WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, May 24, 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  :   213,233:    34,138     56,515     15,417    140,690    104,351    190,245    176,283:    22,988     36,950
Old  :   212,270:    34,123     56,363     15,403    140,048    104,110    189,574    175,876:    22,696     36,394
Other:       963:        27        164          2        642        241        671        407:       292        556
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       601:     3,052    -10,853       -110     -3,630      7,911       -688     -3,052:     1,289      3,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       26.5        7.2       66.0       48.9       89.2       82.7:      10.8       17.3
Old  :     100.0:      16.1       26.6        7.3       66.0       49.0       89.3       82.9:      10.7       17.1
Other:     100.0:       2.8       17.0        0.2       66.7       25.0       69.7       42.3:      30.3       57.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        51         87         38         40         52        116        159:
Old  :       212:        52         87         37         40         52        115        159:
Other:        26:         4          2          1          4         16          8         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.5       32.5       54.1       39.2       37.2       30.7       53.7       36.4
Old  :                 37.7       32.6       54.3       39.4       37.4       31.0       54.0       36.6
Other:                 66.7       30.3       69.7       36.4       66.7       30.3       69.5       36.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 24, 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  :   668,196:    95,158    104,649     55,682    396,706    318,029    547,546    478,360:   120,650    189,836
Old  :   445,812:    73,780    119,579      8,932    283,628    220,652    366,340    349,163:    79,472     96,649
Other:   222,384:    61,863     25,555      6,265    113,078     97,377    181,206    129,197:    41,178     93,187
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -8,857:    -6,129    -52,078     14,052    -17,539     17,376     -9,616    -20,650:       759     11,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       15.7        8.3       59.4       47.6       81.9       71.6:      18.1       28.4
Old  :     100.0:      16.5       26.8        2.0       63.6       49.5       82.2       78.3:      17.8       21.7
Other:     100.0:      27.8       11.5        2.8       50.8       43.8       81.5       58.1:      18.5       41.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       450:       114         98         87        151        170        316        328:
Old  :       421:       103        116         43        115        148        244        282:
Other:       321:        85         49         29        100        147        197        214:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.5       17.2       32.2       22.6       22.5       14.7       32.2       19.0
Old  :                 31.1       22.9       41.9       28.3       31.1       21.0       41.8       26.4
Other:                 21.9       11.9       29.9       18.1       21.6        8.2       28.8       14.0
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 24, 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  :     7,761:     1,855      1,914         21      1,815      3,895      3,691      5,830:     4,070      1,931
Old  :     7,761:     1,855      1,914         21      1,815      3,895      3,691      5,830:     4,070      1,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :        40:      -196        267        -27        -45       -213       -268         27:       308         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       24.7        0.3       23.4       50.2       47.6       75.1:      52.4       24.9
Old  :     100.0:      23.9       24.7        0.3       23.4       50.2       47.6       75.1:      52.4       24.9
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  :        40:        10         14          3          8         13         21         27:
Old  :        40:        10         14          3          8         13         21         27:
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  :                 21.8       29.6       34.2       45.7       20.9       29.6       30.4       43.8
Old  :                 21.8       29.6       34.2       45.7       20.9       29.6       30.4       43.8
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 24, 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  :   261,822:    50,721     24,261     29,856    128,763    131,497    209,340    185,614:    52,482     76,208
Old  :   174,409:    37,794     36,227      7,367     98,753     91,656    143,914    135,250:    30,495     39,159
Other:    87,413:    32,195      7,302      3,221     30,010     39,841     65,426     50,364:    21,987     37,049
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    24,099:    13,745     -7,837      2,560      1,690     26,156     17,995     20,879:     6,104      3,220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        9.3       11.4       49.2       50.2       80.0       70.9:      20.0       29.1
Old  :     100.0:      21.7       20.8        4.2       56.6       52.6       82.5       77.5:      17.5       22.5
Other:     100.0:      36.8        8.4        3.7       34.3       45.6       74.8       57.6:      25.2       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       118         57         78         72         90        231        196:
Old  :       281:        87         85         35         55         84        167        179:
Other:       194:        82         23         20         52         64        143         99:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       16.6       35.7       26.5       22.9       15.8       33.0       22.6
Old  :                 33.1       19.8       46.8       30.5       33.1       18.5       44.9       28.9
Other:                 19.6       15.1       28.2       25.3       17.4       15.1       24.4       23.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, May 24, 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  :   127,526:    20,752     17,980     12,483     72,081     83,282    105,316    113,745:    22,210     13,781
Old  :    96,618:    17,351     18,858      6,437     57,562     60,052     81,350     85,347:    15,268     11,271
Other:    30,908:     5,930      1,651      3,517     14,519     23,230     23,966     28,398:     6,942      2,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     2,308:       -57     -1,301       -678        472      6,201       -263      4,222:     2,571     -1,914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       14.1        9.8       56.5       65.3       82.6       89.2:      17.4       10.8
Old  :     100.0:      18.0       19.5        6.7       59.6       62.2       84.2       88.3:      15.8       11.7
Other:     100.0:      19.2        5.3       11.4       47.0       75.2       77.5       91.9:      22.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        37         27         28         47         43         96         92:
