WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, April 26, 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  :   202,507:    36,528     47,692      9,339    135,252    111,850    181,119    168,881:    21,388     33,626
Old  :     9,812:     4,304      1,579          2      1,758      5,014      6,064      6,595:     3,748      3,217
Other:   192,695:    35,135     49,024      6,426    133,494    106,836    175,055    162,286:    17,640     30,409
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -13,863:       661     -3,891     -6,138     -5,535     -4,724    -11,012    -14,753:    -2,851        890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       23.6        4.6       66.8       55.2       89.4       83.4:      10.6       16.6
Old  :     100.0:      43.9       16.1        0.0       17.9       51.1       61.8       67.2:      38.2       32.8
Other:     100.0:      18.2       25.4        3.3       69.3       55.4       90.8       84.2:       9.2       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        52         80         38         44         49        128        146:
Old  :        70:        19         19          1         10         25         30         44:
Other:       200:        51         84         28         39         47        113        139:
     :----------------------------------------------------------------------------------------------------
     :             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       37.3       54.6       44.1       37.2       35.7       54.1       41.9
Old  :                 26.6       29.2       42.9       42.0       26.6       29.2       42.9       42.0
Other:                 39.4       39.0       57.3       45.9       39.0       37.2       56.9       43.8
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 26, 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  :   663,789:    93,609    101,678     39,245    407,039    328,326    539,893    469,249:   123,896    194,540
Old  :   468,671:    73,047    102,265     12,623    292,435    239,817    378,105    354,705:    90,566    113,966
Other:   195,118:    42,370     21,221      4,814    114,604     88,509    161,788    114,544:    33,330     80,574
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -23,893:   -12,405    -14,503     -4,293     -9,410     -3,642    -26,108    -22,438:     2,215     -1,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.3        5.9       61.3       49.5       81.3       70.7:      18.7       29.3
Old  :     100.0:      15.6       21.8        2.7       62.4       51.2       80.7       75.7:      19.3       24.3
Other:     100.0:      21.7       10.9        2.5       58.7       45.4       82.9       58.7:      17.1       41.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       105         98         82        179        186        334        331:
Old  :       426:       103         98         52        150        170        282        296:
Other:       308:        62         53         20        101        153        175        215:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       16.7       31.7       22.6       21.7       13.0       31.2       18.0
Old  :                 28.7       21.3       39.0       26.6       28.7       19.8       38.9       24.8
Other:                 31.0       12.4       39.0       18.9       25.5        7.7       32.7       13.1
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, April 26, 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  :     8,189:     2,807        318        122      1,019      6,594      3,948      7,034:     4,241      1,155
Old  :     1,690:       235          3          0         68      1,471        303      1,474:     1,387        216
Other:     6,499:     2,580        323        114        951      5,123      3,645      5,560:     2,854        939
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -256:      -226        153        100       -319       -399       -445       -146:       189       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        3.9        1.5       12.4       80.5       48.2       85.9:      51.8       14.1
Old  :     100.0:      13.9        0.2        0.0        4.0       87.0       17.9       87.2:      82.1       12.8
Other:     100.0:      39.7        5.0        1.8       14.6       78.8       56.1       85.6:      43.9       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          4          5          8         16         23         22:
Old  :        16:         4          1          0          2          9          6         10:
Other:        33:        10          5          4          7         16         21         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       43.0       34.5       59.9       24.3       41.6       32.7       58.6
Old  :                 16.7       72.5       17.9       86.2       16.7       72.5       17.9       86.2
Other:                 30.6       37.9       43.5       59.1       30.6       37.8       40.8       57.5
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, April 26, 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  :   255,408:    52,928     32,277     22,141    129,970    116,762    205,039    171,180:    50,369     84,228
Old  :   186,682:    43,280     38,798      6,265    104,447     89,251    153,992    134,314:    32,690     52,368
Other:    68,726:    22,607      6,438      2,917     25,523     27,511     51,047     36,866:    17,679     31,860
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -13,789:    -2,372    -10,919     -1,110     -9,455      2,012    -12,937    -10,017:      -852     -3,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       12.6        8.7       50.9       45.7       80.3       67.0:      19.7       33.0
Old  :     100.0:      23.2       20.8        3.4       55.9       47.8       82.5       71.9:      17.5       28.1
Other:     100.0:      32.9        9.4        4.2       37.1       40.0       74.3       53.6:      25.7       46.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95         69         74         80         95        230        200:
Old  :       287:        88         81         46         67         92        188        188:
Other:       175:        60         33         19         43         61        114        103:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.5       14.7       33.5       23.8       23.2       12.0       33.2       19.3
Old  :                 29.9       19.3       42.2       28.7       29.9       17.9       42.1       25.2
Other:                 22.5       13.4       33.6       22.1       20.6       12.8       29.6       20.2
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,971:    10,742      1,746        293        425        900     11,460      2,939:     2,511     11,032
Old  :     5,297:     3,120      1,461         74        340        208      3,534      1,743:     1,763      3,554
Other:     8,674:     7,754        417         87         85        692      7,926      1,196:       748      7,478
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -1,582:        69     -1,149       -699          0       -280       -630     -2,128:      -952        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       12.5        2.1        3.0        6.4       82.0       21.0:      18.0       79.0
Old  :     100.0:      58.9       27.6        1.4        6.4        3.9       66.7       32.9:      33.3       67.1
Other:     100.0:      89.4        4.8        1.0        1.0        8.0       91.4       13.8:       8.6       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          5          7          3          4         16         13:
Old  :        20:         9          6          3          3          3         13         11:
Other:        15:         9          2          5          1          4         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       12.0       75.8       18.3       62.0       11.2       74.4       16.8
Old  :                 46.0       22.7       63.1       32.6       46.0       22.7       63.1       31.3
Other:                 80.0       12.7       90.5       13.7       79.3       11.6       89.2       11.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, April 26, 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  :   143,359:    29,293     11,825     17,150     71,606    101,523    118,049    130,498:    25,310     12,861
Old  :   113,682:    27,681     12,568      9,964     55,916     79,844     93,561    102,376:    20,121     11,306
Other:    29,677:     4,795      2,440      4,003     15,690     21,679     24,488     28,122:     5,189      1,555
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         4:    -1,570       -883      2,204      1,167        870      1,801      2,191:    -1,797     -2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        8.2       12.0       49.9       70.8       82.3       91.0:      17.7        9.0
Old  :     100.0:      24.3       11.1        8.8       49.2       70.2       82.3       90.1:      17.7        9.9
Other:     100.0:      16.2        8.2       13.5       52.9       73.0       82.5       94.8:      17.5        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        43         22         33         41         44        103         94:
Old  :       135:        46         25         29         38         43         97         91:
Other:        60:        12         15         11         24         21         42         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       39.5       32.5       51.4       22.5       32.0       30.4       42.7
Old  :                 23.4       41.1       33.6       52.8       22.7       34.8       31.4       44.6
Other:                 39.8       51.0       51.9       63.9       35.7       43.4       43.7       54.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, April 26, 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  :   707,582:   105,202    110,224     13,261    455,497    420,492    573,960    543,977:   133,622    163,605
Old  :   707,582:   105,202    110,224     13,261    455,497    420,492    573,960    543,977:   133,622    163,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -2,374:     9,548    -34,905      1,078     -9,962     22,938        664    -10,889:    -3,038      8,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       15.6        1.9       64.4       59.4       81.1       76.9:      18.9       23.1
Old  :     100.0:      14.9       15.6        1.9       64.4       59.4       81.1       76.9:      18.9       23.1
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  :       168:        38         28         23         63         76        111        119:
Old  :       168:        38         28         23         63         76        111        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       15.9       37.4       28.6       18.8       13.6       25.2       23.2
Old  :                 28.5       15.9       37.4       28.6       18.8       13.6       25.2       23.2
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 26, 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  :   143,327:    33,761     14,059     16,513     61,083     91,150    111,357    121,722:    31,970     21,605
Old  :   109,336:    32,213     14,811      9,784     40,398     67,273     82,395     91,868:    26,941     17,468
Other:    33,991:     4,040      1,740      4,237     20,685     23,877     28,962     29,854:     5,029      4,137
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     7,197:     4,661     -3,374        -92      1,325     11,130      5,894      7,664:     1,303       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        9.8       11.5       42.6       63.6       77.7       84.9:      22.3       15.1
Old  :     100.0:      29.5       13.5        8.9       36.9       61.5       75.4       84.0:      24.6       16.0
Other:     100.0:      11.9        5.1       12.5       60.9       70.2       85.2       87.8:      14.8       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        44         25         36         52         58        125        106:
Old  :       153:        52         25         29         48         57        118        100:
Other:        76:        15         16         14         34         26         58         47:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.9       31.2       23.2       41.4       11.1       22.9       19.1       31.9
Old  :                 11.7       31.8       20.9       39.5       11.5       29.1       20.5       35.6
Other:                 33.0       48.2       47.7       62.5       29.5       47.1       42.4       56.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, April 26, 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  :     7,082:     3,433      1,489        452      1,181      4,098      5,066      6,039:     2,016      1,043
Old  :     6,520:     3,469      1,403        349        931      3,835      4,749      5,587:     1,771        933
Other:       562:        20        142         47        250        263        317        452:       245        110
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -114:        14         67       -369        218        132       -137       -170:        23         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       21.0        6.4       16.7       57.9       71.5       85.3:      28.5       14.7
Old  :     100.0:      53.2       21.5        5.4       14.3       58.8       72.8       85.7:      27.2       14.3
Other:     100.0:       3.6       25.3        8.4       44.5       46.8       56.4       80.4:      43.6       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         11          8         10         13         32         26:
Old  :        42:        18          9          7          7         12         29         24:
Other:        17:         1          7          4          4          6          9         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  :                 39.7       41.8       52.8       62.5       36.4       38.4       48.2       59.1
Old  :                 42.8       42.2       56.7       64.4       39.6       39.7       52.1       61.9
Other:                 45.7       48.0       56.2       70.3       37.0       36.7       37.0       53.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, April 26, 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  :   315,342:   105,423     73,511        223    145,611    142,144    251,257    215,878:    64,085     99,464
Old  :   315,342:   105,423     73,511        223    145,611    142,144    251,257    215,878:    64,085     99,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    12,056:     9,550     12,697        217      3,844     -3,178     13,611      9,736:    -1,555      2,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       23.3        0.1       46.2       45.1       79.7       68.5:      20.3       31.5
Old  :     100.0:      33.4       23.3        0.1       46.2       45.1       79.7       68.5:      20.3       31.5
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  :       102:        19         27          3         37         40         59         67:
Old  :       102:        19         27          3         37         40         59         67:
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  :                 33.1       19.6       46.6       28.1       33.1       18.0       46.6       26.4
Old  :                 33.1       19.6       46.6       28.1       33.1       18.0       46.6       26.4
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 26, 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  : 2,043,233:   342,333    471,599    102,356  1,351,564  1,032,064  1,796,253  1,606,019:   246,980    437,214
Old  : 2,043,233:   342,333    471,599    102,356  1,351,564  1,032,064  1,796,253  1,606,019:   246,980    437,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    83,092:    44,270    -23,139     17,942     -5,356     64,077     56,856     58,880:    26,236     24,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       23.1        5.0       66.1       50.5       87.9       78.6:      12.1       21.4
Old  :     100.0:      16.8       23.1        5.0       66.1       50.5       87.9       78.6:      12.1       21.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       277:        41         84         48         80        131        151        233:
Old  :       277:        41         84         48         80        131        151        233:
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  :                 45.9       16.1       56.9       23.5       42.7       13.1       51.8       18.3
Old  :                 45.9       16.1       56.9       23.5       42.7       13.1       51.8       18.3
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 26, 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  : 1,370,732:   138,907    284,865     41,527  1,035,508    755,231  1,215,942  1,081,623:   154,790    289,109
Old  : 1,370,732:   138,907    284,865     41,527  1,035,508    755,231  1,215,942  1,081,623:   154,790    289,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -14,600:    -1,887    -32,259      3,448        -40     25,737      1,521     -3,074:   -16,121    -11,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       20.8        3.0       75.5       55.1       88.7       78.9:      11.3       21.1
Old  :     100.0:      10.1       20.8        3.0       75.5       55.1       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  :       180:        30         49         22         60         81        102        140:
Old  :       180:        30         49         22         60         81        102        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  :                 40.9       22.9       53.2       31.4       30.4       15.7       41.6       22.8
Old  :                 40.9       22.9       53.2       31.4       30.4       15.7       41.6       22.8
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 26, 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  :   502,062:   201,625     24,136     76,885    186,288    369,956    464,798    470,977:    37,264     31,085
