WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   195,264:    30,927     48,301      8,791    135,815    103,039    175,533    160,131:    19,731     35,133
Old  :   194,576:    30,998     48,218      8,696    135,356    102,905    175,050    159,819:    19,526     34,757
Other:       688:        22        176          2        459        134        483        312:       205        376
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -7,243:    -5,601        609       -548        563     -8,811     -5,586     -8,750:    -1,657      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       24.7        4.5       69.6       52.8       89.9       82.0:      10.1       18.0
Old  :     100.0:      15.9       24.8        4.5       69.6       52.9       90.0       82.1:      10.0       17.9
Other:     100.0:       3.2       25.6        0.3       66.7       19.5       70.2       45.3:      29.8       54.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        42         80         29         39         50        106        140:
Old  :       192:        43         80         29         39         50        106        140:
Other:        21:         2          2          1          2         15          4         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  :                 40.0       34.7       57.6       41.4       39.6       33.4       57.3       39.4
Old  :                 40.2       34.8       57.8       41.5       39.8       33.7       57.5       39.7
Other:                 70.2       34.9       70.2       40.4       69.9       34.9       69.9       40.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 3, 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  :   673,304:    99,970    133,257     44,718    415,888    307,549    560,576    485,524:   112,728    187,780
Old  :   471,233:    80,588    132,315     15,395    297,041    220,025    393,024    367,735:    78,209    103,498
Other:   202,071:    43,585     25,145      5,120    118,847     87,524    167,552    117,789:    34,519     84,282
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,515:     6,361     31,579      5,473      8,849    -20,777     20,683     16,275:   -11,168     -6,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.8        6.6       61.8       45.7       83.3       72.1:      16.7       27.9
Old  :     100.0:      17.1       28.1        3.3       63.0       46.7       83.4       78.0:      16.6       22.0
Other:     100.0:      21.6       12.4        2.5       58.8       43.3       82.9       58.3:      17.1       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       116        112         89        159        163        325        335:
Old  :       444:       111        115         51        121        147        264        292:
Other:       303:        69         55         21        103        138        185        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       18.9       32.4       23.5       22.4       15.4       31.8       19.6
Old  :                 29.6       23.5       39.8       28.2       29.6       22.1       39.8       26.7
Other:                 31.3       12.3       39.4       18.7       25.4        7.5       33.0       12.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 3, 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  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Old  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -642:      -741        847         -9        603     -1,679       -147       -841:      -495        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
Old  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
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  :        35:         7          9          4         10         16         21         25:
Old  :        35:         7          9          4         10         16         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Old  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, May 3, 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  :   241,954:    42,480     29,853     26,785    125,995    107,966    195,260    164,604:    46,694     77,350
Old  :   169,661:    32,426     39,601      7,245    101,328     78,313    140,999    125,159:    28,662     44,502
Other:    72,293:    26,614      6,812      2,980     24,667     29,653     54,261     39,445:    18,032     32,848
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,454:   -10,448     -2,424      4,644     -3,975     -8,796     -9,779     -6,576:    -3,675     -6,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       12.3       11.1       52.1       44.6       80.7       68.0:      19.3       32.0
Old  :     100.0:      19.1       23.3        4.3       59.7       46.2       83.1       73.8:      16.9       26.2
Other:     100.0:      36.8        9.4        4.1       34.1       41.0       75.1       54.6:      24.9       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        89         75         74         75         91        220        201:
Old  :       281:        76         90         36         55         87        160        187:
Other:       179:        74         22         20         47         56        129         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  :                 25.0       15.0       36.5       22.7       24.2       13.5       34.4       20.0
Old  :                 33.0       20.4       46.6       28.5       33.0       20.1       45.4       26.7
Other:                 22.1       14.9       31.9       23.7       19.7       14.5       27.9       21.7
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,028:    10,987      2,924        264        121        722     11,372      3,910:     2,656     10,118
Old  :     5,226:     3,320      2,690         63         36         41      3,419      2,794:     1,807      2,432
Other:     8,802:     7,775        342         93         85        681      7,953      1,116:       849      7,686
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :        57:       245      1,178        -29       -304       -178        -88        971:       145       -914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       20.8        1.9        0.9        5.1       81.1       27.9:      18.9       72.1
Old  :     100.0:      63.5       51.5        1.2        0.7        0.8       65.4       53.5:      34.6       46.5
Other:     100.0:      88.3        3.9        1.1        1.0        7.7       90.4       12.7:       9.6       87.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          6          6          1          3         15         13:
Old  :        21:        11          7          3          1          2         13         11:
Other:        15:         8          4          5          1          3         10         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.2       19.3       73.3       25.2       56.7       18.4       72.7       23.9
Old  :                 38.3       44.0       57.5       52.8       38.3       44.0       57.5       52.0
Other:                 79.6       10.4       89.7       12.4       79.0        9.4       88.3       10.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, May 3, 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  :   144,393:    28,237     14,851     17,618     74,316     97,638    120,171    130,107:    24,222     14,286
Old  :   111,478:    25,905     15,819      9,739     57,459     73,576     93,103     99,134:    18,375     12,344
Other:    32,915:     6,420      3,120      3,791     16,857     24,062     27,068     30,973:     5,847      1,942
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,034:    -1,056      3,026        468      2,710     -3,885      2,122       -391:    -1,088      1,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       10.3       12.2       51.5       67.6       83.2       90.1:      16.8        9.9
Old  :     100.0:      23.2       14.2        8.7       51.5       66.0       83.5       88.9:      16.5       11.1
Other:     100.0:      19.5        9.5       11.5       51.2       73.1       82.2       94.1:      17.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        43         25         33         45         44        106         95:
Old  :       138:        42         30         30         42         42        101         91:
Other:        59:        11         13         10         26         22         41         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       36.0       33.9       49.2       23.5       30.4       31.7       42.1
Old  :                 24.8       38.5       35.4       50.6       23.8       34.6       33.1       45.4
Other:                 42.6       51.5       56.0       63.7       39.0       44.7       46.6       55.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, May 3, 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  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Old  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,316:    -2,878        804      4,120     -7,738      9,622     -6,496     14,546:    15,812     -5,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       22.1
Old  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       22.1
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  :       167:        34         31         26         63         76        110        122:
Old  :       167:        34         31         26         63         76        110        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  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
Old  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
