WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   216,370:    35,867     51,583     15,477    140,787    116,574    192,131    183,634:    24,239     32,736
Old  :    31,256:    12,402     11,045          0     10,078     15,658     22,480     26,703:     8,776      4,553
Other:   185,114:    31,078     48,151      7,864    130,709    100,916    169,651    156,931:    15,463     28,183
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    12,650:    -1,244      7,440     -2,316     14,569      7,145     11,009     12,269:     1,641        381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       23.8        7.2       65.1       53.9       88.8       84.9:      11.2       15.1
Old  :     100.0:      39.7       35.3        0.0       32.2       50.1       71.9       85.4:      28.1       14.6
Other:     100.0:      16.8       26.0        4.2       70.6       54.5       91.6       84.8:       8.4       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        56         85         48         42         49        137        153:
Old  :       126:        44         34          0         15         35         59         69:
Other:       192:        44         84         28         37         46        102        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.5       34.7       52.7       42.3       33.2       31.1       50.2       37.5
Old  :                 29.9       34.1       39.0       48.9       29.9       34.1       39.0       48.9
Other:                 41.0       39.8       59.2       47.2       40.6       38.0       58.8       45.3
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   687,682:   106,014    116,181     43,538    416,449    331,968    566,001    491,687:   121,681    195,995
Old  :   499,748:    90,241    117,826     18,084    301,603    244,830    409,928    380,740:    89,820    119,008
Other:   187,934:    38,776     21,358      2,451    114,846     87,138    156,073    110,947:    31,861     76,987
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    21,854:    -1,584      4,026      8,015     13,450     19,715     19,881     31,756:     1,973     -9,902
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       16.9        6.3       60.6       48.3       82.3       71.5:      17.7       28.5
Old  :     100.0:      18.1       23.6        3.6       60.4       49.0       82.0       76.2:      18.0       23.8
Other:     100.0:      20.6       11.4        1.3       61.1       46.4       83.0       59.0:      17.0       41.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       123        100         93        176        189        345        351:
Old  :       449:       117        104         56        149        171        293        309:
Other:       317:        65         62         17         98        154        172        224:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.9       15.4       32.1       21.1       20.5       11.0       29.9       16.1
Old  :                 26.7       19.3       37.1       24.7       26.7       17.5       36.6       22.6
Other:                 34.5       11.1       42.7       17.6       30.1        7.7       38.2       13.5
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,445:     3,033        165         22      1,338      6,993      4,393      7,180:     4,052      1,265
Old  :     3,810:     1,623         41          0        280      3,352      1,903      3,393:     1,907        417
Other:     4,635:     1,410        124         22      1,058      3,641      2,490      3,787:     2,145        848
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :         5:       132         19        -72        244        -35        304        -88:      -299         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9        2.0        0.3       15.8       82.8       52.0       85.0:      48.0       15.0
Old  :     100.0:      42.6        1.1        0.0        7.3       88.0       49.9       89.1:      50.1       10.9
Other:     100.0:      30.4        2.7        0.5       22.8       78.6       53.7       81.7:      46.3       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          2          3          8         16         23         19:
Old  :        26:         8          2          0          2         14         10         16:
Other:        30:        10          2          3          8         15         20         18:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       45.3       36.4       62.2       23.7       43.9       34.7       59.6
Old  :                 41.2       56.3       48.9       78.8       41.2       56.3       48.9       78.8
Other:                 31.0       42.0       43.7       64.3       30.6       39.5       40.8       61.8
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   269,197:    55,300     43,196     23,251    139,425    114,750    217,976    181,197:    51,221     88,000
Old  :   205,235:    45,436     49,102      9,676    115,000     89,340    170,112    148,118:    35,123     57,117
Other:    63,962:    20,924      5,154      2,515     24,425     25,410     47,864     33,079:    16,098     30,883
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -5,462:     7,191     -3,921        580    -12,526      1,917     -4,755     -1,424:      -707     -4,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       16.0        8.6       51.8       42.6       81.0       67.3:      19.0       32.7
Old  :     100.0:      22.1       23.9        4.7       56.0       43.5       82.9       72.2:      17.1       27.8
Other:     100.0:      32.7        8.1        3.9       38.2       39.7       74.8       51.7:      25.2       48.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       105         97         95         81         98        255        233:
Old  :       320:        95        106         69         68         95        214        223:
