WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, May 31, 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  :   218,420:    34,354     56,999     14,442    141,703    107,972    190,499    179,413:    27,921     39,007
Old  :   217,391:    34,334     56,830     14,437    140,982    107,577    189,753    178,844:    27,638     38,547
Other:     1,029:        23        172          2        721        395        746        569:       283        460
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,187:       216        484       -975      1,013      3,621        254      3,130:     4,933      2,057
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       26.1        6.6       64.9       49.4       87.2       82.1:      12.8       17.9
Old  :     100.0:      15.8       26.1        6.6       64.9       49.5       87.3       82.3:      12.7       17.7
Other:     100.0:       2.2       16.7        0.2       70.1       38.4       72.5       55.3:      27.5       44.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        50         91         35         44         53        120        157:
Old  :       212:        50         91         34         43         53        118        157:
Other:        29:         2          3          1          4         19          7         23:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       32.8       52.4       39.3       35.7       31.1       52.0       36.4
Old  :                 36.2       32.9       52.6       39.4       35.9       31.4       52.3       36.8
Other:                 70.1       39.3       72.5       47.1       70.1       39.3       72.3       47.1
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 31, 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  :   685,379:    97,553     97,219     58,262    405,082    337,944    560,897    493,425:   124,482    191,954
Old  :   447,455:    74,660    114,901      8,661    284,311    228,484    367,632    352,046:    79,823     95,409
Other:   237,924:    66,704     26,129      5,790    120,771    109,460    193,265    141,379:    44,659     96,545
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    17,183:     2,395     -7,430      2,580      8,376     19,915     13,351     15,065:     3,832      2,118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       14.2        8.5       59.1       49.3       81.8       72.0:      18.2       28.0
Old  :     100.0:      16.7       25.7        1.9       63.5       51.1       82.2       78.7:      17.8       21.3
Other:     100.0:      28.0       11.0        2.4       50.8       46.0       81.2       59.4:      18.8       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       480:       137        100         95        165        186        348        347:
Old  :       448:       114        117         46        126        153        270        288:
Other:       351:        94         54         30        108        164        215        236:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.6       17.6       32.3       22.8       21.6       15.2       32.2       19.5
Old  :                 31.6       23.1       42.6       28.7       31.6       21.2       42.6       26.4
Other:                 19.9       12.2       28.1       18.1       19.8        9.2       27.9       14.9
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, May 31, 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  :     8,319:     1,928      1,906        236      1,972      4,096      4,136      6,238:     4,183      2,081
Old  :     8,319:     1,928      1,906        236      1,972      4,096      4,136      6,238:     4,183      2,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       558:        73         -8        215        157        201        445        408:       113        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       22.9        2.8       23.7       49.2       49.7       75.0:      50.3       25.0
Old  :     100.0:      23.2       22.9        2.8       23.7       49.2       49.7       75.0:      50.3       25.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        10         14          4          8         13         22         27:
Old  :        40:        10         14          4          8         13         22         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       28.6       35.0       42.7       20.5       28.0       29.8       39.2
Old  :                 22.0       28.6       35.0       42.7       20.5       28.0       29.8       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders - Futures Only, May 31, 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  :   292,238:    66,077     25,449     35,498    131,391    148,410    232,966    209,357:    59,272     82,881
Old  :   188,984:    49,715     40,966      7,831     97,685     98,865    155,231    147,662:    33,753     41,322
Other:   103,254:    40,144      8,265      3,885     33,706     49,545     77,735     61,695:    25,519     41,559
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    30,416:    15,356      1,188      5,642      2,628     16,913     23,626     23,743:     6,790      6,673
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        8.7       12.1       45.0       50.8       79.7       71.6:      20.3       28.4
Old  :     100.0:      26.3       21.7        4.1       51.7       52.3       82.1       78.1:      17.9       21.9
Other:     100.0:      38.9        8.0        3.8       32.6       48.0       75.3       59.8:      24.7       40.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       116         70         81         81        104        250        223:
Old  :       311:        89         98         34         57         97        171        204:
Other:       222:        91         25         24         60         76        162        116:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.2       16.1       32.3       26.3       21.1       14.5       29.4       22.4
