WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, July 19, 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  :   243,660:    47,721     64,198     18,362    155,211    125,382    221,294    207,942:    22,366     35,718
Old  :   236,954:    47,528     62,421     17,783    149,873    123,224    215,184    203,428:    21,770     33,526
Other:     6,706:       771      2,355          1      5,338      2,158      6,110      4,514:       596      2,192
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    14,230:     2,419     -2,436      8,302      2,359      7,296     13,080     13,162:     1,150      1,068
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       26.3        7.5       63.7       51.5       90.8       85.3:       9.2       14.7
Old  :     100.0:      20.1       26.3        7.5       63.2       52.0       90.8       85.9:       9.2       14.1
Other:     100.0:      11.5       35.1        0.0       79.6       32.2       91.1       67.3:       8.9       32.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        59        101         53         40         53        141        176:
Old  :       239:        60        105         52         37         53        138        175:
Other:        56:         9         13          1         11         30         20         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  :                 33.1       36.8       48.9       43.9       33.1       31.9       48.4       38.5
Old  :                 34.1       37.7       50.0       44.9       34.1       34.3       49.7       41.1
Other:                 69.5       37.8       85.3       48.2       66.6       37.0       80.9       45.2
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, July 19, 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  :   724,681:   150,084     74,725     63,148    389,188    399,305    602,420    537,178:   122,261    187,503
Old  :   285,183:    49,174     52,584        235    200,686    188,228    250,095    241,047:    35,088     44,136
Other:   439,498:   148,046     69,277     15,777    188,502    211,077    352,325    296,131:    87,173    143,367
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    38,245:    39,743     -3,776     -9,705     -3,266     49,042     26,772     35,561:    11,473      2,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       10.3        8.7       53.7       55.1       83.1       74.1:      16.9       25.9
Old  :     100.0:      17.2       18.4        0.1       70.4       66.0       87.7       84.5:      12.3       15.5
Other:     100.0:      33.7       15.8        3.6       42.9       48.0       80.2       67.4:      19.8       32.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       562:       148        105        119        183        236        398        411:
Old  :       436:        89         89          4        102        177        194        267:
Other:       523:       145         98         63        144        220        321        351:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 22.3       16.3       32.8       22.5       22.3       15.0       32.8       19.9
Old  :                 41.4       31.6       57.6       40.8       41.4       31.6       57.6       40.8
Other:                 19.2        9.7       27.4       15.4       19.0        8.6       26.6       14.3
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, July 19, 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  :     7,995:     3,572        374         24      1,832      6,072      5,428      6,470:     2,567      1,525
Old  :     7,995:     3,572        374         24      1,832      6,072      5,428      6,470:     2,567      1,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       434:       472         11        -87        -94        299        291        223:       143        211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        4.7        0.3       22.9       75.9       67.9       80.9:      32.1       19.1
Old  :     100.0:      44.7        4.7        0.3       22.9       75.9       67.9       80.9:      32.1       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  :        34:        12          4          2         10         15         23         20:
Old  :        34:        12          4          2         10         15         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       45.2       50.6       64.6       32.6       43.4       48.3       58.0
Old  :                 32.6       45.2       50.6       64.6       32.6       43.4       48.3       58.0
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, July 19, 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  :   277,449:    65,890     25,523     17,367    134,892    169,448    218,149    212,338:    59,300     65,111
Old  :    33,008:    12,812      3,257        639     12,375     23,241     25,826     27,137:     7,182      5,871
Other:   244,441:    59,704     28,892     10,102    122,517    146,207    192,323    185,201:    52,118     59,240
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,108:    -3,059       -488      2,491       -437       -377     -1,005      1,626:     2,113       -518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7        9.2        6.3       48.6       61.1       78.6       76.5:      21.4       23.5
Old  :     100.0:      38.8        9.9        1.9       37.5       70.4       78.2       82.2:      21.8       17.8
Other:     100.0:      24.4       11.8        4.1       50.1       59.8       78.7       75.8:      21.3       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:       123         70         68        108        130        267        237:
