WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, March 29, 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  :   225,208:    55,644     46,121     19,513    123,080    124,973    198,237    190,607:    26,971     34,601
Old  :   135,022:    42,479     37,538      1,323     75,484     81,282    119,286    120,143:    15,736     14,879
Other:    90,186:    24,858     20,276      6,497     47,596     43,691     78,951     70,464:    11,235     19,722
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,049:    -6,233         27      1,096      2,730     -1,124     -2,407         -1:       358     -2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       20.5        8.7       54.7       55.5       88.0       84.6:      12.0       15.4
Old  :     100.0:      31.5       27.8        1.0       55.9       60.2       88.3       89.0:      11.7       11.0
Other:     100.0:      27.6       22.5        7.2       52.8       48.4       87.5       78.1:      12.5       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        72         71         50         37         53        148        145:
Old  :       192:        67         68          4         18         43         87        113:
Other:       150:        46         45         24         32         45         89        105:
     :----------------------------------------------------------------------------------------------------
     :             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       37.6       43.8       44.3       29.4       36.3       42.9       42.2
Old  :                 35.2       42.6       51.0       50.9       35.2       42.6       51.0       50.9
Other:                 38.8       32.2       50.2       39.6       37.1       29.2       45.2       35.9
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 29, 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  :   667,485:   114,254     80,457     34,647    404,092    349,232    552,993    464,336:   114,492    203,149
Old  :   501,635:   104,759     83,147     16,408    292,039    274,296    413,206    373,851:    88,429    127,784
Other:   165,850:    25,147     12,962      2,587    112,053     74,936    139,787     90,485:    26,063     75,365
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -9,094:    -5,667      9,554     -1,087     -1,651    -14,827     -8,405     -6,360:      -689     -2,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       12.1        5.2       60.5       52.3       82.8       69.6:      17.2       30.4
Old  :     100.0:      20.9       16.6        3.3       58.2       54.7       82.4       74.5:      17.6       25.5
Other:     100.0:      15.2        7.8        1.6       67.6       45.2       84.3       54.6:      15.7       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       132         67         76        178        193        346        313:
Old  :       440:       128         77         55        147        175        302        283:
Other:       299:        57         46         18         88        159        159        209:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       17.4       29.3       22.8       17.0       11.1       27.2       16.1
Old  :                 21.0       21.5       34.2       27.6       20.9       17.7       31.9       23.6
Other:                 42.5        8.5       51.0       15.2       40.5        8.0       48.9       14.0
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, March 29, 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  :     7,444:     2,447        797         56        837      5,240      3,340      6,093:     4,104      1,351
Old  :     5,691:     2,261        701          0        689      4,082      2,950      4,783:     2,741        908
Other:     1,753:       213        123         29        148      1,158        390      1,310:     1,363        443
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       281:       202         15         52       -102        251        152        318:       129        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       10.7        0.8       11.2       70.4       44.9       81.9:      55.1       18.1
Old  :     100.0:      39.7       12.3        0.0       12.1       71.7       51.8       84.0:      48.2       16.0
Other:     100.0:      12.2        7.0        1.7        8.4       66.1       22.2       74.7:      77.8       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          6          4          7         16         22         24:
Old  :        36:        13          5          0          6         14         19         19:
Other:        25:         7          3          4          5         13         14         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       39.9       32.7       56.7       25.8       39.9       32.4       56.6
Old  :                 33.1       45.8       41.9       64.1       33.1       45.8       40.9       64.1
Other:                 12.5       48.4       19.8       63.7       10.9       48.0       17.3       63.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, March 29, 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  :   297,970:    58,203     44,086     22,827    167,051    136,513    248,081    203,426:    49,889     94,544
Old  :   242,373:    54,410     46,944     12,355    138,152    116,764    204,917    176,063:    37,456     66,310
Other:    55,597:    11,457      4,806      2,808     28,899     19,749     43,164     27,363:    12,433     28,234
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,288:    -7,493     -3,968      1,160     -1,553     -2,648     -7,886     -5,456:     1,598       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.8        7.7       56.1       45.8       83.3       68.3:      16.7       31.7
Old  :     100.0:      22.4       19.4        5.1       57.0       48.2       84.5       72.6:      15.5       27.4
Other:     100.0:      20.6        8.6        5.1       52.0       35.5       77.6       49.2:      22.4       50.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        99         96         86         81        103        244        237:
Old  :       334:        94        107         65         66         98        209        228:
Other:       173:        56         31         22         43         62        104        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       14.3       37.7       21.8       23.8       12.2       34.2       18.2
Old  :                 28.5       16.8       42.5       25.8       26.9       15.2       38.4       22.3
Other:                 28.4       11.4       39.6       19.8       27.6       10.2       37.3       17.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,753:    12,957      3,632        416        312        865     13,685      4,913:     3,068     11,840
Old  :     9,001:     5,978      2,982        317        302        499      6,597      3,798:     2,404      5,203
Other:     7,752:     7,061        732         17         10        366      7,088      1,115:       664      6,637
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -511:    -1,048       -634        103          0          2       -945       -529:       434         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       21.7        2.5        1.9        5.2       81.7       29.3:      18.3       70.7
Old  :     100.0:      66.4       33.1        3.5        3.4        5.5       73.3       42.2:      26.7       57.8
Other:     100.0:      91.1        9.4        0.2        0.1        4.7       91.4       14.4:       8.6       85.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          8          9          2          3         20         15:
Old  :        24:        11         10          5          2          2         18         12:
Other:        14:         8          4          4          1          2         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.4       17.0       70.6       24.9       57.4       17.0       70.3       24.1
Old  :                 46.3       26.1       61.0       38.8       46.3       25.6       61.0       35.7
Other:                 82.4       14.0       91.3       14.4       82.2       13.8       91.1       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, March 29, 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  :   160,122:    33,043     13,909     21,787     76,071    110,184    130,901    145,880:    29,221     14,242
Old  :   132,397:    31,360     15,757     14,687     62,582     89,810    108,629    120,254:    23,768     12,143
Other:    27,725:     4,733      1,202      4,050     13,489     20,374     22,272     25,626:     5,453      2,099
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -3,003:    -1,633         25        299     -2,873     -3,751     -4,207     -3,427:     1,204        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.7       13.6       47.5       68.8       81.8       91.1:      18.2        8.9
Old  :     100.0:      23.7       11.9       11.1       47.3       67.8       82.0       90.8:      18.0        9.2
Other:     100.0:      17.1        4.3       14.6       48.7       73.5       80.3       92.4:      19.7        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        42         26         32         42         43        105         90:
Old  :       134:        43         29         28         40         43         99         90:
Other:        48:         9         11         11         18         17         33         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       38.3       29.5       50.5       19.0       36.1       28.5       46.2
Old  :                 19.5       35.8       30.6       49.1       19.5       35.3       29.3       45.2
Other:                 44.8       59.8       57.8       73.3       41.1       52.6       50.0       60.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, March 29, 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  :   749,499:   115,167    157,507     30,145    490,859    394,700    636,171    582,352:   113,328    167,147
Old  :   749,499:   115,167    157,507     30,145    490,859    394,700    636,171    582,352:   113,328    167,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     8,011:      -584      5,501       -856     12,611      2,791     11,171      7,436:    -3,160        575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       21.0        4.0       65.5       52.7       84.9       77.7:      15.1       22.3
Old  :     100.0:      15.4       21.0        4.0       65.5       52.7       84.9       77.7:      15.1       22.3
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  :       163:        36         32         28         58         73        107        122:
Old  :       163:        36         32         28         58         73        107        122:
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       17.8       37.6       30.2       19.9       16.0       27.7       23.9
Old  :                 27.3       17.8       37.6       30.2       19.9       16.0       27.7       23.9
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 29, 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  :   136,433:    31,126     19,224     15,373     61,024     81,617    107,523    116,214:    28,910     20,219
Old  :   109,196:    30,691     19,357     10,363     43,924     62,276     84,978     91,996:    24,218     17,200
Other:    27,237:     1,790      1,222      3,655     17,100     19,341     22,545     24,218:     4,692      3,019
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -5,253:    -4,059       -919     -1,232        207     -3,019     -5,084     -5,170:      -169        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       14.1       11.3       44.7       59.8       78.8       85.2:      21.2       14.8
Old  :     100.0:      28.1       17.7        9.5       40.2       57.0       77.8       84.2:      22.2       15.8
Other:     100.0:       6.6        4.5       13.4       62.8       71.0       82.8       88.9:      17.2       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        42         29         33         50         49        119         99:
Old  :       151:        49         29         26         48         48        112         96:
Other:        65:        11         15         14         29         24         49         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       26.2       27.1       39.2       12.5       20.0       19.2       29.7
Old  :                 14.0       26.4       24.8       36.9       13.4       23.4       21.4       31.9
Other:                 44.3       55.6       55.4       68.0       42.2       55.1       51.5       62.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, March 29, 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  :     5,996:     3,265      1,881        158        792      2,805      4,215      4,844:     1,781      1,152
Old  :     5,841:     3,264      1,830        128        770      2,760      4,162      4,718:     1,679      1,123
Other:       155:         6         56         25         22         45         53        126:       102         29
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       180:       245          8         11        -80        171        176        190:         4        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       31.4        2.6       13.2       46.8       70.3       80.8:      29.7       19.2
Old  :     100.0:      55.9       31.3        2.2       13.2       47.3       71.3       80.8:      28.7       19.2
Other:     100.0:       3.9       36.1       16.1       14.2       29.0       34.2       81.3:      65.8       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14         12          8          7         11         26         26:
Old  :        39:        14         12          6          6         11         23         26:
Other:        12:         3          4          3          2          4          7          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.8       35.8       53.2       57.2       41.8       32.1       51.8       51.4
Old  :                 42.9       36.4       54.6       58.0       42.9       32.6       53.2       52.1
Other:                 29.7       68.4       34.2       80.0       16.8       52.3       16.8       63.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, March 29, 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  :   331,576:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,612    106,517
Old  :   331,576:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,612    106,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,052:      -861      3,689       -724      7,874     -1,678      6,289      1,287:    -5,237       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
Old  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
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  :       104:        18         28          2         41         43         60         72:
Old  :       104:        18         28          2         41         43         60         72:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       18.4       42.0       28.9       29.7       16.5       41.3       26.7
Old  :                 30.0       18.4       42.0       28.9       29.7       16.5       41.3       26.7
