WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   260,803:    37,659     48,803     46,966    151,429    126,718    236,054    222,487:    24,749     38,317
Old  :   259,736:    37,639     48,703     46,952    150,682    126,314    235,273    221,969:    24,463     37,768
Other:     1,067:        31        111          3        747        404        781        518:       286        549
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -8,837:       798      4,001     -1,852       -979     -6,328     -2,034     -4,178:    -6,803     -4,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.7       18.0       58.1       48.6       90.5       85.3:       9.5       14.7
Old  :     100.0:      14.5       18.8       18.1       58.0       48.6       90.6       85.5:       9.4       14.5
Other:     100.0:       2.9       10.4        0.3       70.0       37.9       73.2       48.5:      26.8       51.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       242:        68         96         73         47         61        165        187:
Old  :       242:        68         96         72         47         61        164        187:
Other:        30:         3          3          2          4         19          8         24:
     :----------------------------------------------------------------------------------------------------
     :             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       29.3       45.9       35.7       31.7       26.1       45.4       30.7
Old  :                 32.2       29.4       46.1       35.8       31.9       26.3       45.6       31.0
Other:                 70.0       32.5       73.2       40.3       70.0       32.5       72.9       40.3
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   871,737:    94,475     84,907    167,028    456,794    393,893    718,296    645,827:   153,441    225,910
Old  :   530,315:    64,842    111,192     64,935    304,503    250,150    434,280    426,278:    96,035    104,037
Other:   341,422:    74,183     18,265     57,542    152,291    143,742    284,016    219,549:    57,406    121,873
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     5,854:     7,090     -5,620      8,822     -6,515     -1,644      9,397      1,558:    -3,542      4,297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        9.7       19.2       52.4       45.2       82.4       74.1:      17.6       25.9
Old  :     100.0:      12.2       21.0       12.2       57.4       47.2       81.9       80.4:      18.1       19.6
Other:     100.0:      21.7        5.3       16.9       44.6       42.1       83.2       64.3:      16.8       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       146        107        159        194        206        423        410:
Old  :       479:       117        139        117        160        179        342        371:
Other:       388:       120         50         84        144        180        293        285:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.5       16.7       27.1       21.6       17.1       11.6       25.3       15.2
Old  :                 26.9       21.0       36.8       25.6       26.3       18.0       35.7       22.3
Other:                 17.3       12.3       25.6       17.7       14.9        7.8       20.6       12.4
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Old  :     9,666:     1,978      1,202        918      2,283      5,134      5,180      7,255:     4,486      2,411
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -74:       235       -549        -68        -61        604        106        -13:      -180        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
Old  :     100.0:      20.5       12.4        9.5       23.6       53.1       53.6       75.1:      46.4       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        11         11          5         11         15         24         30:
Old  :        41:        11         11          5         11         15         24         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
Old  :                 21.5       26.0       32.7       39.6       17.4       24.5       27.6       35.7
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 with Delta-adjusted Options and Futures Combined, June 7, 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  :   425,179:    85,250     19,813    101,565    154,172    197,024    340,987    318,402:    84,192    106,777
Old  :   248,498:    59,643     25,667     52,947     88,504    120,222    201,094    198,836:    47,404     49,662
Other:   176,681:    40,160      8,699     34,065     65,669     76,802    139,893    119,566:    36,788     57,115
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    16,323:    10,959     -1,012      4,993        407     10,061     16,359     14,042:       -37      2,280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        4.7       23.9       36.3       46.3       80.2       74.9:      19.8       25.1
Old  :     100.0:      24.0       10.3       21.3       35.6       48.4       80.9       80.0:      19.1       20.0
Other:     100.0:      22.7        4.9       19.3       37.2       43.5       79.2       67.7:      20.8       32.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:       147         83        140        100        124        319        288:
Old  :       352:       123         93        103         79        117        250        265:
Other:       279:        93         59         74         79        100        211        197:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 18.7       20.1       27.2       29.6       14.5       11.6       19.5       17.2
Old  :                 19.5       23.8       28.4       32.1       16.6       15.8       23.0       22.1
Other:                 19.0       17.6       28.4       26.7       13.1       10.7       18.8       15.3
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,170:    12,004      1,789        821          0        777     12,825      3,387:     3,345     12,783
Old  :     5,285:     3,705      1,891         15          0         41      3,720      1,947:     1,565      3,338
Other:    10,885:     8,996        595        109          0        736      9,105      1,440:     1,780      9,445
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       768:       107       -311        362          0         52        469        103:       299        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       11.1        5.1        0.0        4.8       79.3       20.9:      20.7       79.1
Old  :     100.0:      70.1       35.8        0.3        0.0        0.8       70.4       36.8:      29.6       63.2
Other:     100.0:      82.6        5.5        1.0        0.0        6.8       83.6       13.2:      16.4       86.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         15         15:
Old  :        22:        11          8          2          0          3         13         11:
Other:        15:         9          3          4          0          3          9         10:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 61.5        9.5       71.3       16.1       61.1        7.8       69.7       13.5
Old  :                 48.6       26.8       63.5       36.3       48.6       26.8       63.5       36.1
Other:                 76.6       10.2       83.6       13.0       75.9       10.2       82.6       12.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   155,838:    24,585     10,910     26,348     79,310    105,139    130,243    142,396:    25,596     13,442
Old  :   103,137:    23,275     12,221     13,937     48,641     67,038     85,853     93,196:    17,284      9,940
Other:    52,701:     6,727      4,105      6,994     30,669     38,101     44,390     49,200:     8,312      3,501
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,331:     1,168     -2,999      3,766       -763      2,755      4,171      3,522:       161        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.0       16.9       50.9       67.5       83.6       91.4:      16.4        8.6
Old  :     100.0:      22.6       11.8       13.5       47.2       65.0       83.2       90.4:      16.8        9.6
Other:     100.0:      12.8        7.8       13.3       58.2       72.3       84.2       93.4:      15.8        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        51         27         39         47         47        120         99:
Old  :       143:        55         27         33         44         47        112         95:
Other:        78:        17         20         25         31         25         67         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.7       30.9       28.6       44.0       19.7       27.9       27.9       37.8
Old  :                 18.5       26.1       29.4       40.1       17.9       23.8       27.3       36.6
Other:                 27.6       45.7       41.1       60.1       27.6       40.8       39.0       51.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Old  :   922,230:   148,210    101,405    153,982    465,602    464,731    767,795    720,118:   154,435    202,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -11,460:     9,745     -9,165     21,139    -21,884     -4,239      9,000      7,735:   -20,460    -19,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Old  :     100.0:      16.1       11.0       16.7       50.5       50.4       83.3       78.1:      16.7       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       178:        39         37         39         74         88        133        144:
Old  :       178:        39         37         39         74         88        133        144:
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  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
Old  :                 22.7       12.5       30.3       21.2       20.2        9.4       24.7       15.6
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, June 7, 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  :   163,759:    44,715      8,580     23,573     58,129    108,731    126,417    140,884:    37,342     22,874
Old  :   111,871:    43,067      8,658     12,138     29,061     74,719     84,266     95,515:    27,605     16,356
Other:    51,888:     5,028      3,302      8,055     29,068     34,012     42,151     45,369:     9,737      6,518
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,392:     6,874     -1,202       -466     -1,628      5,553      4,780      3,884:    -1,388       -492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        5.2       14.4       35.5       66.4       77.2       86.0:      22.8       14.0
Old  :     100.0:      38.5        7.7       10.8       26.0       66.8       75.3       85.4:      24.7       14.6
Other:     100.0:       9.7        6.4       15.5       56.0       65.5       81.2       87.4:      18.8       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        49         27         37         56         66        129        117:
Old  :       154:        52         26         28         49         62        116        104:
Other:        90:        19         16         25         40         37         70         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       31.1       20.6       44.1        8.9       23.3       15.5       34.1
Old  :                 11.9       34.0       20.7       45.4       11.9       31.7       20.7       41.8
Other:                 29.5       30.7       41.0       47.3       21.8       27.7       32.1       40.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :     8,534:     3,641        935      1,803      1,636      4,370      7,080      7,108:     1,454      1,426
Old  :     4,065:     2,193        810        227        583      2,109      3,003      3,146:     1,061        918
Other:     4,469:     2,319        997        704      1,053      2,260      4,077      3,962:       392        508
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -86:      -219         81        138        174       -372         93       -153:      -179         67
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       11.0       21.1       19.2       51.2       83.0       83.3:      17.0       16.7
Old  :     100.0:      54.0       19.9        5.6       14.3       51.9       73.9       77.4:      26.1       22.6
Other:     100.0:      51.9       22.3       15.8       23.6       50.6       91.2       88.6:       8.8       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12         11         13         15         34         31:
Old  :        39:        17          6         10          7         14         25         29:
Other:        34:         8          9         10         10         13         27         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       32.6       52.6       50.1       32.5       29.1       43.2       39.0
Old  :                 31.2       42.1       48.7       55.9       30.5       41.6       45.7       55.1
Other:                 56.2       39.3       73.8       63.4       49.4       34.1       62.9       50.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Old  :   399,915:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,584    101,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    23,303:     6,348      1,262      1,649     12,199     31,121     20,196     34,032:     3,107    -10,729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
Old  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
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  :        95:        15         18          3         46         46         62         66:
Old  :        95:        15         18          3         46         46         62         66:
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  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Old  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Old  : 2,749,100:   471,125    372,854    490,436  1,510,015  1,420,228  2,471,576  2,283,517:   277,524    465,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   100,182:    17,014    -10,479     54,933     57,391     62,966    129,338    107,420:   -29,156     -7,238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Old  :     100.0:      17.1       13.6       17.8       54.9       51.7       89.9       83.1:      10.1       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        56         78         75        106        134        203        246:
Old  :       279:        56         78         75        106        134        203        246:
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  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
Old  :                 26.5       15.1       39.3       26.0       19.8        9.9       27.2       15.7
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, June 7, 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  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Old  : 1,385,379:   165,909    212,264    176,167    840,245    741,085  1,182,321  1,129,516:   203,058    255,863
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -9,768:    10,045     -4,108     22,573    -50,238     -6,019    -17,620     12,446:     7,852    -22,215
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
Old  :     100.0:      12.0       15.3       12.7       60.7       53.5       85.3       81.5:      14.7       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        33         43         46         75         89        132        154:
Old  :       179:        33         43         46         75         89        132        154:
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  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
Old  :                 24.3       17.4       37.2       26.2       22.1       16.6       31.8       23.5
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, June 7, 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  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Old  :   556,662:    78,637     59,102    196,226    237,106    270,018    511,970    525,346:    44,692     31,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :  -105,849:   -34,531     21,054    -52,399    -18,431    -78,727   -105,361   -110,071:      -488      4,223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
Old  :     100.0:      14.1       10.6       35.3       42.6       48.5       92.0       94.4:       8.0        5.6
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  :       117:        32         26         43         51         48        106         94:
Old  :       117:        32         26         43         51         48        106         94:
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  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
Old  :                 34.1       36.5       47.3       53.3       10.8       13.9       15.6       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Old  :    44,306:    12,669      4,961      1,375     16,944     30,232     30,988     36,568:    13,319      7,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,549:         2        417         83        882      1,743        967      2,243:     1,582        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Old  :     100.0:      28.6       11.2        3.1       38.2       68.2       69.9       82.5:      30.1       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:        23         13         10         19         15         45         35:
Old  :        65:        23         13         10         19         15         45         35:
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  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
Old  :                 23.9       53.8       37.3       64.0       23.9       52.9       34.8       61.7
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, June 7, 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  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Old  :    81,249:    12,212     34,035      5,639     50,761     16,110     68,613     55,785:    12,636     25,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,024:     1,275       -328      1,801      2,584      2,505      5,660      3,978:       364      2,047
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
Old  :     100.0:      15.0       41.9        6.9       62.5       19.8       84.4       68.7:      15.6       31.3
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  :        77:        19         35         19         15         16         45         59:
Old  :        77:        19         35         19         15         16         45         59:
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       22.9       64.4       34.7       46.6       21.2       55.8       29.5
Old  :                 53.5       22.9       64.4       34.7       46.6       21.2       55.8       29.5
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, June 7, 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  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Old  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,779:      -335       -529        -17     -3,568     -2,921     -3,920     -3,467:       141       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
Old  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
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  :        61:         7         19          4         19         23         29         43:
Old  :        61:         7         19          4         19         23         29         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  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
Old  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
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, June 7, 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  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Old  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,322:      -100        442          0      1,411        842      1,311      1,284:        11         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Old  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          7          0          6         10          6         17:
Old  :        21:         0          7          0          6         10          6         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  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Old  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 10, 2005