Old  :       194:        48         31          4         60         67        110        100:
Other:       341:       117         72         56         78        124        227        225:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.0       22.2       35.2       31.9       23.0       19.5       33.9       27.0
Old  :                 25.7       28.1       36.5       43.5       25.7       24.9       35.7       40.2
Other:                 26.1       23.3       38.1       31.7       26.1       20.1       37.6       27.0
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, July 19, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,187:    13,059      4,696      1,340          0        768     14,399      6,804:     4,788     12,383
Old  :     1,416:     1,103        753          0          0         14      1,103        767:       313        649
Other:    17,771:    12,941      4,928        355          0        754     13,296      6,037:     4,475     11,734
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,978:       568      1,187      1,121          0       -172      1,689      2,136:       289       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       24.5        7.0        0.0        4.0       75.0       35.5:      25.0       64.5
Old  :     100.0:      77.9       53.2        0.0        0.0        1.0       77.9       54.2:      22.1       45.8
Other:     100.0:      72.8       27.7        2.0        0.0        4.2       74.8       34.0:      25.2       66.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9         12         10          0          3         14         20:
Old  :        15:         8          5          0          0          2          8          7:
Other:        24:        10         11          6          0          3         11         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  :                 62.8       20.4       71.3       26.4       62.4       15.8       67.4       21.5
Old  :                 68.4       52.1       77.9       54.2       68.4       52.1       77.9       54.2
Other:                 65.5       18.6       72.8       24.8       65.0       18.6       70.9       24.7
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, July 19, 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  :   146,273:    39,689      9,854     16,081     62,038    106,896    117,808    132,831:    28,465     13,442
Old  :    41,054:    14,070      2,514      3,436     15,517     29,795     33,023     35,745:     8,031      5,309
Other:   105,219:    31,654     13,375      6,610     46,521     77,101     84,785     97,086:    20,434      8,133
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -4,950:     2,772      1,221       -914     -3,609     -5,068     -1,751     -4,761:    -3,199       -189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        6.7       11.0       42.4       73.1       80.5       90.8:      19.5        9.2
Old  :     100.0:      34.3        6.1        8.4       37.8       72.6       80.4       87.1:      19.6       12.9
Other:     100.0:      30.1       12.7        6.3       44.2       73.3       80.6       92.3:      19.4        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        58         20         27         40         37        113         76:
Old  :        83:        31          8          9         24         30         58         45:
Other:       128:        53         27         19         33         31         98         67:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.7       40.8       31.1       55.2       20.8       34.2       28.9       48.1
Old  :                 27.5       35.0       37.7       48.7       17.4       23.5       25.9       34.3
Other:                 28.9       48.8       39.3       62.2       28.9       44.7       39.1       57.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, July 19, 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  :   572,767:    95,418     78,673     11,647    357,376    321,947    464,441    412,267:   108,326    160,500
Old  :   572,767:    95,418     78,673     11,647    357,376    321,947    464,441    412,267:   108,326    160,500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :   -12,079:    -6,021    -17,622      1,264      6,902      3,169      2,145    -13,189:   -14,224      1,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       13.7        2.0       62.4       56.2       81.1       72.0:      18.9       28.0
Old  :     100.0:      16.7       13.7        2.0       62.4       56.2       81.1       72.0:      18.9       28.0
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  :       149:        30         27         22         57         70         96        110:
Old  :       149:        30         27         22         57         70         96        110:
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  :                 32.0       16.8       39.1       24.8       29.5       15.9       35.0       22.1
Old  :                 32.0       16.8       39.1       24.8       29.5       15.9       35.0       22.1
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, July 19, 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  :   123,838:    26,227      1,408     15,375     48,753     90,312     90,355    107,095:    33,483     16,743
Old  :    43,596:    10,450      1,584      3,804     17,559     30,265     31,813     35,653:    11,783      7,943
Other:    80,242:    21,222      5,269      6,126     31,194     60,047     58,542     71,442:    21,700      8,800
