WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, February 22, 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  :   220,792:    39,805     55,022     23,481    122,171    105,283    185,457    183,786:    35,335     37,006
Old  :   160,165:    37,653     50,832      5,346     91,352     77,796    134,351    133,974:    25,814     26,191
Other:    60,627:    10,787     12,825      9,500     30,819     27,487     51,106     49,812:     9,521     10,815
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -10,059:     6,523    -12,411     -6,125     -9,356      7,228     -8,958    -11,308:    -1,101      1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       24.9       10.6       55.3       47.7       84.0       83.2:      16.0       16.8
Old  :     100.0:      23.5       31.7        3.3       57.0       48.6       83.9       83.6:      16.1       16.4
Other:     100.0:      17.8       21.2       15.7       50.8       45.3       84.3       82.2:      15.7       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       223:        69         83         63         44         50        157        160:
Old  :       207:        73         72         31         31         43        121        130:
Other:       128:        41         40         34         26         39         86         97:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       31.7       46.6       39.3       33.0       30.8       46.4       38.1
Old  :                 39.0       34.7       52.4       43.0       39.0       34.7       52.3       43.0
Other:                 47.4       33.2       55.4       45.3       43.0       29.1       47.8       36.6
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, February 22, 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  :   644,026:    93,992    139,378     36,676    377,930    279,496    508,598    455,550:   135,428    188,476
Old  :   543,434:    88,291    137,148     25,571    309,849    232,899    423,711    395,618:   119,723    147,816
Other:   100,592:    15,175     11,704      1,631     68,081     46,597     84,887     59,932:    15,705     40,660
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -27,774:    13,102    -26,167    -21,205    -14,567     17,024    -22,670    -30,348:    -5,104      2,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       21.6        5.7       58.7       43.4       79.0       70.7:      21.0       29.3
Old  :     100.0:      16.2       25.2        4.7       57.0       42.9       78.0       72.8:      22.0       27.2
Other:     100.0:      15.1       11.6        1.6       67.7       46.3       84.4       59.6:      15.6       40.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       439:       114        102         91        158        149        318        318:
Old  :       431:       115        107         75        146        140        301        295:
Other:       232:        37         46         13         63        121        108        172:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       28.5       21.1       18.1       12.7       28.2       17.7
Old  :                 19.2       17.4       30.3       22.9       19.2       13.6       29.4       19.0
Other:                 42.0       14.4       51.1       21.7       42.0       14.0       51.1       21.4
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, February 22, 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  :     8,050:     2,232        585         22      2,080      5,704      4,334      6,311:     3,716      1,739
Old  :     7,206:     2,092        587          1      1,960      5,279      4,053      5,867:     3,153      1,339
Other:       844:       161         19          0        120        425        281        444:       563        400
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -615:      -384        203       -116         49       -415       -451       -328:      -164       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        7.3        0.3       25.8       70.9       53.8       78.4:      46.2       21.6
Old  :     100.0:      29.0        8.1        0.0       27.2       73.3       56.2       81.4:      43.8       18.6
Other:     100.0:      19.1        2.3        0.0       14.2       50.4       33.3       52.6:      66.7       47.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          4          3          8         16         22         22:
Old  :        33:        12          5          1          8         15         21         20:
Other:        14:         4          2          0          3          6          7          8:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.4       45.3       39.9       59.6       18.4       35.9       26.3       47.5
Old  :                 30.4       49.7       42.9       64.7       20.6       39.2       28.9       51.4
Other:                 26.2       41.9       33.3       52.6       26.2       41.9       33.1       52.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, February 22, 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  :   265,774:    38,055     67,274     21,893    153,463    101,083    213,411    190,250:    52,363     75,524
Old  :   237,467:    37,674     73,432     12,415    143,069     89,774    193,158    175,621:    44,309     61,846
Other:    28,307:     9,447      2,908        412     10,394     11,309     20,253     14,629:     8,054     13,678
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     3,398:     1,226    -19,111        320      1,826     11,718      3,372     -7,073:        26     10,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       25.3        8.2       57.7       38.0       80.3       71.6:      19.7       28.4
Old  :     100.0:      15.9       30.9        5.2       60.2       37.8       81.3       74.0:      18.7       26.0
Other:     100.0:      33.4       10.3        1.5       36.7       40.0       71.5       51.7:      28.5       48.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:        65        117         87         70         86        205        241:
Old  :       301:        71        120         64         66         77        183        223:
Other:       112:        36         25          8         20         43         59         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  :                 28.6       17.5       40.4       23.3       26.0       13.5       35.9       18.2
Old  :                 29.7       17.7       42.8       23.9       27.6       15.8       38.8       21.2
Other:                 34.6       27.7       49.1       33.6       33.9       26.5       48.4       31.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, February 22, 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  :   166,079:    21,219     37,422     23,495     93,907     82,550    138,621    143,467:    27,458     22,612
Old  :   142,278:    20,414     38,867     15,007     84,237     68,324    119,658    122,198:    22,620     20,080
Other:    23,801:     6,424      4,174      2,869      9,670     14,226     18,963     21,269:     4,838      2,532
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    -9,178:       148    -15,831      1,393    -12,785      6,166    -11,244     -8,272:     2,066       -906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       22.5       14.1       56.5       49.7       83.5       86.4:      16.5       13.6
