WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   270,517:    49,716     50,975     38,611    153,324    142,192    241,651    231,778:    28,866     38,739
Old  :   267,428:    49,370     50,008     38,549    150,995    141,292    238,914    229,849:    28,514     37,579
Other:     3,089:       387      1,008         21      2,329        900      2,737      1,929:       352      1,160
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -17,463:     5,930      1,477    -14,394     -6,887     -1,247    -15,351    -14,164:    -2,113     -3,299
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.8       14.3       56.7       52.6       89.3       85.7:      10.7       14.3
Old  :     100.0:      18.5       18.7       14.4       56.5       52.8       89.3       85.9:      10.7       14.1
Other:     100.0:      12.5       32.6        0.7       75.4       29.1       88.6       62.4:      11.4       37.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       237:        70         97         68         41         53        161        173:
Old  :       237:        72         95         68         41         52        161        172:
Other:        42:         3         11          2          5         24         10         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  :                 31.2       34.1       44.4       41.9       30.2       30.1       43.4       35.6
Old  :                 31.5       34.5       44.9       42.4       30.5       31.1       43.9       36.8
Other:                 77.2       37.6       87.9       47.4       76.4       37.6       87.1       47.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   880,668:   114,537     63,650    179,439    439,774    414,709    733,750    657,798:   146,918    222,870
Old  :   406,069:    48,993     71,915     42,058    249,236    220,493    340,287    334,467:    65,782     71,602
Other:   474,599:   119,977     46,168     82,948    190,538    194,216    393,463    323,331:    81,136    151,268
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -75,601:    -4,683    -10,145    -35,683    -19,137    -23,639    -59,502    -69,466:   -16,099     -6,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        7.2       20.4       49.9       47.1       83.3       74.7:      16.7       25.3
Old  :     100.0:      12.1       17.7       10.4       61.4       54.3       83.8       82.4:      16.2       17.6
Other:     100.0:      25.3        9.7       17.5       40.1       40.9       82.9       68.1:      17.1       31.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       541:       147         93        161        223        237        453        435:
Old  :       443:        88         98        104        171        185        324        331:
Other:       486:       152         71        108        165        214        354        359:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       17.3       26.0       22.5       17.6       13.8       24.8       17.5
Old  :                 31.5       27.0       43.1       32.7       31.4       26.1       42.9       31.5
Other:                 17.5       11.0       23.9       16.8       15.1        9.3       20.4       13.7
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :     8,191:     2,780        508        665      2,189      5,687      5,635      6,860:     2,556      1,331
Old  :     8,191:     2,780        508        665      2,189      5,687      5,635      6,860:     2,556      1,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -902:       508         33       -352       -203        -96        -47       -415:      -855       -487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        6.2        8.1       26.7       69.4       68.8       83.8:      31.2       16.2
Old  :     100.0:      33.9        6.2        8.1       26.7       69.4       68.8       83.8:      31.2       16.2
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  :        37:        11          8          6         10         16         24         27:
Old  :        37:        11          8          6         10         16         24         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       34.8       49.8       53.5       28.8       32.7       42.8       47.6
Old  :                 33.7       34.8       49.8       53.5       28.8       32.7       42.8       47.6
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 28, 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  :   420,665:    80,015     19,380     84,080    170,237    219,810    334,332    323,270:    86,333     97,395
Old  :   102,095:    23,102      6,175     25,070     31,712     50,040     79,884     81,286:    22,211     20,809
Other:   318,570:    71,656     27,947     44,268    138,525    169,769    254,449    241,984:    64,121     76,586
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -62,832:   -15,862     -6,032    -32,049        133    -12,930    -47,778    -51,010:   -15,054    -11,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0        4.6       20.0       40.5       52.3       79.5       76.8:      20.5       23.2
Old  :     100.0:      22.6        6.0       24.6       31.1       49.0       78.2       79.6:      21.8       20.4
Other:     100.0:      22.5        8.8       13.9       43.5       53.3       79.9       76.0:      20.1       24.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       125         78        139        116        139        322        296:
Old  :       278:        90         48         80         76        105        203        203:
Other:       349:       110         91         94         94        129        256        265:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 19.2       21.5       28.0       31.8       15.0       15.6       21.3       20.5
Old  :                 17.2       20.3       25.2       31.2       10.3       15.3       16.0       21.5
Other:                 20.6       23.3       32.3       32.5       18.8       15.9       26.9       21.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,816:    14,317      2,279        264          0        926     14,581      3,469:     4,235     15,347
Old  :     2,127:     1,295        482         14          0         29      1,309        525:       818      1,602
Other:    16,689:    13,142      1,917        130          0        897     13,272      2,944:     3,417     13,745
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -949:      -452      1,138       -324          0         24       -776        838:      -173     -1,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1       12.1        1.4        0.0        4.9       77.5       18.4:      22.5       81.6
Old  :     100.0:      60.9       22.7        0.7        0.0        1.4       61.5       24.7:      38.5       75.3
Other:     100.0:      78.7       11.5        0.8        0.0        5.4       79.5       17.6:      20.5       82.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          8          6          0          3         13         15:
Old  :        15:         7          6          1          0          2          8          8:
Other:        22:        11          8          5          0          3         13         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5        8.8       74.4       14.2       67.0        8.6       73.6       14.1
Old  :                 57.7       23.6       61.5       24.7       57.7       22.9       60.9       24.0
Other:                 70.2        9.1       77.4       14.5       69.6        9.1       76.7       14.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   184,765:    39,047      9,699     30,148     84,511    131,024    153,705    170,871:    31,060     13,895
Old  :    68,914:    18,270      5,777     10,305     29,622     45,939     58,196     62,021:    10,718      6,893
Other:   115,851:    30,637     13,782      9,983     54,889     85,085     95,509    108,850:    20,342      7,002
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -10,105:    -2,471     -1,093     -3,493     -2,173     -4,401     -8,137     -8,987:    -1,968     -1,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        5.2       16.3       45.7       70.9       83.2       92.5:      16.8        7.5
Old  :     100.0:      26.5        8.4       15.0       43.0       66.7       84.4       90.0:      15.6       10.0
Other:     100.0:      26.4       11.9        8.6       47.4       73.4       82.4       94.0:      17.6        6.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       153:        59         17         37         51         49        129         97:
Old  :       104:        36         16         26         36         43         79         80:
Other:       130:        47         31         24         38         36        101         76:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.3       38.3       29.3       49.8       16.7       28.5       24.7       38.4
Old  :                 27.5       22.7       38.0       40.6       19.3       18.7       29.7       33.7
Other:                 26.6       48.0       37.4       60.5       26.6       45.0       37.3       55.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   856,617:   132,817     89,538    131,507    444,642    436,191    708,965    657,236:   147,652    199,381
Old  :   856,617:   132,817     89,538    131,507    444,642    436,191    708,965    657,236:   147,652    199,381
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -35,727:    -3,843     -1,565    -22,666     -3,876     -8,604    -30,386    -32,835:    -5,341     -2,892
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       10.5       15.4       51.9       50.9       82.8       76.7:      17.2       23.3
Old  :     100.0:      15.5       10.5       15.4       51.9       50.9       82.8       76.7:      17.2       23.3
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  :       172:        34         38         38         70         84        125        139:
Old  :       172:        34         38         38         70         84        125        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       13.3       33.0       21.8       23.9       11.3       28.6       17.4
Old  :                 26.1       13.3       33.0       21.8       23.9       11.3       28.6       17.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   163,842:    36,150      2,461     28,999     61,255    109,674    126,404    141,135:    37,437     22,707
Old  :    65,003:    13,618      2,439     11,996     22,462     37,724     48,076     52,159:    16,927     12,844
Other:    98,839:    29,146      6,636     10,389     38,793     71,950     78,328     88,975:    20,510      9,864
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -19,445:   -16,272     -4,511       -297        241    -15,864    -16,328    -20,673:    -3,117      1,228
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        1.5       17.7       37.4       66.9       77.2       86.1:      22.8       13.9
Old  :     100.0:      20.9        3.8       18.5       34.6       58.0       74.0       80.2:      26.0       19.8
Other:     100.0:      29.5        6.7       10.5       39.2       72.8       79.2       90.0:      20.8       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       142:        50         12         45         57         54        131        104:
Old  :       110:        31         15         35         47         49         94         90:
Other:       122:        44         23         30         40         39         99         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       33.9       21.5       48.1       10.0       28.8       16.3       38.0
Old  :                 11.8       22.9       20.1       34.8        9.6       18.8       15.0       28.4
Other:                 17.6       42.9       27.5       59.0       11.9       36.1       20.8       46.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,671:     3,799      1,519        828      1,700      3,359      6,327      5,706:     1,344      1,965
Old  :     1,081:       330         88          0        467        766        797        854:       284        227
Other:     6,590:     3,563      1,525        734      1,233      2,593      5,530      4,852:     1,060      1,738
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -934:       -83        326       -623       -322       -615     -1,028       -912:        94        -23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5       19.8       10.8       22.2       43.8       82.5       74.4:      17.5       25.6
Old  :     100.0:      30.5        8.1        0.0       43.2       70.9       73.7       79.0:      26.3       21.0
Other:     100.0:      54.1       23.1       11.1       18.7       39.4       83.9       73.6:      16.1       26.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        16         14          8          8         12         28         30:
Old  :        18:        10          2          0          1          5         11          7:
Other:        45:        14         16          8          8         11         28         29:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       32.0       60.2       49.0       37.8       29.0       49.7       38.4
Old  :                 63.9       71.1       71.9       79.0       63.9       71.1       71.9       79.0
Other:                 41.7       32.7       61.9       49.1       41.6       29.4       55.1       41.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   366,020:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,170    105,529
Old  :   366,020:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,170    105,529
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,682:     2,030      6,591        196     -5,886        273     -3,660      7,060:     5,342     -5,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       28.8
Old  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       28.8