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,365:       556     -1,363      1,071     -1,877        506       -250        214:     1,615      1,151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2        1.1       12.4       39.4       72.9       73.0       86.5:      27.0       13.5
Old  :     100.0:      24.0        3.6        8.7       40.3       69.4       73.0       81.8:      27.0       18.2
Other:     100.0:      26.4        6.6        7.6       38.9       74.8       73.0       89.0:      27.0       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        46          7         28         54         50        113         82:
Old  :        93:        27          5         16         39         44         71         63:
Other:       110:        42         13         16         44         33         94         56:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.3       38.5       24.1       53.5       10.0       34.8       16.3       46.0
Old  :                 16.5       36.3       25.5       45.9       10.9       30.8       18.0       38.2
Other:                 19.0       43.1       28.1       59.8       11.6       40.8       20.4       52.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, July 19, 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  :     7,234:     2,936      1,422      1,083      1,812      2,861      5,831      5,366:     1,403      1,868
Old  :     7,234:     2,936      1,422      1,083      1,812      2,861      5,831      5,366:     1,403      1,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :       334:      -106        -67        121        216        281        231        335:       103         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       19.7       15.0       25.0       39.5       80.6       74.2:      19.4       25.8
Old  :     100.0:      40.6       19.7       15.0       25.0       39.5       80.6       74.2:      19.4       25.8
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  :        47:        20         10          8         11         11         33         27:
Old  :        47:        20         10          8         11         11         33         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  :                 38.6       32.2       53.2       49.3       35.7       29.8       46.5       40.5
Old  :                 38.6       32.2       53.2       49.3       35.7       29.8       46.5       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, July 19, 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  :   367,566:   102,187    108,455        122    210,383    150,329    312,692    258,906:    54,874    108,660
Old  :   367,566:   102,187    108,455        122    210,383    150,329    312,692    258,906:    54,874    108,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    -2,867:     4,489         34         31    -11,936     -4,120     -7,416     -4,055:     4,549      1,188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       29.5        0.0       57.2       40.9       85.1       70.4:      14.9       29.6
Old  :     100.0:      27.8       29.5        0.0       57.2       40.9       85.1       70.4:      14.9       29.6
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  :       102:        13         27          2         45         42         60         69:
Old  :       102:        13         27          2         45         42         60         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       19.7       47.0       29.1       30.3       19.0       47.0       27.1
Old  :                 30.3       19.7       47.0       29.1       30.3       19.0       47.0       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, July 19, 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  : 1,853,596:   397,869    396,940    115,275  1,146,629    983,310  1,659,773  1,495,525:   193,823    358,071
Old  : 1,853,596:   397,869    396,940    115,275  1,146,629    983,310  1,659,773  1,495,525:   193,823    358,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    30,185:   -23,491    -13,706     36,107     39,697     30,223     52,313     52,624:   -22,128    -22,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.4        6.2       61.9       53.0       89.5       80.7:      10.5       19.3
Old  :     100.0:      21.5       21.4        6.2       61.9       53.0       89.5       80.7:      10.5       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        45         69         44         85        114        156        201:
Old  :       259:        45         69         44         85        114        156        201:
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  :                 37.2       20.0       53.3       30.8       32.3       18.1       44.2       26.4
Old  :                 37.2       20.0       53.3       30.8       32.3       18.1       44.2       26.4
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, July 19, 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  : 1,242,754:   185,738    278,257     12,827    887,925    661,334  1,086,490    952,418:   156,264    290,336
Old  : 1,242,754:   185,738    278,257     12,827    887,925    661,334  1,086,490    952,418:   156,264    290,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    61,703:    26,884     43,202        436     43,767     -1,657     71,087     41,981:    -9,384     19,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       22.4        1.0       71.4       53.2       87.4       76.6:      12.6       23.4
Old  :     100.0:      14.9       22.4        1.0       71.4       53.2       87.4       76.6:      12.6       23.4