Old  :       126:        33         32         21         45         40         89         84:
Other:        66:        17         10         12         24         23         46         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  :                 24.9       29.5       38.3       44.2       24.9       27.1       35.3       37.6
Old  :                 29.4       30.2       43.3       44.4       29.4       28.4       40.7       40.4
Other:                 38.7       44.1       50.5       61.4       31.1       36.9       37.6       48.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, May 24, 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  :   752,961:   147,706    128,607     26,838    423,430    427,570    597,974    583,015:   154,987    169,946
Old  :   752,961:   147,706    128,607     26,838    423,430    427,570    597,974    583,015:   154,987    169,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -7,065:    25,022     -5,591      8,721    -32,899    -16,722        844    -13,592:    -7,909      6,527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       17.1        3.6       56.2       56.8       79.4       77.4:      20.6       22.6
Old  :     100.0:      19.6       17.1        3.6       56.2       56.8       79.4       77.4:      20.6       22.6
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  :       183:        38         40         31         62         79        120        133:
Old  :       183:        38         40         31         62         79        120        133:
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       16.1       36.2       24.7       20.3       11.2       26.2       18.4
Old  :                 28.0       16.1       36.2       24.7       20.3       11.2       26.2       18.4
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 24, 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  :   128,146:    25,218     13,355     14,855     56,883     80,593     96,956    108,803:    31,190     19,343
Old  :    88,580:    24,194     13,273      7,961     32,222     52,698     64,377     73,932:    24,203     14,648
Other:    39,566:     4,208      3,266      3,710     24,661     27,895     32,579     34,871:     6,987      4,695
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     6,424:     3,887       -121         37       -389      6,341      3,535      6,257:     2,889        167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       10.4       11.6       44.4       62.9       75.7       84.9:      24.3       15.1
Old  :     100.0:      27.3       15.0        9.0       36.4       59.5       72.7       83.5:      27.3       16.5
Other:     100.0:      10.6        8.3        9.4       62.3       70.5       82.3       88.1:      17.7       11.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       145:        35         26         30         50         56        109        103:
Old  :       139:        40         26         23         45         51         99         91:
Other:        79:        14         17         14         37         29         60         51:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.5       27.8       26.2       40.0       10.7       20.5       17.7       27.0
Old  :                 14.1       30.0       23.4       38.2       13.9       25.7       22.3       33.1
Other:                 32.2       41.9       46.7       58.6       27.1       41.0       40.5       52.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, May 24, 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  :     6,912:     3,445        672        717      1,009      4,354      5,171      5,743:     1,741      1,169
Old  :     5,225:     3,122        870        328        472      3,215      3,922      4,413:     1,303        812
Other:     1,687:       672        151         40        537      1,139      1,249      1,330:       438        357
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :      -233:      -152        -86        -14         39       -163       -127       -263:      -106         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8        9.7       10.4       14.6       63.0       74.8       83.1:      25.2       16.9
Old  :     100.0:      59.8       16.7        6.3        9.0       61.5       75.1       84.5:      24.9       15.5
Other:     100.0:      39.8        9.0        2.4       31.8       67.5       74.0       78.8:      26.0       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15         10          8          8         15         28         28:
Old  :        40:        13         10          3          2         15         18         26:
Other:        26:         8          5          4          7          8         18         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.5       44.8       55.7       62.0       39.8       42.4       49.0       55.0
Old  :                 48.7       48.2       64.0       63.9       48.7       47.4       60.7       58.6
Other:                 42.9       55.7       59.9       73.1       37.0       48.3       53.0       61.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, May 24, 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  :   367,547:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,007    119,582
Old  :   367,547:   103,271     72,285      4,016    196,253    171,664    303,540    247,965:    64,007    119,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    26,816:   -10,591     -2,957      2,677     32,879     22,840     24,965     22,560:     1,851      4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
Old  :     100.0:      28.1       19.7        1.1       53.4       46.7       82.6       67.5:      17.4       32.5
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  :       101:        17         23          3         43         44         62         68:
Old  :       101:        17         23          3         43         44         62         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
Old  :                 31.5       17.3       49.4       26.2       29.6       15.3       44.3       22.7
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, May 24, 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  : 2,185,852:   513,603    439,059    143,029  1,209,125  1,103,717  1,865,757  1,685,805:   320,095    500,047
Old  : 2,185,852:   513,603    439,059    143,029  1,209,125  1,103,717  1,865,757  1,685,805:   320,095    500,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -74,085:    52,319   -149,099    -35,871   -155,531     40,962   -139,083   -144,008:    64,998     69,923
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       20.1        6.5       55.3       50.5       85.4       77.1:      14.6       22.9
Old  :     100.0:      23.5       20.1        6.5       55.3       50.5       85.4       77.1:      14.6       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  :       264:        46         81         49         85        118        157        222:
Old  :       264:        46         81         49         85        118        157        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       14.8       50.0       23.4       28.1        9.6       40.8       15.1
