41         99        106:
Old  :       142:        36         43         24         50         40         95        101:
Other:        43:        12         11          9         17         10         34         25:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.2       30.9       32.9       38.9       17.7       24.5       27.8       32.3
Old  :                 23.5       30.7       34.4       39.3       21.7       27.6       32.6       36.2
Other:                 36.6       54.3       49.9       76.2       22.5       42.9       33.8       52.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, January 4, 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  :   605,730:   176,659    110,636      4,343    323,154    371,941    504,156    486,920:   101,574    118,810
Old  :   605,730:   176,659    110,636      4,343    323,154    371,941    504,156    486,920:   101,574    118,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     2,884:    16,500     15,514    -22,177     -5,026     -3,246    -10,703     -9,909:    13,587     12,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       18.3        0.7       53.3       61.4       83.2       80.4:      16.8       19.6
Old  :     100.0:      29.2       18.3        0.7       53.3       61.4       83.2       80.4:      16.8       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        41         39         16         57         82        110        126:
Old  :       183:        41         39         16         57         82        110        126:
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  :                 26.7       18.7       37.3       31.0       20.0       18.0       27.7       28.1
Old  :                 26.7       18.7       37.3       31.0       20.0       18.0       27.7       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, January 4, 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  :   152,084:     8,391     33,317     26,177     93,545     68,092    128,113    127,586:    23,971     24,498
Old  :   138,146:    12,023     33,026     18,368     85,405     63,402    115,796    114,796:    22,350     23,350
Other:    13,938:     1,091      5,014      3,086      8,140      4,690     12,317     12,790:     1,621      1,148
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     7,607:      -141      6,655      3,024      7,457     -1,876     10,340      7,803:    -2,733       -196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5       21.9       17.2       61.5       44.8       84.2       83.9:      15.8       16.1
Old  :     100.0:       8.7       23.9       13.3       61.8       45.9       83.8       83.1:      16.2       16.9
Other:     100.0:       7.8       36.0       22.1       58.4       33.6       88.4       91.8:      11.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        20         51         47         52         51        111        131:
Old  :       158:        28         52         45         52         50        110        128:
Other:        57:        11         16         12         26         10         47         30:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.8       21.7       38.4       30.4       24.6       13.2       32.5       20.1
Old  :                 26.7       21.2       37.7       29.8       25.4       14.3       34.0       22.5
Other:                 44.1       54.3       62.0       71.6       42.0       40.8       50.9       51.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, January 4, 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  :     4,420:     1,532      1,475        151      1,103      1,459      2,786      3,085:     1,634      1,335
Old  :     4,418:     1,532      1,475        149      1,103      1,459      2,784      3,083:     1,634      1,335
Other:         2:         0          0          2          0          0          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :        -6:       174        144         48        215       -219        437        -27:      -443         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       33.4        3.4       25.0       33.0       63.0       69.8:      37.0       30.2
Old  :     100.0:      34.7       33.4        3.4       25.0       33.0       63.0       69.8:      37.0       30.2
Other:     100.0:       0.0        0.0      100.0        0.0        0.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         9         10          3          6          8         18         18:
Old  :        31:         9         10          3          6          8         18         18:
Other:         2:         0          0          2          0          0          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       41.9       49.4       52.8       35.2       41.9       49.4       52.8
Old  :                 35.2       41.9       49.4       52.8       35.2       41.9       49.4       52.8
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, January 4, 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  :   252,434:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,437     49,815
Old  :   252,434:    67,803     84,343        525    156,669    117,751    224,997    202,619:    27,437     49,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :     3,817:     5,347     14,316       -875     -2,432    -10,783      2,040      2,658:     1,777      1,159
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       19.7
Old  :     100.0:      26.9       33.4        0.2       62.1       46.6       89.1       80.3:      10.9       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  :       163:        19         55          4         48         66         69        123:
Old  :       163:        19         55          4         48         66         69        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.2       12.7       45.4       21.0       30.9       12.7       43.4       20.8
Old  :                 31.2       12.7       45.4       21.0       30.9       12.7       43.4       20.8
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 - Futures Only, January 4, 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  : 1,676,478:   403,430    371,445     36,898  1,078,816    940,618  1,519,144  1,348,961:   157,334    327,517
Old  : 1,676,478:   403,430    371,445     36,898  1,078,816    940,618  1,519,144  1,348,961:   157,334    327,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    64,791:     7,672     23,270     17,839     32,900    -24,715     58,411     16,394:     6,380     48,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       22.2        2.2       64.4       56.1       90.6       80.5:       9.4       19.5
Old  :     100.0:      24.1       22.2        2.2       64.4       56.1       90.6       80.5:       9.4       19.5
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  :       360:        47        106         35         94        174        166        291:
Old  :       360:        47        106         35         94        174        166        291:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       14.8       57.1       23.1       45.2       13.0       54.7       20.0