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, May 3, 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  :   132,321:    29,893     12,881     15,241     57,837     83,620    102,971    111,742:    29,350     20,579
Old  :    97,360:    28,549     13,563      8,844     35,860     58,651     73,253     81,058:    24,107     16,302
Other:    34,961:     3,437      1,411      4,304     21,977     24,969     29,718     30,684:     5,243      4,277
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -11,006:    -3,868     -1,178     -1,272     -3,246     -7,530     -8,386     -9,980:    -2,620     -1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        9.7       11.5       43.7       63.2       77.8       84.4:      22.2       15.6
Old  :     100.0:      29.3       13.9        9.1       36.8       60.2       75.2       83.3:      24.8       16.7
Other:     100.0:       9.8        4.0       12.3       62.9       71.4       85.0       87.8:      15.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        42         27         34         48         56        117        104:
Old  :       149:        45         29         27         43         54        109         97:
Other:        72:        17         12         12         34         26         57         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  :                 16.2       29.3       25.6       41.0       11.6       21.8       18.5       30.2
Old  :                 14.4       29.7       23.1       37.9       14.1       27.1       22.7       33.2
Other:                 32.1       48.4       46.6       64.4       29.4       46.9       42.6       56.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, May 3, 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  :     6,783:     3,205      1,295        637        781      3,819      4,623      5,751:     2,160      1,032
Old  :     5,952:     3,242      1,321        445        457      3,418      4,144      5,184:     1,808        768
Other:       831:        92        103         63        324        401        479        567:       352        264
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -299:      -228       -194        185       -400       -279       -443       -288:       144        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       19.1        9.4       11.5       56.3       68.2       84.8:      31.8       15.2
Old  :     100.0:      54.5       22.2        7.5        7.7       57.4       69.6       87.1:      30.4       12.9
Other:     100.0:      11.1       12.4        7.6       39.0       48.3       57.6       68.2:      42.4       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         11          8          7         14         28         28:
Old  :        41:        17         10          4          2         13         22         24:
Other:        21:         4          5          4          6          9         12         16:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.7       40.4       49.3       63.9       37.7       38.8       44.4       57.9
Old  :                 42.9       42.2       55.4       68.6       42.9       42.1       50.9       63.5
Other:                 33.9       30.3       50.5       51.9       26.8       27.3       33.0       39.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, May 3, 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  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Old  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    19,925:     8,069     10,180      1,567     13,201      5,480     22,837     17,227:    -2,912      2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
Old  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        18         28          4         39         43         61         72:
Old  :       106:        18         28          4         39         43         61         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  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
Old  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
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, May 3, 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  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Old  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    76,655:    22,323     -5,845     76,505    -18,429     38,907     80,399    109,567:    -3,744    -32,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
Old  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
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  :       284:        42         87         44         81        132        153        233:
Old  :       284:        42         87         44         81        132        153        233:
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  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
Old  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
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, May 3, 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  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Old  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     6,680:    12,954      1,878      6,137    -14,788      4,334      4,303     12,349:     2,377     -5,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
Old  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        33         50         22         66         92        110        153:
Old  :       195:        33         50         22         66         92        110        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
Old  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
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, May 3, 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  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Old  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -91,932:   -55,695     -3,964    -18,930    -11,903    -64,798    -86,528    -87,692:    -5,404     -4,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Old  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        35         11         28         42         47         86         79:
Old  :       102:        35         11         28         42         47         86         79:
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       39.9       50.1       53.4       23.5       31.9       30.7       40.9
Old  :                 36.3       39.9       50.1       53.4       23.5       31.9       30.7       40.9
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, May 3, 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  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Old  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       343:       689     -6,604         10       -276      6,466        423       -128:       -80        471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       18.7
Old  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        67:        24         12          3         20         11         46         24:
Old  :        67:        24         12          3         20         11         46         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  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
Old  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
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, May 3, 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  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Old  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,013:      -346        652         -6      2,209     -1,482      1,857       -836:     1,156      3,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
Old  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
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  :        67:        20         26          3         12         13         34         40:
Old  :        67:        20         26          3         12         13         34         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
Old  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Old  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       896:       410        137          0        207        636        617        773:       279        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        4.2
Old  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        4.2
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  :        59:         8         20          4         17         19         28         40:
Old  :        59:         8         20          4         17         19         28         40:
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  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
Old  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
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, May 3, 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  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Old  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,634:         0          1          0      1,642      1,695      1,642      1,696:        -8        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
Old  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
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  :        24:         0          7          0          5         12          5         19:
Old  :        24:         0          7          0          5         12          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  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
Old  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 6, 2005