Other:       178:        69         29         21         41         57        118        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       13.9       35.0       20.6       24.2       11.9       34.1       18.1
Old  :                 29.5       16.9       42.0       24.4       29.1       15.8       41.6       22.6
Other:                 21.0       14.0       33.5       22.8       19.2       13.0       29.3       20.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,553:    10,673      2,895        992        425      1,180     12,090      5,067:     3,463     10,486
Old  :     7,372:     3,613      2,651        697        340        396      4,650      3,744:     2,722      3,628
Other:     8,181:     7,262        446         93         85        784      7,440      1,323:       741      6,858
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :      -840:    -1,707        -15       -139        191         93     -1,655        -61:       815       -779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       18.6        6.4        2.7        7.6       77.7       32.6:      22.3       67.4
Old  :     100.0:      49.0       36.0        9.5        4.6        5.4       63.1       50.8:      36.9       49.2
Other:     100.0:      88.8        5.5        1.1        1.0        9.6       90.9       16.2:       9.1       83.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10          8         11          3          6         17         21:
Old  :        24:         8         10          8          3          5         16         18:
Other:        16:         8          3          6          1          5         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.5       16.4       68.2       24.0       54.8       15.3       66.1       21.3
Old  :                 38.9       28.7       54.4       42.0       37.6       27.3       52.7       36.8
Other:                 79.8       13.8       90.8       15.7       79.1       12.7       88.8       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   143,355:    30,863     12,708     14,946     70,439    100,653    116,248    128,307:    27,107     15,048
Old  :   114,925:    28,936     13,653      8,528     56,296     79,824     93,760    102,005:    21,165     12,920
Other:    28,430:     4,483      1,611      3,862     14,143     20,829     22,488     26,302:     5,942      2,128
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :      -132:     3,438     -1,606     -1,180        342      1,979      2,600       -807:    -2,732        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5        8.9       10.4       49.1       70.2       81.1       89.5:      18.9       10.5
Old  :     100.0:      25.2       11.9        7.4       49.0       69.5       81.6       88.8:      18.4       11.2
Other:     100.0:      15.8        5.7       13.6       49.7       73.3       79.1       92.5:      20.9        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        44         21         31         37         37         97         84:
Old  :       126:        44         25         28         35         37         91         84:
Other:        52:        10         11         10         22         18         38         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  :                 23.1       39.1       33.6       53.1       22.1       35.6       30.4       45.1
Old  :                 24.5       38.2       34.9       52.9       22.3       33.4       30.9       44.9
Other:                 40.3       53.7       53.4       67.3       36.1       48.1       43.9       57.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   709,956:    95,654    145,129     12,183    465,459    397,554    573,296    554,866:   136,660    155,090
Old  :   709,956:    95,654    145,129     12,183    465,459    397,554    573,296    554,866:   136,660    155,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -7,135:     1,234      3,358     -9,957      5,338      2,966     -3,385     -3,633:    -3,750     -3,502
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       20.4        1.7       65.6       56.0       80.8       78.2:      19.2       21.8
Old  :     100.0:      13.5       20.4        1.7       65.6       56.0       80.8       78.2:      19.2       21.8
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  :       168:        34         34         23         63         76        110        122:
Old  :       168:        34         34         23         63         76        110        122:
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  :                 29.9       17.4       39.0       30.5       20.5       15.6       27.5       24.7
Old  :                 29.9       17.4       39.0       30.5       20.5       15.6       27.5       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   136,130:    29,100     17,433     16,605     59,758     80,020    105,463    114,058:    30,667     22,072
Old  :   104,427:    27,222     18,154      9,919     41,579     58,153     78,720     86,226:    25,707     18,201
Other:    31,703:     4,007      1,408      4,557     18,179     21,867     26,743     27,832:     4,960      3,871
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     6,921:     6,912       -458        614     -1,158      5,996      6,368      6,152:       553        769
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       12.8       12.2       43.9       58.8       77.5       83.8:      22.5       16.2
Old  :     100.0:      26.1       17.4        9.5       39.8       55.7       75.4       82.6:      24.6       17.4
Other:     100.0:      12.6        4.4       14.4       57.3       69.0       84.4       87.8:      15.6       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        41         27         39         50         55        123        104:
Old  :       147:        48         27         32         47         54        116         99:
Other:        75:        14         17         11         33         26         57         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       26.5       24.6       37.3       11.6       18.8       19.3       26.2
Old  :                 11.9       25.9       21.2       35.1       11.4       21.9       18.9       29.7
Other:                 33.6       47.5       47.7       61.7       29.7       47.2       40.4       56.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,196:     3,419      1,422        821        963      3,966      5,203      6,209:     1,993        987
Old  :     6,734:     3,407      1,341        734        727      3,766      4,868      5,841:     1,866        893
Other:       462:        43        112         56        236        200        335        368:       127         94
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :       656:       141        -56        164        182        549        487        657:       169         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.5       19.8       11.4       13.4       55.1       72.3       86.3:      27.7       13.7
Old  :     100.0:      50.6       19.9       10.9       10.8       55.9       72.3       86.7:      27.7       13.3
Other:     100.0:       9.3       24.2       12.1       51.1       43.3       72.5       79.7:      27.5       20.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        17         10          9          8         11         30         25:
Old  :        40:        17          9          8          5         11         27         24:
Other:        17:         4          5          6          4          5         12         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       41.0       53.7       62.6       35.8       37.7       45.9       57.7
Old  :                 39.7       41.2       56.4       64.1       38.3       38.7       48.8       59.8
Other:                 51.1       51.1       69.9       72.3       49.6       43.7       54.5       58.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   303,286:    95,873     60,814          6    141,767    145,322    237,646    206,142:    65,640     97,144
Old  :   303,286:    95,873     60,814          6    141,767    145,322    237,646    206,142:    65,640     97,144
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     6,642:     6,287      3,456          0     -3,690      9,046      2,597     12,502:     4,045     -5,860
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       20.1        0.0       46.7       47.9       78.4       68.0:      21.6       32.0
Old  :     100.0:      31.6       20.1        0.0       46.7       47.9       78.4       68.0:      21.6       32.0
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  :        98:        19         23          1         36         39         56         62:
Old  :        98:        19         23          1         36         39         56         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       22.2       45.4       31.3       32.4       20.4       45.4       29.5
Old  :                 32.4       22.2       45.4       31.3       32.4       20.4       45.4       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,960,141:   298,063    494,738     84,414  1,356,920    967,987  1,739,397  1,547,139:   220,744    413,002
Old  : 1,960,141:   298,063    494,738     84,414  1,356,920    967,987  1,739,397  1,547,139:   220,744    413,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :   -41,809:   -46,892    -39,471      6,459    -35,151    -11,463    -75,584    -44,475:    33,775      2,666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       25.2        4.3       69.2       49.4       88.7       78.9:      11.3       21.1
Old  :     100.0:      15.2       25.2        4.3       69.2       49.4       88.7       78.9:      11.3       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  :       277:        36         89         40         80        129        142        232:
Old  :       277:        36         89         40         80        129        142        232:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       14.3       58.2       23.2       44.3       12.5       53.7       19.4
Old  :                 46.8       14.3       58.2       23.2       44.3       12.5       53.7       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,385,332:   140,794    317,124     38,079  1,035,548    729,494  1,214,421  1,084,697:   170,911    300,635
Old  : 1,385,332:   140,794    317,124     38,079  1,035,548    729,494  1,214,421  1,084,697:   170,911    300,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :   -31,299:   -27,474    -25,122      2,847    -30,581     18,102    -55,208     -4,173:    23,909    -27,126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.9        2.7       74.8       52.7       87.7       78.3:      12.3       21.7
Old  :     100.0:      10.2       22.9        2.7       74.8       52.7       87.7       78.3:      12.3       21.7
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  :       186:        31         52         23         67         79        112        140:
Old  :       186:        31         52         23         67         79        112        140:
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  :                 39.8       24.1       52.0       32.5       30.0       17.1       40.8       24.1
Old  :                 39.8       24.1       52.0       32.5       30.0       17.1       40.8       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (INTEREST ON $5,000,000 FED FUNDS)                                         :
     :          :                                                                            :
All  :   481,064:   173,222     22,985     76,967    190,262    348,223    440,451    448,175:    40,613     32,889
Old  :   481,064:   173,222     22,985     76,967    190,262    348,223    440,451    448,175:    40,613     32,889