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  :        96:        14         19          3         47         41         64         60:
Old  :        96:        14         19          3         47         41         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
Old  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
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 28, 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  : 2,571,252:   393,762    355,362    450,134  1,489,865  1,342,989  2,333,760  2,148,484:   237,492    422,768
Old  : 2,571,252:   393,762    355,362    450,134  1,489,865  1,342,989  2,333,760  2,148,484:   237,492    422,768
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -64,648:    -5,800    -39,403    -26,176    -32,595       -540    -64,571    -66,120:       -77      1,471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       13.8       17.5       57.9       52.2       90.8       83.6:       9.2       16.4
Old  :     100.0:      15.3       13.8       17.5       57.9       52.2       90.8       83.6:       9.2       16.4
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  :       280:        61         69         71        105        138        195        249:
Old  :       280:        61         69         71        105        138        195        249:
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  :                 28.3       15.1       41.7       26.4       22.6       11.6       29.6       18.1
Old  :                 28.3       15.1       41.7       26.4       22.6       11.6       29.6       18.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 1,351,077:   187,608    178,121    145,027    835,891    743,216  1,168,527  1,066,365:   182,550    284,712
Old  : 1,351,077:   187,608    178,121    145,027    835,891    743,216  1,168,527  1,066,365:   182,550    284,712
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -53,041:   -12,003    -29,217    -35,184    -14,789     -5,904    -61,976    -70,305:     8,935     17,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       13.2       10.7       61.9       55.0       86.5       78.9:      13.5       21.1
Old  :     100.0:      13.9       13.2       10.7       61.9       55.0       86.5       78.9:      13.5       21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       174:        33         44         43         69         84        126        147:
Old  :       174:        33         44         43         69         84        126        147:
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  :                 23.8       20.7       35.0       30.1       21.7       20.1       31.5       27.3
Old  :                 23.8       20.7       35.0       30.1       21.7       20.1       31.5       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  :   641,274:   115,629     71,138    205,417    256,546    327,048    577,593    603,603:    63,681     37,670
Old  :   641,274:   115,629     71,138    205,417    256,546    327,048    577,593    603,603:    63,681     37,670
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    36,774:    14,402      9,411      8,118      6,970     16,072     29,490     33,601:     7,284      3,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       11.1       32.0       40.0       51.0       90.1       94.1:       9.9        5.9
Old  :     100.0:      18.0       11.1       32.0       40.0       51.0       90.1       94.1:       9.9        5.9
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  :       123:        37         25         44         53         50        111         98:
Old  :       123:        37         25         44         53         50        111         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  :                 30.1       32.5       41.4       45.1       11.9       15.8       16.3       22.8
Old  :                 30.1       32.5       41.4       45.1       11.9       15.8       16.3       22.8
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 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    28,943:     5,376      3,683        410     15,609     16,323     21,395     20,416:     7,548      8,527
Old  :    28,943:     5,376      3,683        410     15,609     16,323     21,395     20,416:     7,548      8,527
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -269:    -1,041        727        -76        461     -1,179       -655       -528:       387        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       12.7        1.4       53.9       56.4       73.9       70.5:      26.1       29.5
Old  :     100.0:      18.6       12.7        1.4       53.9       56.4       73.9       70.5:      26.1       29.5
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  :        49:         8         13          6         18         12         30         27:
Old  :        49:         8         13          6         18         12         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       42.2       49.3       54.4       33.8       41.9       49.3       54.1
Old  :                 33.8       42.2       49.3       54.4       33.8       41.9       49.3       54.1
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 28, 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  :    40,973:    11,108     19,667      2,993     15,377      8,050     29,478     30,710:    11,495     10,262
Old  :    40,973:    11,108     19,667      2,993     15,377      8,050     29,478     30,710:    11,495     10,262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       738:    -2,242        -59      1,292      3,358      1,418      2,408      2,651:    -1,670     -1,913
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       48.0        7.3       37.5       19.6       71.9       75.0:      28.1       25.0
Old  :     100.0:      27.1       48.0        7.3       37.5       19.6       71.9       75.0:      28.1       25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        27         17         16         10         11         42         39:
Old  :        61:        27         17         16         10         11         42         39:
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  :                 28.7       41.8       41.7       51.3       26.9       41.0       39.2       49.0
Old  :                 28.7       41.8       41.7       51.3       26.9       41.0       39.2       49.0
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 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Old  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       943:       700       -578          1        242      1,529        943        952:         0         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
Old  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         7         17          4         19         22         29         40:
Old  :        60:         7         17          4         19         22         29         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
Old  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005