WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   262,534:    31,648     73,687     49,226    140,824    100,420    221,698    223,333:    40,837     39,201
Old  :   203,642:    33,590     73,014     26,617    111,985     73,757    172,192    173,387:    31,450     30,255
Other:    58,892:     7,715     10,331     12,952     28,839     26,663     49,506     49,946:     9,386      8,946
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     1,324:       163        148      4,912       -537     -3,001      4,538      2,060:    -3,214       -736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       28.1       18.8       53.6       38.3       84.4       85.1:      15.6       14.9
Old  :     100.0:      16.5       35.9       13.1       55.0       36.2       84.6       85.1:      15.4       14.9
Other:     100.0:      13.1       17.5       22.0       49.0       45.3       84.1       84.8:      15.9       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        77        101         81         52         55        174        201:
Old  :       243:        80         95         68         50         53        160        189:
Other:       123:        40         37         42         25         39         86         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  :                 29.7       25.2       41.9       31.7       29.5       22.7       41.1       28.2
Old  :                 35.4       25.4       46.5       32.5       35.3       23.7       45.8       30.8
Other:                 42.7       32.2       51.4       43.6       38.4       26.4       41.6       33.8
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   797,695:    63,921    193,205    110,175    459,721    281,208    633,817    584,588:   163,878    213,107
Old  :   686,577:    59,360    186,991     93,115    386,407    237,734    538,881    517,840:   147,696    168,737
Other:   111,118:    10,146     11,798     11,476     73,315     43,474     94,936     66,748:    16,182     44,370
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    10,520:       803      1,467      5,065      3,505      2,478      9,373      9,010:     1,147      1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       24.2       13.8       57.6       35.3       79.5       73.3:      20.5       26.7
Old  :     100.0:       8.6       27.2       13.6       56.3       34.6       78.5       75.4:      21.5       24.6
Other:     100.0:       9.1       10.6       10.3       66.0       39.1       85.4       60.1:      14.6       39.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       516:       110        165        137        198        171        396        399:
Old  :       505:       106        168        126        193        159        383        378:
Other:       243:        47         42         42         80        122        142        191:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.2       12.6       25.0       17.2       14.7        9.2       23.6       12.9
Old  :                 15.6       13.1       26.4       17.9       15.2        9.8       24.2       13.9
Other:                 39.3       12.7       47.8       19.1       38.7       10.7       45.9       15.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :     9,972:     3,114        460        581      1,817      6,413      5,512      7,454:     4,460      2,518
Old  :     9,175:     3,056        464        473      1,722      6,043      5,251      6,980:     3,925      2,196
Other:       796:        79         17         87         95        371        261        474:       535        322
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       -78:      -601        -35        -41        452        160       -190         84:       112       -163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2        4.6        5.8       18.2       64.3       55.3       74.8:      44.7       25.2
Old  :     100.0:      33.3        5.1        5.2       18.8       65.9       57.2       76.1:      42.8       23.9
Other:     100.0:       9.9        2.1       11.0       11.9       46.5       32.8       59.6:      67.2       40.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        18          6          5          9         15         29         24:
Old  :        38:        17          7          5          9         14         29         23:
Other:        14:         5          1          4          2          7          8         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       38.0       35.0       51.3       19.8       29.0       26.5       38.5
Old  :                 26.7       39.9       37.0       54.2       21.5       30.3       28.5       40.5
Other:                 25.3       33.1       32.8       53.1       21.5       33.1       21.6       48.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   368,223:    33,575     90,017     82,229    184,337    120,503    300,141    292,750:    68,082     75,474
Old  :   340,390:    32,754     94,461     71,635    175,865    107,773    280,254    273,869:    60,136     66,521
Other:    27,834:     7,930      2,665      3,485      8,473     12,730     19,888     18,881:     7,946      8,953
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :     6,406:      -155      4,174      2,274      3,021      2,396      5,139      8,844:     1,267     -2,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       24.4       22.3       50.1       32.7       81.5       79.5:      18.5       20.5
Old  :     100.0:       9.6       27.8       21.0       51.7       31.7       82.3       80.5:      17.7       19.5
Other:     100.0:      28.5        9.6       12.5       30.4       45.7       71.5       67.8:      28.5       32.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       101        145        139         93         87        278        300:
Old  :       360:       100        148        130         91         81        265        291:
Other:       122:        41         30         18         25         40         77         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       19.2       36.1       25.7       19.5        9.7       26.6       14.2
Old  :                 26.6       18.1       37.6       25.1       20.7        8.6       28.5       13.6
Other:                 27.8       42.2       40.2       48.4       22.8       34.8       33.6       39.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   206,235:    17,014     61,360     32,425    129,124     85,380    178,563    179,165:    27,672     27,070
Old  :   183,342:    14,666     62,095     23,908    120,881     72,287    159,456    158,290:    23,886     25,052
Other:    22,892:     6,902      3,819      3,963      8,243     13,093     19,107     20,875:     3,785      2,018
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    10,045:     1,009      3,785        887      5,666      5,467      7,562     10,138:     2,483        -94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       29.8       15.7       62.6       41.4       86.6       86.9:      13.4       13.1
Old  :     100.0:       8.0       33.9       13.0       65.9       39.4       87.0       86.3:      13.0       13.7
Other:     100.0:      30.1       16.7       17.3       36.0       57.2       83.5       91.2:      16.5        8.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        30         64         39         53         45        107        135:
Old  :       167:        36         66         34         52         44        104        130:
Other:        46:         9         15         14         18         12         36         32:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       24.4       39.1       32.9       18.6       13.8       28.6       20.3
Old  :                 26.7       24.2       40.8       31.8       23.6       16.2       34.6       23.6
Other:                 39.1       51.7       55.5       67.7       32.5       44.4       44.4       52.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 1,008,853:   183,066    143,332    138,845    500,379    519,072    822,290    801,249:   186,563    207,604
Old  : 1,008,853:   183,066    143,332    138,845    500,379    519,072    822,290    801,249:   186,563    207,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   110,011:    39,357    -25,791     41,332     23,120     79,559    103,809     95,100:     6,202     14,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       14.2       13.8       49.6       51.5       81.5       79.4:      18.5       20.6
Old  :     100.0:      18.1       14.2       13.8       49.6       51.5       81.5       79.4:      18.5       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        41         49         55         73         85        150        155:
Old  :       192:        41         49         55         73         85        150        155:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       12.8       26.9       23.3       13.0       10.1       19.3       18.5
Old  :                 19.4       12.8       26.9       23.3       13.0       10.1       19.3       18.5
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 with Delta-adjusted Options and Futures Combined, February 8, 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  :   198,408:    10,010     53,023     40,661    114,395     70,906    165,065    164,590:    33,342     33,818
Old  :   177,155:    14,335     50,779     30,426    101,833     64,019    146,594    145,224:    30,561     31,931
Other:    21,253:       955      7,525      4,954     12,562      6,887     18,471     19,366:     2,782      1,887
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    14,998:       -31     10,065      2,815      9,414       -997     12,198     11,883:     2,800      3,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       26.7       20.5       57.7       35.7       83.2       83.0:      16.8       17.0
Old  :     100.0:       8.1       28.7       17.2       57.5       36.1       82.7       82.0:      17.3       18.0
Other:     100.0:       4.5       35.4       23.3       59.1       32.4       86.9       91.1:      13.1        8.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        24         66         56         57         55        122        158:
Old  :       180:        35         63         54         56         54        121        155:
Other:        60:         8         21         16         28         11         49         35:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.7       15.9       39.0       23.0       21.9        7.4       27.7       12.7
Old  :                 27.3       15.3       38.4       22.6       22.9        8.3       29.4       14.1
Other:                 39.8       51.0       55.0       65.6       35.1       40.4       44.6       48.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :     6,137:     1,776      2,089        890      1,907      1,295      4,573      4,274:     1,563      1,863
Old  :     6,100:     1,776      2,084        868      1,907      1,292      4,552      4,244:     1,548      1,856
Other:        37:         0          6         22          0          3         22         30:        15          6
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       232:        10        135         95         87         -5        192        225:        40          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       34.0       14.5       31.1       21.1       74.5       69.6:      25.5       30.4
Old  :     100.0:      29.1       34.2       14.2       31.3       21.2       74.6       69.6:      25.4       30.4
Other:     100.0:       0.0       16.0       59.0        0.0        8.2       59.0       83.2:      41.0       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        11         15          6         13          9         29         25:
Old  :        40:        11         15          6         13          9         29         25:
Other:         4:         0          3          3          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       26.4       45.5       43.8       24.3       25.0       33.2       33.8
Old  :                 32.1       26.5       45.6       43.7       24.4       25.1       33.4       33.8
Other:                 59.0       83.2       59.0       83.2        0.0       24.2        0.0       24.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :   329,924:   104,088     77,212        375    169,951    146,075    274,414    223,662:    55,510    106,262
Old  :   329,924:   104,088     77,212        375    169,951    146,075    274,414    223,662:    55,510    106,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    20,507:    16,447     -3,196         26      2,822     14,320     19,295     11,150:     1,212      9,357
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       23.4        0.1       51.5       44.3       83.2       67.8:      16.8       32.2
Old  :     100.0:      31.5       23.4        0.1       51.5       44.3       83.2       67.8:      16.8       32.2
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  :       118:        16         33          1         45         45         62         78:
Old  :       118:        16         33          1         45         45         62         78:
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  :                 30.2       21.1       42.6       29.1       30.2       20.2       42.1       27.5
Old  :                 30.2       21.1       42.6       29.1       30.2       20.2       42.1       27.5
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 with Delta-adjusted Options and Futures Combined, February 8, 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  : 2,368,313:   263,935    271,231    434,141  1,330,041  1,102,202  2,028,117  1,807,574:   340,196    560,739
Old  : 2,368,313:   263,935    271,231    434,141  1,330,041  1,102,202  2,028,117  1,807,574:   340,196    560,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    94,643:    16,068    -21,614     98,851     -9,056     56,552    105,863    133,788:   -11,221    -39,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       11.5       18.3       56.2       46.5       85.6       76.3:      14.4       23.7
Old  :     100.0:      11.1       11.5       18.3       56.2       46.5       85.6       76.3:      14.4       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        62         62         76        122        151        221        252:
Old  :       290:        62         62         76        122        151        221        252:
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  :                 26.9       11.2       36.0       19.2       21.6        7.8       27.4       11.6