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,286:    -2,986     -3,095       -697     -4,285         91     -7,968     -3,701:     9,254      4,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0        4.8       16.0       39.6       72.4       91.6       93.2:       8.4        6.8
Old  :     100.0:      36.0        4.8       16.0       39.6       72.4       91.6       93.2:       8.4        6.8
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  :       113:        42         12         29         46         51         92         88:
Old  :       113:        42         12         29         46         51         92         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       37.3       48.0       49.9       20.7       29.8       28.6       38.0
Old  :                 34.7       37.3       48.0       49.9       20.7       29.8       28.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    40,514:     8,794     11,919        511     20,944     21,536     30,249     33,966:    10,265      6,548
Old  :    40,514:     8,794     11,919        511     20,944     21,536     30,249     33,966:    10,265      6,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,732:      -556        201        122      1,102      1,287        668      1,610:     1,064        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       29.4        1.3       51.7       53.2       74.7       83.8:      25.3       16.2
Old  :     100.0:      21.7       29.4        1.3       51.7       53.2       74.7       83.8:      25.3       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  :        64:        20         16          2         18         10         40         26:
Old  :        64:        20         16          2         18         10         40         26:
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       58.1       48.3       68.0       33.8       58.1       48.3       68.0
Old  :                 33.8       58.1       48.3       68.0       33.8       58.1       48.3       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    56,322:    12,095     19,438        329     26,083     21,430     38,507     41,197:    17,815     15,125
Old  :    56,322:    12,095     19,438        329     26,083     21,430     38,507     41,197:    17,815     15,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    10,394:      -839      2,339       -205      6,543      4,845      5,499      6,979:     4,895      3,415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       34.5        0.6       46.3       38.0       68.4       73.1:      31.6       26.9
Old  :     100.0:      21.5       34.5        0.6       46.3       38.0       68.4       73.1:      31.6       26.9
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  :        66:        23         21          2         15         10         40         31:
Old  :        66:        23         21          2         15         10         40         31:
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  :                 34.5       48.8       44.2       56.6       34.4       48.8       43.5       56.5
Old  :                 34.5       48.8       44.2       56.6       34.4       48.8       43.5       56.5
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 - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    35,159:     2,937      5,654      1,046     30,385     26,473     34,368     33,173:       791      1,986
Old  :    35,159:     2,937      5,654      1,046     30,385     26,473     34,368     33,173:       791      1,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,267:    -1,230       -586          0      1,903      1,251        673        665:       594        602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       16.1        3.0       86.4       75.3       97.8       94.4:       2.2        5.6
Old  :     100.0:       8.4       16.1        3.0       86.4       75.3       97.8       94.4:       2.2        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  :        62:         7         21          4         20         21         30         43:
Old  :        62:         7         21          4         20         21         30         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  :                 56.1       44.3       72.3       63.4       56.0       40.7       72.0       59.8
Old  :                 56.1       44.3       72.3       63.4       56.0       40.7       72.0       59.8
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 - Futures Only, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                                 :
     :          :                                                                            :
All  :    11,892:         0      1,244          0     11,644     10,304     11,644     11,548:       248        344
Old  :    11,892:         0      1,244          0     11,644     10,304     11,644     11,548:       248        344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -1,462:         0       -782          0     -1,709       -924     -1,709     -1,706:       247        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.5        0.0       97.9       86.6       97.9       97.1:       2.1        2.9
Old  :     100.0:       0.0       10.5        0.0       97.9       86.6       97.9       97.1:       2.1        2.9
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  :        22:         0          8          0          5          9          5         17:
Old  :        22:         0          8          0          5          9          5         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  :                 97.6       75.8       97.9       86.4       97.6       75.8       97.9       86.4
Old  :                 97.6       75.8       97.9       86.4       97.6       75.8       97.9       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005