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 29, 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  : 2,087,600:   436,571    650,801     72,983  1,410,297    885,093  1,919,851  1,608,877:   167,749    478,723
Old  : 2,087,600:   436,571    650,801     72,983  1,410,297    885,093  1,919,851  1,608,877:   167,749    478,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -31,582:     8,202      3,047     12,082    -29,925     21,082     -9,641     36,211:   -21,941    -67,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       31.2        3.5       67.6       42.4       92.0       77.1:       8.0       22.9
Old  :     100.0:      20.9       31.2        3.5       67.6       42.4       92.0       77.1:       8.0       22.9
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  :       259:        41         77         40         80        118        140        216:
Old  :       259:        41         77         40         80        118        140        216:
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  :                 40.9       15.6       59.5       23.7       39.7       14.6       55.7       21.9
Old  :                 40.9       15.6       59.5       23.7       39.7       14.6       55.7       21.9
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, March 29, 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  : 1,366,600:   219,898    337,737     37,733    971,044    637,494  1,228,675  1,012,964:   137,925    353,636
Old  : 1,366,600:   219,898    337,737     37,733    971,044    637,494  1,228,675  1,012,964:   137,925    353,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    43,645:     6,902      9,968      7,825     38,675     33,006     53,402     50,799:    -9,757     -7,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.7        2.8       71.1       46.6       89.9       74.1:      10.1       25.9
Old  :     100.0:      16.1       24.7        2.8       71.1       46.6       89.9       74.1:      10.1       25.9
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  :       181:        35         49         23         59         76        107        135:
Old  :       181:        35         49         23         59         76        107        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       18.9       47.1       28.8       26.4       13.3       38.0       21.6
Old  :                 35.2       18.9       47.1       28.8       26.4       13.3       38.0       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, March 29, 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  :   504,137:   201,437     39,903     52,129    210,253    376,513    463,819    468,545:    40,318     35,592
Old  :   504,137:   201,437     39,903     52,129    210,253    376,513    463,819    468,545:    40,318     35,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -20,441:   -29,102     -9,216      6,210      8,344    -13,175    -14,548    -16,181:    -5,893     -4,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        7.9       10.3       41.7       74.7       92.0       92.9:       8.0        7.1
Old  :     100.0:      40.0        7.9       10.3       41.7       74.7       92.0       92.9:       8.0        7.1
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  :       110:        37         13         30         50         49         96         85:
Old  :       110:        37         13         30         50         49         96         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       40.7       49.1       52.2       32.1       40.5       42.1       50.4
Old  :                 36.3       40.7       49.1       52.2       32.1       40.5       42.1       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 29, 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  :    38,330:     9,745      6,152          0     20,292     26,351     30,037     32,503:     8,293      5,827
Old  :    38,330:     9,745      6,152          0     20,292     26,351     30,037     32,503:     8,293      5,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -158:      -263        999          0       -947         60     -1,210      1,059:     1,052     -1,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.1        0.0       52.9       68.7       78.4       84.8:      21.6       15.2
Old  :     100.0:      25.4       16.1        0.0       52.9       68.7       78.4       84.8:      21.6       15.2
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  :        56:        17         13          0         15         11         32         24:
Old  :        56:        17         13          0         15         11         32         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  :                 36.7       63.2       51.2       73.0       36.7       63.2       51.2       73.0
Old  :                 36.7       63.2       51.2       73.0       36.7       63.2       51.2       73.0
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 29, 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  :    31,697:    11,498      9,439        442      9,452     14,754     21,392     24,635:    10,305      7,062
Old  :    31,697:    11,498      9,439        442      9,452     14,754     21,392     24,635:    10,305      7,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       819:     1,202      1,978       -102      1,214     -2,201      2,314       -325:    -1,495      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       29.8        1.4       29.8       46.5       67.5       77.7:      32.5       22.3
Old  :     100.0:      36.3       29.8        1.4       29.8       46.5       67.5       77.7:      32.5       22.3
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  :        63:        27         16          2         10         12         37         30:
Old  :        63:        27         16          2         10         12         37         30:
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       41.3       39.3       54.4       29.1       41.3       39.3       54.3
Old  :                 29.1       41.3       39.3       54.4       29.1       41.3       39.3       54.3
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 29, 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  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Old  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -247:        61        289          0       -308       -881       -247       -592:         0        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        5.1
Old  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        5.1
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  :        62:         5         23          4         19         21         27         45:
Old  :        62:         5         23          4         19         21         27         45:
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  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
Old  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
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 29, 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  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Old  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,202:         0       -477          0       -287          0       -287       -477:      -915       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
Old  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
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  :        24:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         19:
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  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
Old  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 

 

Updated April 1, 2005