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  :       179:        41         34         14         65         78        111        121:
Old  :       179:        41         34         14         65         78        111        121:
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  :                 32.5       24.1       44.5       35.5       31.7       23.4       42.6       34.3
Old  :                 32.5       24.1       44.5       35.5       31.7       23.4       42.6       34.3
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, July 19, 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  :   399,900:    86,615     56,432     37,299    209,496    267,931    333,410    361,662:    66,490     38,238
Old  :   399,900:    86,615     56,432     37,299    209,496    267,931    333,410    361,662:    66,490     38,238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :    44,711:    13,086      6,037      5,599     20,531     22,658     39,216     34,294:     5,495     10,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       14.1        9.3       52.4       67.0       83.4       90.4:      16.6        9.6
Old  :     100.0:      21.7       14.1        9.3       52.4       67.0       83.4       90.4:      16.6        9.6
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  :       115:        28         27         26         51         44         95         81:
Old  :       115:        28         27         26         51         44         95         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       36.4       39.6       47.5       20.0       29.4       27.9       38.6
Old  :                 28.5       36.4       39.6       47.5       20.0       29.4       27.9       38.6
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, July 19, 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  :    28,218:     6,802      4,719          1     15,431     16,830     22,234     21,550:     5,984      6,668
Old  :    28,218:     6,802      4,719          1     15,431     16,830     22,234     21,550:     5,984      6,668
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -800:       -43        -41          0       -120       -313       -163       -354:      -637       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       16.7        0.0       54.7       59.6       78.8       76.4:      21.2       23.6
Old  :     100.0:      24.1       16.7        0.0       54.7       59.6       78.8       76.4:      21.2       23.6
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  :        48:        13          8          1         18         10         32         18:
Old  :        48:        13          8          1         18         10         32         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  :                 34.7       48.3       50.8       64.7       34.7       47.2       50.8       63.6
Old  :                 34.7       48.3       50.8       64.7       34.7       47.2       50.8       63.6
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, July 19, 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  :    49,828:     8,566     25,119        527     29,790     13,507     38,883     39,153:    10,945     10,675
Old  :    49,828:     8,566     25,119        527     29,790     13,507     38,883     39,153:    10,945     10,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :     1,285:    -1,038        707        -57      1,124        611         29      1,261:     1,256         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       50.4        1.1       59.8       27.1       78.0       78.6:      22.0       21.4
Old  :     100.0:      17.2       50.4        1.1       59.8       27.1       78.0       78.6:      22.0       21.4
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  :        69:        16         28          4         15         13         33         43:
Old  :        69:        16         28          4         15         13         33         43:
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  :                 47.8       38.4       58.3       48.3       47.8       38.4       58.3       48.3
Old  :                 47.8       38.4       58.3       48.3       47.8       38.4       58.3       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, July 19, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    37,110:     3,754      5,348      1,023     32,031     29,839     36,808     36,210:       302        900
Old  :    37,110:     3,754      5,348      1,023     32,031     29,839     36,808     36,210:       302        900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 12, 2005                        :
     :      -482:      -212       -473          0       -193       -116       -405       -589:       -77        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.4        2.8       86.3       80.4       99.2       97.6:       0.8        2.4
Old  :     100.0:      10.1       14.4        2.8       86.3       80.4       99.2       97.6:       0.8        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  :        58:         7         17          4         18         22         28         40:
Old  :        58:         7         17          4         18         22         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  :                 53.5       49.4       71.6       73.4       51.8       48.4       67.3       65.9
Old  :                 53.5       49.4       71.6       73.4       51.8       48.4       67.3       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 22, 2005