Old  :     100.0:      14.3       27.3       10.5       59.2       48.0       84.1       85.9:      15.9       14.1
Other:     100.0:      27.0       17.5       12.1       40.6       59.8       79.7       89.4:      20.3       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        33         44         35         51         48        107        116:
Old  :       154:        37         48         33         51         45        106        112:
Other:        54:        15         13         11         19         15         39         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.9       25.5       30.6       35.3       15.3       15.6       24.5       21.9
Old  :                 21.4       24.0       34.3       33.2       19.8       17.9       30.3       25.2
Other:                 34.5       49.2       50.5       65.4       30.7       40.0       40.2       48.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, February 22, 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  :   781,552:   135,263    127,625     42,614    451,160    430,408    629,037    600,647:   152,515    180,905
Old  :   781,552:   135,263    127,625     42,614    451,160    430,408    629,037    600,647:   152,515    180,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   -19,124:   -36,124     -5,243      5,509     19,888    -25,485    -10,727    -25,219:    -8,397      6,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       16.3        5.5       57.7       55.1       80.5       76.9:      19.5       23.1
Old  :     100.0:      17.3       16.3        5.5       57.7       55.1       80.5       76.9:      19.5       23.1
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  :       172:        44         30         26         57         78        112        128:
Old  :       172:        44         30         26         57         78        112        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       16.5       33.3       28.2       16.7       14.0       22.8       23.5
Old  :                 25.0       16.5       33.3       28.2       16.7       14.0       22.8       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, February 22, 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  :   163,367:    25,432     25,075     30,991     75,509     80,505    131,932    136,571:    31,435     26,796
Old  :   140,489:    28,879     23,797     20,852     62,340     71,130    112,071    115,779:    28,418     24,710
Other:    22,878:     1,376      6,101      5,316     13,169      9,375     19,861     20,792:     3,017      2,086
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :     1,366:    12,017    -12,953        224    -12,414     16,425       -173      3,696:     1,539     -2,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       15.3       19.0       46.2       49.3       80.8       83.6:      19.2       16.4
Old  :     100.0:      20.6       16.9       14.8       44.4       50.6       79.8       82.4:      20.2       17.6
Other:     100.0:       6.0       26.7       23.2       57.6       41.0       86.8       90.9:      13.2        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        34         43         52         51         52        128        128:
Old  :       165:        46         39         47         49         52        123        126:
Other:        65:        11         18         15         27         16         49         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       20.9       29.1       31.0       11.7       11.8       17.0       18.4
Old  :                 17.0       22.0       26.6       31.1       12.5       14.4       18.6       22.6
Other:                 41.7       53.5       57.2       69.7       38.8       44.3       47.8       52.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, February 22, 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  :     5,676:     1,860      2,392        281      1,848      1,359      3,989      4,032:     1,687      1,644
Old  :     5,667:     1,860      2,392        276      1,848      1,356      3,984      4,024:     1,683      1,643
Other:         9:         2          2          3          0          3          5          8:         4          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       180:        45        312       -113        130        -68         62        131:       118         49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       42.1        5.0       32.6       23.9       70.3       71.0:      29.7       29.0
Old  :     100.0:      32.8       42.2        4.9       32.6       23.9       70.3       71.0:      29.7       29.0
Other:     100.0:      22.2       22.2       33.3        0.0       33.3       55.6       88.9:      44.4       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        10         15          4         10          7         24         23:
Old  :        37:        10         16          4         10          7         24         23:
Other:         4:         2          1          1          0          1          2          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  :                 37.3       29.0       48.9       44.4       28.8       24.2       38.3       34.2
Old  :                 37.3       29.1       49.0       44.4       28.8       24.2       38.3       34.3
Other:                 55.6       88.9       55.6       88.9       22.2       55.6       22.2       55.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, February 22, 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  :   379,969:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,120    117,796
Old  :   379,969:   101,226     91,348     13,167    202,456    157,658    316,849    262,173:    63,120    117,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    30,147:    -5,782     10,802      7,076     17,034     -4,193     18,328     13,685:    11,819     16,462
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
Old  :     100.0:      26.6       24.0        3.5       53.3       41.5       83.4       69.0:      16.6       31.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        18         34          5         47         53         65         92:
Old  :       120:        18         34          5         47         53         65         92:
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  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
Old  :                 29.7       19.2       42.0       27.4       29.3       18.4       40.2       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, February 22, 2005               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,036,556:   445,415    358,495    170,482  1,110,416    953,489  1,726,313  1,482,466:   310,243    554,090
Old  : 2,036,556:   445,415    358,495    170,482  1,110,416    953,489  1,726,313  1,482,466:   310,243    554,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :   171,127:   122,511     81,383     28,022      7,969      6,218    158,502    115,623:    12,625     55,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       17.6        8.4       54.5       46.8       84.8       72.8:      15.2       27.2
Old  :     100.0:      21.9       17.6        8.4       54.5       46.8       84.8       72.8:      15.2       27.2
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  :       254:        46         66         37         81        121        148        203:
Old  :       254:        46         66         37         81        121        148        203:
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  :                 32.4       12.6       47.5       22.0       29.9       11.8       39.5       16.9
Old  :                 32.4       12.6       47.5       22.0       29.9       11.8       39.5       16.9
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, February 22, 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  : 1,288,620:   200,374    185,674     53,283    886,088    700,668  1,139,745    939,625:   148,875    348,995
Old  : 1,288,620:   200,374    185,674     53,283    886,088    700,668  1,139,745    939,625:   148,875    348,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    90,467:   -53,978     27,652     18,666    130,154     -6,994     94,842     39,324:    -4,375     51,143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       14.4        4.1       68.8       54.4       88.4       72.9:      11.6       27.1
Old  :     100.0:      15.5       14.4        4.1       68.8       54.4       88.4       72.9:      11.6       27.1
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  :       180:        25         52         17         61         89         97        147:
Old  :       180:        25         52         17         61         89         97        147:
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  :                 28.5       15.7       42.3       23.1       25.1       12.1       37.2       16.9
Old  :                 28.5       15.7       42.3       23.1       25.1       12.1       37.2       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, February 22, 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  :   442,360:   147,815     35,222     38,887    172,188    340,271    358,890    414,380:    83,470     27,980
Old  :   442,360:   147,815     35,222     38,887    172,188    340,271    358,890    414,380:    83,470     27,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :    13,793:   -36,988     -5,417       -411     -1,109     16,492    -38,508     10,664:    52,301      3,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        8.0        8.8       38.9       76.9       81.1       93.7:      18.9        6.3
Old  :     100.0:      33.4        8.0        8.8       38.9       76.9       81.1       93.7:      18.9        6.3
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  :       107:        38          7         27         52         47         95         78:
Old  :       107:        38          7         27         52         47         95         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  :                 29.0       49.5       40.9       60.1       25.0       49.4       33.8       57.8
Old  :                 29.0       49.5       40.9       60.1       25.0       49.4       33.8       57.8
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, February 22, 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  :    49,043:    14,011      3,130         35     21,264     38,314     35,310     41,479:    13,733      7,564
Old  :    49,043:    14,011      3,130         35     21,264     38,314     35,310     41,479:    13,733      7,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       191:      -104       -212        -66       -246        287       -416          9:       607        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        6.4        0.1       43.4       78.1       72.0       84.6:      28.0       15.4
Old  :     100.0:      28.6        6.4        0.1       43.4       78.1       72.0       84.6:      28.0       15.4
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  :        64:        23         12          1         19         12         43         24:
Old  :        64:        23         12          1         19         12         43         24:
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  :                 29.1       64.9       40.7       74.4       29.1       64.4       40.7       73.8
Old  :                 29.1       64.9       40.7       74.4       29.1       64.4       40.7       73.8
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, February 22, 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  :    72,036:     8,389     26,003      1,161     53,427     22,313     62,977     49,477:     9,059     22,559
Old  :    72,036:     8,389     26,003      1,161     53,427     22,313     62,977     49,477:     9,059     22,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       161:    -1,535       -475        321      1,157       -696        -57       -850:       218      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       36.1        1.6       74.2       31.0       87.4       68.7:      12.6       31.3
Old  :     100.0:      11.6       36.1        1.6       74.2       31.0       87.4       68.7:      12.6       31.3
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  :        65:        14         24          5         20         11         37         37:
Old  :        65:        14         24          5         20         11         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       42.8       65.9       50.7       50.0       42.8       65.8       49.8
Old  :                 50.2       42.8       65.9       50.7       50.0       42.8       65.8       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, February 22, 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  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Old  :    37,209:     6,533      6,275      1,517     28,529     27,169     36,579     34,961:       630      2,248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :      -530:    -1,325       -550          0        525       -151       -800       -701:       270        171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
Old  :     100.0:      17.6       16.9        4.1       76.7       73.0       98.3       94.0:       1.7        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         6         23          4         19         19         27         44:
Old  :        61:         6         23          4         19         19         27         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
Old  :                 50.1       47.6       72.1       65.7       50.1       47.1       72.0       65.2
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, February 22, 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  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Old  :    14,687:     5,656      2,745          0      8,468     11,384     14,124     14,129:       563        558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 15, 2005                    :
     :       696:      -243        797          0        838        323        595      1,120:       101       -424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        3.8
Old  :     100.0:      38.5       18.7        0.0       57.7       77.5       96.2       96.2:       3.8        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  :        27:         1          9          0          7         11          8         20:
Old  :        27:         1          9          0          7         11          8         20:
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  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
Old  :                 88.1       69.3       96.2       80.4       88.1       69.3       94.4       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 25, 2005