WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, March 1, 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  :   214,658:    46,598     41,762     19,330    114,645    112,430    180,573    173,522:    34,085     41,136
Old  :   151,001:    37,681     40,536      2,860     86,184     80,792    126,725    124,188:    24,276     26,813
Other:    63,657:    16,286      8,595      9,101     28,461     31,638     53,848     49,334:     9,809     14,323
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -6,134:     6,793    -13,260     -4,151     -7,526      7,147     -4,884    -10,264:    -1,250      4,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       19.5        9.0       53.4       52.4       84.1       80.8:      15.9       19.2
Old  :     100.0:      25.0       26.8        1.9       57.1       53.5       83.9       82.2:      16.1       17.8
Other:     100.0:      25.6       13.5       14.3       44.7       49.7       84.6       77.5:      15.4       22.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       208:        57         81         51         38         52        138        150:
Old  :       190:        53         77         16         21         47         86        129:
Other:       125:        40         39         28         27         37         82         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       34.6       44.8       41.9       30.4       33.8       44.8       40.1
Old  :                 37.7       37.4       52.2       45.2       37.7       37.4       52.2       45.1
Other:                 44.3       34.5       54.5       45.3       39.1       30.6       45.5       37.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 1, 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  :   638,828:   106,792     98,378     43,931    372,875    306,519    523,598    448,828:   115,230    190,000
Old  :   524,112:   104,082     99,294     27,204    296,122    258,717    427,408    385,215:    96,704    138,897
Other:   114,716:    18,327     14,701      1,110     76,753     47,802     96,190     63,613:    18,526     51,103
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -5,198:    12,800    -41,000      7,255     -5,055     27,023     15,000     -6,722:   -20,198      1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       15.4        6.9       58.4       48.0       82.0       70.3:      18.0       29.7
Old  :     100.0:      19.9       18.9        5.2       56.5       49.4       81.5       73.5:      18.5       26.5
Other:     100.0:      16.0       12.8        1.0       66.9       41.7       83.9       55.5:      16.1       44.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       455:       125         91        101        162        170        341        329:
Old  :       441:       117         96         80        143        157        307        303:
Other:       272:        50         50         15         79        135        140        189:
     :----------------------------------------------------------------------------------------------------
     :             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       16.6       28.8       21.7       18.1       13.5       28.7       18.3
Old  :                 20.4       19.1       31.9       24.3       20.4       15.5       31.2       20.6
Other:                 35.8       10.0       45.9       17.1       35.8        9.3       45.9       15.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,354:     2,041        573         17      1,391      4,742      3,449      5,332:     3,905      2,022
Old  :     6,322:     1,859        553         12      1,326      4,231      3,197      4,796:     3,125      1,526
Other:     1,032:       186         24          1         65        511        252        536:       780        496
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -696:      -191        -12         -5       -689       -962       -885       -979:       189        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        7.8        0.2       18.9       64.5       46.9       72.5:      53.1       27.5
Old  :     100.0:      29.4        8.7        0.2       21.0       66.9       50.6       75.9:      49.4       24.1
Other:     100.0:      18.0        2.3        0.1        6.3       49.5       24.4       51.9:      75.6       48.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          4          3          7         15         21         21:
Old  :        32:        13          4          1          7         13         20         18:
Other:        15:         5          2          1          3          6          9          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  :                 24.5       39.0       35.8       55.0       20.1       37.9       28.8       50.9
Old  :                 28.2       43.9       40.5       61.1       23.4       42.7       32.6       56.0
Other:                 17.0       40.5       24.3       51.9       17.0       40.5       24.1       51.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, March 1, 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  :   273,860:    53,541     61,425     22,709    149,249    107,261    225,499    191,395:    48,361     82,465
Old  :   235,174:    52,358     67,703     11,446    131,999     93,462    195,803    172,611:    39,371     62,563
Other:    38,686:    11,158      3,697      1,288     17,250     13,799     29,696     18,784:     8,990     19,902
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     8,086:    15,486     -5,849        816     -4,214      6,178     12,088      1,145:    -4,002      6,941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       22.4        8.3       54.5       39.2       82.3       69.9:      17.7       30.1