Old  :                 35.4       14.8       50.0       23.4       28.1        9.6       40.8       15.1
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 24, 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  : 1,270,674:   156,923    250,722     86,621    840,129    672,396  1,083,673  1,009,739:   187,001    260,935
Old  : 1,270,674:   156,923    250,722     86,621    840,129    672,396  1,083,673  1,009,739:   187,001    260,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :   -53,712:      -854    -41,055      5,233    -77,965    -25,169    -73,586    -60,991:    19,874      7,279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       19.7        6.8       66.1       52.9       85.3       79.5:      14.7       20.5
Old  :     100.0:      12.3       19.7        6.8       66.1       52.9       85.3       79.5:      14.7       20.5
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  :       182:        33         48         26         66         80        114        139:
Old  :       182:        33         48         26         66         80        114        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       19.8       45.6       28.9       23.7       12.7       35.6       20.2
Old  :                 29.4       19.8       45.6       28.9       23.7       12.7       35.6       20.2
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 24, 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  :   448,213:   115,711     30,393     90,673    202,825    299,524    409,209    420,590:    39,004     27,623
Old  :   448,213:   115,711     30,393     90,673    202,825    299,524    409,209    420,590:    39,004     27,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    15,122:    -8,998      1,806      9,224     11,153      8,452     11,379     19,482:     3,743     -4,360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8        6.8       20.2       45.3       66.8       91.3       93.8:       8.7        6.2
Old  :     100.0:      25.8        6.8       20.2       45.3       66.8       91.3       93.8:       8.7        6.2
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  :       110:        31         18         31         44         52         87         90:
Old  :       110:        31         18         31         44         52         87         90:
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  :                 40.1       44.3       52.1       56.6       16.5       26.6       22.0       33.2
Old  :                 40.1       44.3       52.1       56.6       16.5       26.6       22.0       33.2
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 24, 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  :    41,433:    11,934      4,911        389     19,222     29,070     31,545     34,370:     9,888      7,063
Old  :    41,433:    11,934      4,911        389     19,222     29,070     31,545     34,370:     9,888      7,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       296:     1,144       -226         -4     -1,248      1,319       -108      1,089:       404       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       11.9        0.9       46.4       70.2       76.1       83.0:      23.9       17.0
Old  :     100.0:      28.8       11.9        0.9       46.4       70.2       76.1       83.0:      23.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        24         12          1         19         12         44         24:
Old  :        65:        24         12          1         19         12         44         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  :                 32.6       60.3       45.7       69.8       32.6       60.1       45.6       68.6
Old  :                 32.6       60.3       45.7       69.8       32.6       60.1       45.6       68.6
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 24, 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  :    64,616:    10,004     35,583         88     44,981     10,095     55,073     45,766:     9,543     18,850
Old  :    64,616:    10,004     35,583         88     44,981     10,095     55,073     45,766:     9,543     18,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :    -1,310:    -2,334      4,126       -337      4,641     -5,453      1,970     -1,664:    -3,280        354
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       55.1        0.1       69.6       15.6       85.2       70.8:      14.8       29.2
Old  :     100.0:      15.5       55.1        0.1       69.6       15.6       85.2       70.8:      14.8       29.2
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  :        72:        16         34          1         16         11         32         46:
Old  :        72:        16         34          1         16         11         32         46:
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  :                 60.5       22.5       70.1       34.9       58.1       22.5       67.7       34.9
Old  :                 60.5       22.5       70.1       34.9       58.1       22.5       67.7       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, May 24, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Old  :    39,731:     6,518      6,327      1,046     31,317     30,844     38,881     38,217:       850      1,514
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :     1,135:       -70     -1,052          0      1,503      2,152      1,433      1,100:      -298         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Old  :     100.0:      16.4       15.9        2.6       78.8       77.6       97.9       96.2:       2.1        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:         7         21          4         17         19         27         41:
Old  :        59:         7         21          4         17         19         27         41:
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  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
Old  :                 51.1       46.9       71.2       69.3       49.8       41.1       68.0       58.1
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, May 24, 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  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Old  :    14,234:         0        948          0     14,180     13,200     14,180     14,148:        54         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 17, 2005                         :
     :       -68:         0        -89          0        -68         16        -68        -73:         0          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
Old  :     100.0:       0.0        6.7        0.0       99.6       92.7       99.6       99.4:       0.4        0.6
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  :        22:         0          7          0          5         11          5         18:
Old  :        22:         0          7          0          5         11          5         18:
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  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Old  :                 98.9       79.6       99.6       91.1       98.9       78.9       98.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 27, 2005