WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, January 25, 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  :   207,629:    31,972     72,617     21,056    119,722     84,730    172,750    178,403:    34,879     29,226
Old  :   169,918:    39,863     70,717      7,401     94,601     69,131    141,865    147,249:    28,053     22,669
Other:    37,711:     3,709     13,500      2,055     25,121     15,599     30,885     31,154:     6,826      6,557
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,335:    -4,796     -4,556      2,094      3,675      4,371        973      1,909:     2,362      1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       35.0       10.1       57.7       40.8       83.2       85.9:      16.8       14.1
Old  :     100.0:      23.5       41.6        4.4       55.7       40.7       83.5       86.7:      16.5       13.3
Other:     100.0:       9.8       35.8        5.4       66.6       41.4       81.9       82.6:      18.1       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        73         86         50         48         50        145        170:
Old  :       227:        80         82         29         37         47        126        151:
Other:        99:        23         34         20         26         33         64         74:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.6       27.1       46.8       34.2       32.6       26.2       46.4       33.3
Old  :                 36.4       28.1       48.9       36.4       36.4       28.1       48.9       36.4
Other:                 57.6       32.7       64.2       43.0       56.4       29.0       59.8       39.0
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, January 25, 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  :   644,934:    73,589    186,076     41,383    402,070    244,588    517,042    472,047:   127,892    172,887
Old  :   561,920:    71,318    179,643     34,059    339,982    209,312    445,359    423,014:   116,561    138,906
Other:    83,014:     8,910     13,072        685     62,088     35,276     71,683     49,033:    11,331     33,981
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    13,377:    -6,616     -8,133     10,768    -18,168    -21,200    -14,016    -18,565:    27,393     31,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       28.9        6.4       62.3       37.9       80.2       73.2:      19.8       26.8
Old  :     100.0:      12.7       32.0        6.1       60.5       37.2       79.3       75.3:      20.7       24.7
Other:     100.0:      10.7       15.7        0.8       74.8       42.5       86.4       59.1:      13.6       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       111        137         79        164        148        321        328:
Old  :       460:       117        130         67        157        131        308        299:
Other:       227:        33         48         10         57        118         96        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       13.4       29.2       18.9       17.9       12.1       28.6       16.8
Old  :                 18.6       14.4       29.6       20.2       18.6       13.2       29.3       18.2
Other:                 48.5       11.2       57.3       19.4       48.5       10.9       57.3       19.0
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, January 25, 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  :     8,522:     3,234        388         75      1,254      5,695      4,563      6,158:     3,959      2,364
Old  :     8,018:     3,189        403         52      1,159      5,504      4,400      5,959:     3,618      2,059
Other:       504:        68          8          0         95        191        163        199:       341        305
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       560:       563        160        -32        149        537        680        665:      -120       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        4.6        0.9       14.7       66.8       53.5       72.3:      46.5       27.7
Old  :     100.0:      39.8        5.0        0.6       14.5       68.6       54.9       74.3:      45.1       25.7
Other:     100.0:      13.5        1.6        0.0       18.8       37.9       32.3       39.5:      67.7       60.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          4          3          9         15         27         21:
Old  :        36:        17          4          3          9         15         27         21:
Other:        11:         3          2          0          2          5          5          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       40.1       39.7       54.9       25.0       36.7       32.6       47.3
Old  :                 29.3       41.5       41.0       56.9       26.5       37.9       34.5       49.4
Other:                 31.9       34.7       32.3       39.5       31.9       34.3       31.9       39.1
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, January 25, 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  :   253,102:    27,221     99,935     19,999    151,859     71,612    199,079    191,546:    54,023     61,556
Old  :   232,341:    26,643    103,679     12,975    144,377     60,248    183,995    176,902:    48,346     55,439
Other:    20,761:     7,444      3,122        158      7,482     11,364     15,084     14,644:     5,677      6,117
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     5,400:      -234     -1,834      3,571     -6,488     -6,163     -3,151     -4,426:     8,551      9,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       39.5        7.9       60.0       28.3       78.7       75.7:      21.3       24.3
Old  :     100.0:      11.5       44.6        5.6       62.1       25.9       79.2       76.1:      20.8       23.9
Other:     100.0:      35.9       15.0        0.8       36.0       54.7       72.7       70.5:      27.3       29.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        69        109         71         77         87        195        231:
Old  :       293:        68        114         55         75         77        177        217:
Other:       118:        37         24          5         22         45         63         70:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.5       16.7       39.1       23.3       28.1       15.3       38.4       21.0
Old  :                 29.8       17.6       41.3       24.0       29.7       17.2       40.8       23.5
Other:                 33.9       43.0       46.2       49.7       33.8       41.8       46.1       48.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, January 25, 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  :   163,297:    22,403     50,841     18,986     99,880     70,566    141,269    140,393:    22,028     22,904
Old  :   145,112:    22,057     51,841     11,648     92,668     60,461    126,373    123,950:    18,739     21,162
Other:    18,185:     4,238      2,892      3,446      7,212     10,105     14,896     16,443:     3,289      1,742
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,840:     1,391     -2,155      1,033     -3,221       -554       -797     -1,676:    -1,043       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       31.1       11.6       61.2       43.2       86.5       86.0:      13.5       14.0
Old  :     100.0:      15.2       35.7        8.0       63.9       41.7       87.1       85.4:      12.9       14.6
Other:     100.0:      23.3       15.9       18.9       39.7       55.6       81.9       90.4:      18.1        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        33         46         28         53         41        103        111:
Old  :       156:        40         50         25         52         40        102        107:
Other:        44:        12         10         10         20         10         37         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  :                 22.7       27.3       35.9       35.8       19.6       20.9       29.4       27.9
Old  :                 24.0       28.2       37.7       36.0       23.2       25.1       36.1       32.9
Other:                 33.5       54.5       50.9       71.4       25.0       46.7       38.5       55.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, January 25, 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  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Old  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    39,829:    -2,328     35,175      3,660      5,646    -48,763      6,978     -9,928:    32,851     49,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
Old  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
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  :       166:        40         33         17         53         75        102        117:
Old  :       166:        40         33         17         53         75        102        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
Old  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, January 25, 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  :   156,537:     9,151     41,560     26,965     91,856     61,749    127,972    130,274:    28,565     26,263