Old  :     100.0:      22.3       28.8        4.9       56.1       39.7       83.3       73.4:      16.7       26.6
Other:     100.0:      28.8        9.6        3.3       44.6       35.7       76.8       48.6:      23.2       51.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       320:        87        101         75         69         93        214        231:
Old  :       317:        91        108         50         65         88        193        216:
Other:       141:        34         36         14         25         55         67         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.2       17.1       39.2       23.7       27.1       15.8       37.0       21.5
Old  :                 29.1       18.7       41.9       25.5       28.3       18.5       40.0       24.2
Other:                 34.9       17.4       49.7       24.6       32.9       16.4       47.3       23.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,745:    10,316      4,054         77        350        555     10,743      4,686:     3,002      9,059
Old  :     9,873:     7,145      3,838         51        350        555      7,546      4,444:     2,327      5,429
Other:     3,872:     3,181        226         16          0          0      3,197        242:       675      3,630
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,348:     5,646        925     -1,173        150         86      4,623       -162:      -275      4,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       29.5        0.6        2.5        4.0       78.2       34.1:      21.8       65.9
Old  :     100.0:      72.4       38.9        0.5        3.5        5.6       76.4       45.0:      23.6       55.0
Other:     100.0:      82.2        5.8        0.4        0.0        0.0       82.6        6.3:      17.4       93.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          8          6          1          2         17         14:
Old  :        24:        14          8          5          1          2         16         14:
Other:         6:         5          1          2          0          0          5          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  :                 51.8       21.2       64.0       30.6       51.6       21.2       63.6       30.4
Old  :                 43.3       27.3       60.0       40.3       43.0       27.3       59.6       40.2
Other:                 82.3        6.3       82.6        6.3       81.9        5.8       82.2        5.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, March 1, 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  :   151,495:    29,440     18,004     24,925     72,848     94,728    127,213    137,657:    24,282     13,838
Old  :   129,788:    30,165     21,423     15,331     63,907     80,213    109,403    116,967:    20,385     12,821
Other:    21,707:     5,361      2,667      3,508      8,941     14,515     17,810     20,690:     3,897      1,017
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -14,584:     8,221    -19,418      1,430    -21,059     12,178    -11,408     -5,810:    -3,176     -8,774
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       11.9       16.5       48.1       62.5       84.0       90.9:      16.0        9.1
Old  :     100.0:      23.2       16.5       11.8       49.2       61.8       84.3       90.1:      15.7        9.9
Other:     100.0:      24.7       12.3       16.2       41.2       66.9       82.0       95.3:      18.0        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        44         28         36         43         45        111         97:
Old  :       142:        47         33         34         43         45        109         97:
Other:        49:        15         10         11         17         15         36         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       35.8       28.0       47.7       17.1       29.4       26.5       38.8
Old  :                 20.0       33.3       30.6       45.7       19.8       29.3       28.9       38.6
Other:                 35.5       54.9       51.7       69.8       29.8       42.1       38.6       51.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, March 1, 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  :   807,644:   118,328    137,699     55,030    479,271    435,577    652,629    628,306:   155,015    179,338
Old  :   807,644:   118,328    137,699     55,030    479,271    435,577    652,629    628,306:   155,015    179,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    26,092:   -16,935     10,074     12,416     28,111      5,169     23,592     27,659:     2,500     -1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       17.0        6.8       59.3       53.9       80.8       77.8:      19.2       22.2
Old  :     100.0:      14.7       17.0        6.8       59.3       53.9       80.8       77.8:      19.2       22.2
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  :       164:        32         33         22         64         77        106        127:
Old  :       164:        32         33         22         64         77        106        127:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       16.0       33.9       28.0       18.0       13.7       25.6       22.8
Old  :                 24.5       16.0       33.9       28.0       18.0       13.7       25.6       22.8
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, March 1, 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  :   153,438:    26,334     21,162     25,693     70,781     83,757    122,808    130,612:    30,630     22,826
Old  :   129,329:    30,028     21,101     14,930     57,785     73,070    102,743    109,101:    26,586     20,228
Other:    24,109:     1,864      5,619      5,205     12,996     10,687     20,065     21,511:     4,044      2,598