Old  :                 45.6       14.8       57.1       23.1       45.2       13.0       54.7       20.0
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 - Futures Only, January 4, 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  : 1,147,002:   319,823    248,655     10,030    719,878    715,360  1,049,731    974,045:    97,271    172,957
Old  : 1,147,002:   319,823    248,655     10,030    719,878    715,360  1,049,731    974,045:    97,271    172,957
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    -7,244:    -3,015     42,527    -33,276      6,982    -24,363    -29,309    -15,112:    22,065      7,868
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       21.7        0.9       62.8       62.4       91.5       84.9:       8.5       15.1
Old  :     100.0:      27.9       21.7        0.9       62.8       62.4       91.5       84.9:       8.5       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        52         84         16         73        131        132        224:
Old  :       294:        52         84         16         73        131        132        224:
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  :                 26.8       18.2       45.0       27.4       25.5       17.6       41.9       26.6
Old  :                 26.8       18.2       45.0       27.4       25.5       17.6       41.9       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, January 4, 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  :   338,951:   118,848     37,740     36,573    158,723    250,092    314,144    324,405:    24,807     14,546
Old  :   338,951:   118,848     37,740     36,573    158,723    250,092    314,144    324,405:    24,807     14,546
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :  -132,811:   -63,721     -6,056    -17,664    -49,424   -107,366   -130,809   -131,086:    -2,002     -1,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       11.1       10.8       46.8       73.8       92.7       95.7:       7.3        4.3
Old  :     100.0:      35.1       11.1       10.8       46.8       73.8       92.7       95.7:       7.3        4.3
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  :       126:        35         18         24         58         53        105         84:
Old  :       126:        35         18         24         58         53        105         84:
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  :                 28.3       34.6       42.1       50.3       21.3       33.8       33.4       47.2
Old  :                 28.3       34.6       42.1       50.3       21.3       33.8       33.4       47.2
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 - Futures Only, January 4, 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  :    49,580:    19,663      9,021         47     24,704     32,916     44,414     41,984:     5,166      7,596
Old  :    49,580:    19,663      9,021         47     24,704     32,916     44,414     41,984:     5,166      7,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       284:        43       -520         16       -429        226       -370       -278:       654        562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       18.2        0.1       49.8       66.4       89.6       84.7:      10.4       15.3
Old  :     100.0:      39.7       18.2        0.1       49.8       66.4       89.6       84.7:      10.4       15.3
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  :        86:        35         18          2         23         13         60         31:
Old  :        86:        35         18          2         23         13         60         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       65.2       57.3       75.5       38.1       65.2       57.3       74.9
Old  :                 38.1       65.2       57.3       75.5       38.1       65.2       57.3       74.9
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 - Futures Only, January 4, 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  :    47,102:     8,667     13,881        197     26,756     23,270     35,620     37,348:    11,482      9,754
Old  :    47,102:     8,667     13,881        197     26,756     23,270     35,620     37,348:    11,482      9,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :    11,401:       191      3,070        -29      7,319      7,497      7,481     10,538:     3,920        863
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       29.5        0.4       56.8       49.4       75.6       79.3:      24.4       20.7
Old  :     100.0:      18.4       29.5        0.4       56.8       49.4       75.6       79.3:      24.4       20.7
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  :        73:        26         19          2         19         12         46         32:
Old  :        73:        26         19          2         19         12         46         32:
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  :                 38.0       55.6       51.4       63.8       38.0       55.6       51.4       63.6
Old  :                 38.0       55.6       51.4       63.8       38.0       55.6       51.4       63.6
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 - Futures Only, January 4, 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  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Old  :    36,255:     1,548      6,464      1,006     33,363     27,417     35,917     34,887:       338      1,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       -52:      -483         64          0        457       -112        -26        -48:       -26         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Old  :     100.0:       4.3       17.8        2.8       92.0       75.6       99.1       96.2:       0.9        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
Old  :                 53.6       51.7       80.4       72.1       53.6       51.1       80.3       71.6
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 - Futures Only, January 4, 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  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Old  :    13,599:       500      1,689          0     13,078     11,442     13,578     13,131:        21        468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 28, 2004                    :
     :       473:      -181        109          0        645        352        464        461:         9         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
Old  :     100.0:       3.7       12.4        0.0       96.2       84.1       99.8       96.6:       0.2        3.4
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  :        25:         1          7          0          8         10          9         17:
Old  :        25:         1          7          0          8         10          9         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  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Old  :                 80.4       74.7       97.6       85.7       80.4       71.9       97.1       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 7, 2005