Old  :   139,820:    12,437     40,055     18,565     82,257     56,305    113,259    114,925:    26,561     24,895
Other:    16,717:     1,986      6,777      3,128      9,599      5,444     14,713     15,349:     2,004      1,368
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,456:     1,902      1,559        164     -7,147     -6,876     -5,081     -5,153:     1,625      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       26.5       17.2       58.7       39.4       81.8       83.2:      18.2       16.8
Old  :     100.0:       8.9       28.6       13.3       58.8       40.3       81.0       82.2:      19.0       17.8
Other:     100.0:      11.9       40.5       18.7       57.4       32.6       88.0       91.8:      12.0        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        17         58         52         52         48        114        135:
Old  :       163:        28         54         46         50         46        108        131:
Other:        63:        15         16         13         27         12         52         33:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.9       19.9       37.8       27.8       22.4        9.3       29.5       15.8
Old  :                 25.8       19.3       37.2       27.3       23.2       11.3       31.2       18.0
Other:                 40.7       51.8       57.2       69.1       37.4       43.6       47.1       55.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, January 25, 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  :     4,231:     1,606      1,518         63      1,100      1,215      2,769      2,796:     1,462      1,435
Old  :     4,225:     1,606      1,522         57      1,100      1,212      2,763      2,791:     1,462      1,434
Other:         6:         4          0          2          0          3          6          5:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        88:       -25        -35        -26         -5         53        -56         -8:       144         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       35.9        1.5       26.0       28.7       65.4       66.1:      34.6       33.9
Old  :     100.0:      38.0       36.0        1.3       26.0       28.7       65.4       66.1:      34.6       33.9
Other:     100.0:      66.7        0.0       33.3        0.0       50.0      100.0       83.3:       0.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        12          9          3          8          8         23         17:
Old  :        32:        12          9          2          8          8         22         17:
Other:         4:         1          0          2          0          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.4       41.1       46.4       53.3       31.6       40.4       42.6       51.3
Old  :                 35.4       41.1       46.5       53.3       31.6       40.4       42.7       51.4
Other:                100.0       83.3      100.0       83.3       66.7       50.0       66.7       50.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, January 25, 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  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Old  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    16,363:       376     -8,680       -374     -3,790    -11,531     -3,788    -20,585:    20,151     36,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
Old  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        14         32          1         37         43         52         75:
Old  :       108:        14         32          1         37         43         52         75:
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  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
Old  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
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 25, 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  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Old  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -24,687:  -138,339    -51,207      5,545     15,078   -140,353   -117,716   -186,015:    93,029    161,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
Old  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
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  :       254:        45         64         33         77        124        141        202:
Old  :       254:        45         64         33         77        124        141        202:
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  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
Old  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
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 25, 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  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Old  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,589:   -45,664    -47,450       -263    -17,357    -82,049    -63,284   -129,762:    54,695    121,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
Old  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
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  :       187:        37         41         20         62         88        109        139:
Old  :       187:        37         41         20         62         88        109        139:
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  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
Old  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
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 25, 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  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Old  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    70,745:    30,179     13,759       -907     30,104     48,514     59,376     61,366:    11,369      9,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
Old  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
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  :       112:        36         14         21         48         48         90         78:
Old  :       112:        36         14         21         48         48         90         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       37.7       49.9       52.1       27.2       36.9       39.8       48.8
Old  :                 35.4       37.7       49.9       52.1       27.2       36.9       39.8       48.8
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 25, 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  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Old  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,587:    -1,412      1,216        -59     -2,758       -935     -4,229        222:     5,816      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       14.4
Old  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       14.4
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  :        68:        25         15          1         20         11         46         26:
Old  :        68:        25         15          1         20         11         46         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       74.3
Old  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       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 - Futures Only, January 25, 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  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Old  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     8,052:    -3,864      4,315         97      8,411     -3,792      4,644        620:     3,408      7,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
Old  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        19         21          3         21         11         40         35:
Old  :        68:        19         21          3         21         11         40         35:
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  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
Old  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Old  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -772:     5,958        -98          0     -6,803       -759       -845       -857:        73         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Old  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
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  :        55:         6         21          3         17         15         26         36:
Old  :        55:         6         21          3         17         15         26         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  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
Old  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
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 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Old  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       751:     5,718       -160          0     -4,971        915        747        755:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Old  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          7         10          9         16:
Old  :        24:         2          6          0          7         10          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Old  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated January 28, 2005