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -9,929:       902     -3,913     -5,298     -4,728      3,252     -9,124     -5,959:      -805     -3,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       13.8       16.7       46.1       54.6       80.0       85.1:      20.0       14.9
Old  :     100.0:      23.2       16.3       11.5       44.7       56.5       79.4       84.4:      20.6       15.6
Other:     100.0:       7.7       23.3       21.6       53.9       44.3       83.2       89.2:      16.8       10.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        37         35         37         48         54        115        115:
Old  :       157:        46         35         31         46         54        108        114:
Other:        66:        10         18         13         24         21         44         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       23.0       27.1       34.6       11.7       13.7       18.1       22.4
Old  :                 14.1       24.7       23.4       35.7       12.2       18.0       19.7       28.0
Other:                 43.5       47.9       57.8       66.1       36.8       38.9       45.8       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, March 1, 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  :     4,914:     2,137      2,177        243      1,232      1,066      3,612      3,486:     1,302      1,428
Old  :     4,893:     2,142      2,169        234      1,232      1,063      3,608      3,466:     1,285      1,427
Other:        21:         1         14          3          0          3          4         20:        17          1
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -762:       277       -215        -38       -616       -293       -377       -546:      -385       -216
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.5       44.3        4.9       25.1       21.7       73.5       70.9:      26.5       29.1
Old  :     100.0:      43.8       44.3        4.8       25.2       21.7       73.7       70.8:      26.3       29.2
Other:     100.0:       4.8       66.7       14.3        0.0       14.3       19.0       95.2:      81.0        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        11         13          4          8          7         22         21:
Old  :        35:        12         12          4          8          7         22         21:
Other:         4:         1          2          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  :                 37.1       34.0       50.8       52.1       32.9       31.8       43.9       45.9
Old  :                 37.2       34.1       51.0       52.3       33.1       31.9       44.1       46.0
Other:                 19.0       95.2       19.0       95.2        4.8       81.0        4.8       81.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   364,581:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,542    130,676
Old  :   364,581:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,542    130,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -15,388:    17,770    -21,896     -6,916    -23,664        544    -12,810    -28,268:    -2,578     12,880
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       35.8
Old  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       35.8
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  :       101:        15         26          5         39         47         55         77:
Old  :       101:        15         26          5         39         47         55         77:
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  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
Old  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
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, March 1, 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  : 1,955,525:   392,364    412,554     54,283  1,246,450    937,544  1,693,097  1,404,381:   262,428    551,144
Old  : 1,955,525:   392,364    412,554     54,283  1,246,450    937,544  1,693,097  1,404,381:   262,428    551,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -81,031:   -53,051     54,059   -116,199    136,034    -15,945    -33,216    -78,085:   -47,815     -2,946
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       21.1        2.8       63.7       47.9       86.6       71.8:      13.4       28.2
Old  :     100.0:      20.1       21.1        2.8       63.7       47.9       86.6       71.8:      13.4       28.2
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  :       257:        38         70         32         92        129        150        211:
Old  :       257:        38         70         32         92        129        150        211:
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  :                 34.7       13.4       52.4       21.0       32.6       13.1       45.6       18.6
Old  :                 34.7       13.4       52.4       21.0       32.6       13.1       45.6       18.6
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, March 1, 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  : 1,285,660:   199,770    256,295     50,027    903,948    618,586  1,153,745    924,908:   131,915    360,752
Old  : 1,285,660:   199,770    256,295     50,027    903,948    618,586  1,153,745    924,908:   131,915    360,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -2,960:      -604     70,621     -3,256     17,860    -82,082     14,000    -14,717:   -16,960     11,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       19.9        3.9       70.3       48.1       89.7       71.9:      10.3       28.1
Old  :     100.0:      15.5       19.9        3.9       70.3       48.1       89.7       71.9:      10.3       28.1
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  :       183:        28         54         27         56         87         97        155:
Old  :       183:        28         54         27         56         87         97        155:
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  :                 27.3       12.7       40.8       20.5       25.1       11.6       38.3       17.9
Old  :                 27.3       12.7       40.8       20.5       25.1       11.6       38.3       17.9
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, March 1, 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  :   481,101:   196,497     34,439     55,734    167,363    326,586    419,594    416,759:    61,507     64,342
Old  :   481,101:   196,497     34,439     55,734    167,363    326,586    419,594    416,759:    61,507     64,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    38,741:    48,682       -783     16,847     -4,825    -13,685     60,704      2,379:   -21,963     36,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        7.2       11.6       34.8       67.9       87.2       86.6:      12.8       13.4
Old  :     100.0:      40.8        7.2       11.6       34.8       67.9       87.2       86.6:      12.8       13.4
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  :        95:        34         11         25         42         39         82         69:
Old  :        95:        34         11         25         42         39         82         69:
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  :                 39.9       45.2       52.0       55.5       32.5       43.9       42.5       50.4
Old  :                 39.9       45.2       52.0       55.5       32.5       43.9       42.5       50.4
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, March 1, 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  :    52,811:    16,505      2,843          0     22,278     40,823     38,783     43,666:    14,028      9,145
Old  :    52,811:    16,505      2,843          0     22,278     40,823     38,783     43,666:    14,028      9,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,768:     2,494       -287        -35      1,014      2,509      3,473      2,187:       295      1,581
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        5.4        0.0       42.2       77.3       73.4       82.7:      26.6       17.3
Old  :     100.0:      31.3        5.4        0.0       42.2       77.3       73.4       82.7:      26.6       17.3
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  :        66:        26          9          0         21         14         47         23:
Old  :        66:        26          9          0         21         14         47         23:
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  :                 27.0       62.4       38.2       72.1       27.0       61.5       38.2       71.3
Old  :                 27.0       62.4       38.2       72.1       27.0       61.5       38.2       71.3
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, March 1, 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  :    70,707:    10,982     26,832        872     50,717     21,589     62,571     49,293:     8,136     21,414
Old  :    70,707:    10,982     26,832        872     50,717     21,589     62,571     49,293:     8,136     21,414
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -1,329:     2,593        829       -289     -2,710       -724       -406       -184:      -923     -1,145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       37.9        1.2       71.7       30.5       88.5       69.7:      11.5       30.3
Old  :     100.0:      15.5       37.9        1.2       71.7       30.5       88.5       69.7:      11.5       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  :        67:        18         23          5         20         10         40         36:
Old  :        67:        18         23          5         20         10         40         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  :                 43.6       45.0       62.6       52.7       43.6       44.8       62.4       51.9
Old  :                 43.6       45.0       62.6       52.7       43.6       44.8       62.4       51.9
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, March 1, 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  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Old  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,220:      -569        -19        -78      3,413      3,432      2,766      3,335:       454       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        5.3
Old  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        5.3
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  :        60:         3         24          4         19         22         25         47:
Old  :        60:         3         24          4         19         22         25         47:
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  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
Old  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
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, March 1, 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  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Old  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       -74:         0       -373          0         -4        284         -4        -89:       -70         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Old  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          8          0          6         12          7         20:
Old  :        26:         1          8          0          6         12          7         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  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
Old  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 4, 2005