Old  :   502,062:   201,625     24,136     76,885    186,288    369,956    464,798    470,977:    37,264     31,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    20,998:    28,403      1,151        -82     -3,974     21,733     24,347     22,802:    -3,349     -1,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        4.8       15.3       37.1       73.7       92.6       93.8:       7.4        6.2
Old  :     100.0:      40.2        4.8       15.3       37.1       73.7       92.6       93.8:       7.4        6.2
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  :       114:        42         15         30         42         50         91         88:
Old  :       114:        42         15         30         42         50         91         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  :                 35.4       36.7       47.1       48.8       22.6       30.8       29.9       39.8
Old  :                 35.4       36.7       47.1       48.8       22.6       30.8       29.9       39.8
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 - Futures Only, April 26, 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  :    41,273:    10,150     11,715        393     20,929     21,849     31,472     33,957:     9,801      7,316
Old  :    41,273:    10,150     11,715        393     20,929     21,849     31,472     33,957:     9,801      7,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       759:     1,356       -204       -118        -15        313      1,223         -9:      -464        768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       28.4        1.0       50.7       52.9       76.3       82.3:      23.7       17.7
Old  :     100.0:      24.6       28.4        1.0       50.7       52.9       76.3       82.3:      23.7       17.7
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  :        65:        22         14          2         19         10         42         25:
Old  :        65:        22         14          2         19         10         42         25:
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  :                 33.0       57.6       47.8       67.6       33.0       57.6       47.8       67.6
Old  :                 33.0       57.6       47.8       67.6       33.0       57.6       47.8       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, April 26, 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  :    60,045:     9,571     23,990        433     35,422     19,860     45,426     44,283:    14,619     15,762
Old  :    60,045:     9,571     23,990        433     35,422     19,860     45,426     44,283:    14,619     15,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,723:    -2,524      4,552        104      9,339     -1,570      6,919      3,086:    -3,196        637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       40.0        0.7       59.0       33.1       75.7       73.7:      24.3       26.3
Old  :     100.0:      15.9       40.0        0.7       59.0       33.1       75.7       73.7:      24.3       26.3
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  :        72:        22         25          3         15         13         39         39:
Old  :        72:        22         25          3         15         13         39         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  :                 48.9       40.0       57.6       49.7       48.9       40.0       57.2       49.7
Old  :                 48.9       40.0       57.6       49.7       48.9       40.0       57.2       49.7
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 26, 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  :    35,527:     3,962      5,821      1,046     29,684     27,247     34,692     34,114:       835      1,413
Old  :    35,527:     3,962      5,821      1,046     29,684     27,247     34,692     34,114:       835      1,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       368:     1,025        167          0       -701        774        324        941:        44       -573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.4        2.9       83.6       76.7       97.6       96.0:       2.4        4.0
Old  :     100.0:      11.2       16.4        2.9       83.6       76.7       97.6       96.0:       2.4        4.0
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  :        63:         7         22          4         20         21         30         44:
Old  :        63:         7         22          4         20         21         30         44:
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  :                 55.5       43.8       71.6       64.5       55.4       40.2       71.5       60.3
Old  :                 55.5       43.8       71.6       64.5       55.4       40.2       71.5       60.3
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 26, 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  :    12,689:         0      1,038          0     12,383     11,251     12,383     12,289:       306        400
Old  :    12,689:         0      1,038          0     12,383     11,251     12,383     12,289:       306        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       797:         0       -206          0        739        947        739        741:        58         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.2        0.0       97.6       88.7       97.6       96.8:       2.4        3.2
Old  :     100.0:       0.0        8.2        0.0       97.6       88.7       97.6       96.8:       2.4        3.2
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  :        24:         0          7          0          5         12          5         19:
Old  :        24:         0          7          0          5         12          5         19:
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  :                 95.7       75.4       97.6       85.9       95.7       75.4       97.6       85.9
Old  :                 95.7       75.4       97.6       85.9       95.7       75.4       97.6       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 29, 2005