Old  :                 26.9       11.2       36.0       19.2       21.6        7.8       27.4       11.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  : 1,503,248:   241,148    196,413    131,868    954,165    807,447  1,327,181  1,135,728:   176,067    367,520
Old  : 1,503,248:   241,148    196,413    131,868    954,165    807,447  1,327,181  1,135,728:   176,067    367,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    34,474:   -28,074    -17,957     -1,146     42,547      9,053     13,327    -10,050:    21,148     44,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       13.1        8.8       63.5       53.7       88.3       75.6:      11.7       24.4
Old  :     100.0:      16.0       13.1        8.8       63.5       53.7       88.3       75.6:      11.7       24.4
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  :       200:        36         50         47         78        105        138        178:
Old  :       200:        36         50         47         78        105        138        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       14.3       41.7       23.2       20.9       12.4       34.1       17.4
Old  :                 24.5       14.3       41.7       23.2       20.9       12.4       34.1       17.4
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 with Delta-adjusted Options and Futures Combined, February 8, 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  :   536,172:   166,574     36,982    138,488    195,915    329,825    500,977    505,295:    35,195     30,877
Old  :   536,172:   166,574     36,982    138,488    195,915    329,825    500,977    505,295:    35,195     30,877
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :   -83,599:   -16,236    -15,176     -3,637    -27,509    -46,289    -47,381    -65,101:   -36,218    -18,498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1        6.9       25.8       36.5       61.5       93.4       94.2:       6.6        5.8
Old  :     100.0:      31.1        6.9       25.8       36.5       61.5       93.4       94.2:       6.6        5.8
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  :       122:        42         12         33         57         59        105         98:
Old  :       122:        42         12         33         57         59        105         98:
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  :                 34.3       38.0       54.1       51.6       26.9       34.1       35.5       42.0
Old  :                 34.3       38.0       54.1       51.6       26.9       34.1       35.5       42.0
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 with Delta-adjusted Options and Futures Combined, February 8, 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  :    49,831:    12,609      3,140        790     21,955     37,769     35,355     41,699:    14,476      8,132
Old  :    49,831:    12,609      3,140        790     21,955     37,769     35,355     41,699:    14,476      8,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       880:        86     -5,567        240        -80      6,117        246        790:       634         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3        6.3        1.6       44.1       75.8       70.9       83.7:      29.1       16.3
Old  :     100.0:      25.3        6.3        1.6       44.1       75.8       70.9       83.7:      29.1       16.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        24         10          6         22         12         51         23:
Old  :        63:        24         10          6         22         12         51         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       63.1       40.0       73.2       28.4       62.3       40.0       72.3
Old  :                 28.4       63.1       40.0       73.2       28.4       62.3       40.0       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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  :    77,672:     8,934     25,978      3,905     54,437     24,763     67,276     54,645:    10,397     23,027
Old  :    77,672:     8,934     25,978      3,905     54,437     24,763     67,276     54,645:    10,397     23,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :    -5,971:    -1,885      1,898        904      5,407     -3,726      4,427       -924:   -10,397     -5,046
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       33.4        5.0       70.1       31.9       86.6       70.4:      13.4       29.6
Old  :     100.0:      11.5       33.4        5.0       70.1       31.9       86.6       70.4:      13.4       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  :        65:        17         24         15         20         12         43         45:
Old  :        65:        17         24         15         20         12         43         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       41.5       63.6       50.1       42.9       40.5       60.3       47.4
Old  :                 46.1       41.5       63.6       50.1       42.9       40.5       60.3       47.4
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 with Delta-adjusted Options and Futures Combined, February 8, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Old  :    40,003:     8,761      9,577      1,014     29,865     28,070     39,640     38,661:       363      1,342
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :      -942:       655       -688          0     -1,641       -149       -986       -837:        44       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        3.4
Old  :     100.0:      21.9       23.9        2.5       74.7       70.2       99.1       96.6:       0.9        3.4
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  :        60:         5         23          3         19         19         27         42:
Old  :        60:         5         23          3         19         19         27         42:
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  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
Old  :                 47.1       46.8       71.9       69.0       47.1       46.4       71.8       68.6
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 with Delta-adjusted Options and Futures Combined, February 8, 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  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Old  :    14,540:     5,689      1,903          0      8,816     12,116     14,505     14,019:        35        521
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 1, 2005                     :
     :       406:         0        238          0        456       -138        456        100:       -50        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        3.6
Old  :     100.0:      39.1       13.1        0.0       60.6       83.3       99.8       96.4:       0.2        3.6
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  :        24:         2          7          0          6         10          8         17:
Old  :        24:         2          7          0          6         10          8         17:
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  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
Old  :                 88.6       72.7       99.8       84.6       88.6       70.1       97.1       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 11, 2005