Old  :                 30.4       19.9       42.1       30.4       30.4       18.3       41.3       28.4
Other:                 17.7       15.8       26.1       25.0       16.1       15.2       23.2       22.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, May 31, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,402:    11,897      2,100        459          0        725     12,356      3,284:     3,046     12,118
Old  :     5,798:     3,807      2,142         10          0         38      3,817      2,190:     1,981      3,608
Other:     9,604:     8,427        295        112          0        687      8,539      1,094:     1,065      8,510
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.2       13.6        3.0        0.0        4.7       80.2       21.3:      19.8       78.7
Old  :     100.0:      65.7       36.9        0.2        0.0        0.7       65.8       37.8:      34.2       62.2
Other:     100.0:      87.7        3.1        1.2        0.0        7.2       88.9       11.4:      11.1       88.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        13          5          7          0          3         16         12:
Old  :        21:        13          5          1          0          3         14          8:
Other:        14:         9          2          5          0          3         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.4       14.0       71.1       20.0       57.9       13.3       70.3       18.3
Old  :                 40.5       35.5       56.3       37.8       40.5       35.5       56.3       37.6
Other:                 79.6        9.3       88.8       11.3       78.7        9.3       87.7       10.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, May 31, 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  :   135,285:    24,999     13,907     13,528     72,744     96,168    111,271    123,603:    24,014     11,682
Old  :    98,894:    20,467     15,426      7,068     54,795     67,667     82,330     90,161:    16,564      8,733
Other:    36,391:     7,630      1,579      3,362     17,949     28,501     28,941     33,442:     7,450      2,949
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     7,759:     4,247     -4,073      1,045        663     12,886      5,955      9,858:     1,804     -2,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       10.3       10.0       53.8       71.1       82.2       91.4:      17.8        8.6
Old  :     100.0:      20.7       15.6        7.1       55.4       68.4       83.3       91.2:      16.7        8.8
Other:     100.0:      21.0        4.3        9.2       49.3       78.3       79.5       91.9:      20.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        45         27         32         44         44        106         93:
Old  :       136:        40         34         22         41         42         94         86:
Other:        71:        25          7         14         26         21         56         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.3       31.9       32.7       46.5       23.3       30.6       32.1       41.3
Old  :                 28.2       31.3       39.8       46.0       28.2       29.1       39.1       42.5
Other:                 30.3       49.9       44.1       65.1       28.8       46.0       36.5       58.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, May 31, 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  :   755,209:   146,613    116,812     26,115    421,339    414,994    594,067    557,921:   161,142    197,288
Old  :   755,209:   146,613    116,812     26,115    421,339    414,994    594,067    557,921:   161,142    197,288
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     2,248:    -1,093    -11,795       -723     -2,091    -12,576     -3,907    -25,094:     6,155     27,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       15.5        3.5       55.8       55.0       78.7       73.9:      21.3       26.1
Old  :     100.0:      19.4       15.5        3.5       55.8       55.0       78.7       73.9:      21.3       26.1
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  :       170:        38         38         21         59         77        108        126:
Old  :       170:        38         38         21         59         77        108        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       15.9       36.7       25.5       21.8       11.2       27.4       17.5
Old  :                 28.7       15.9       36.7       25.5       21.8       11.2       27.4       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                         
Commitments of Traders - Futures Only, May 31, 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  :   141,753:    37,307     13,543     15,656     53,982     90,902    106,945    120,101:    34,808     21,652
Old  :    96,819:    35,656     13,923      6,989     27,374     59,799     70,019     80,711:    26,800     16,108
Other:    44,934:     5,296      3,265      5,022     26,608     31,103     36,926     39,390:     8,008      5,544
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    13,607:    12,089        188        801     -2,901     10,309      9,989     11,298:     3,618      2,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        9.6       11.0       38.1       64.1       75.4       84.7:      24.6       15.3
Old  :     100.0:      36.8       14.4        7.2       28.3       61.8       72.3       83.4:      27.7       16.6
Other:     100.0:      11.8        7.3       11.2       59.2       69.2       82.2       87.7:      17.8       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        41         29         34         48         50        120         96:
Old  :       143:        48         27         27         42         47        110         86:
Other:        81:        13         20         15         36         29         59         54:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       31.4       24.4       43.4       11.0       23.6       18.6       32.7
Old  :                 13.5       33.6       23.2       43.2       13.5       30.6       23.2       40.1
Other:                 32.8       37.0       46.0       56.0       26.7       36.1       39.3       49.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, May 31, 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  :     7,812:     3,652        925      1,281      1,411      4,343      6,344      6,549:     1,468      1,263
Old  :     4,354:     2,684        774          6        383      2,524      3,073      3,304:     1,281      1,050
Other:     3,458:     1,772        955        471      1,028      1,819      3,271      3,245:       187        213
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :       900:       207        253        564        402        -11      1,173        806:      -273         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.7       11.8       16.4       18.1       55.6       81.2       83.8:      18.8       16.2
Old  :     100.0:      61.6       17.8        0.1        8.8       58.0       70.6       75.9:      29.4       24.1
Other:     100.0:      51.2       27.6       13.6       29.7       52.6       94.6       93.8:       5.4        6.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         10          9         10         14         31         28:
Old  :        37:        18          5          1          3         12         21         18:
Other:        31:         9          8          8          9          8         25         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.8       36.9       54.2       56.4       36.4       32.1       46.4       45.8
Old  :                 33.5       47.1       48.4       62.2       33.5       47.1       48.4       61.9
Other:                 62.9       48.7       79.8       71.9       55.8       41.6       66.0       58.8
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, May 31, 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  :   376,562:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,427    112,241
Old  :   376,562:    94,679     74,639        788    222,668    188,894    318,135    264,321:    58,427    112,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,015:    -8,592      2,354     -3,228     26,415     17,230     14,595     16,356:    -5,580     -7,341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
Old  :     100.0:      25.1       19.8        0.2       59.1       50.2       84.5       70.2:      15.5       29.8
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  :        93:        12         22          4         45         42         59         66:
Old  :        93:        12         22          4         45         42         59         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       22.3       47.9       31.4       27.3       16.1       42.6       23.2
Old  :                 31.0       22.3       47.9       31.4       27.3       16.1       42.6       23.2
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, May 31, 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  : 1,963,251:   448,099    414,337    114,751  1,120,891  1,004,754  1,683,741  1,533,842:   279,510    429,409
Old  : 1,963,251:   448,099    414,337    114,751  1,120,891  1,004,754  1,683,741  1,533,842:   279,510    429,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :  -222,601:   -65,504    -24,722    -28,278    -88,234    -98,963   -182,016   -151,963:   -40,585    -70,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       21.1        5.8       57.1       51.2       85.8       78.1:      14.2       21.9
Old  :     100.0:      22.8       21.1        5.8       57.1       51.2       85.8       78.1:      14.2       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       253:        44         78         39         81        110        151        201:
Old  :       253:        44         78         39         81        110        151        201:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       15.9       47.4       25.3       26.8       10.0       37.9       15.6
Old  :                 34.3       15.9       47.4       25.3       26.8       10.0       37.9       15.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, May 31, 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  : 1,198,099:   163,011    235,492     35,212    816,905    661,512  1,015,128    932,216:   182,971    265,883
Old  : 1,198,099:   163,011    235,492     35,212    816,905    661,512  1,015,128    932,216:   182,971    265,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :   -72,575:     6,088    -15,230    -51,409    -23,224    -10,884    -68,545    -77,523:    -4,030      4,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       19.7        2.9       68.2       55.2       84.7       77.8:      15.3       22.2
Old  :     100.0:      13.6       19.7        2.9       68.2       55.2       84.7       77.8:      15.3       22.2
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  :       179:        25         54         18         67         82        105        141:
Old  :       179:        25         54         18         67         82        105        141:
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  :                 27.9       19.4       43.5       28.9       26.0       18.0       38.4       25.7
Old  :                 27.9       19.4       43.5       28.9       26.0       18.0       38.4       25.7
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, May 31, 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  :   457,890:    98,754     28,197    103,211    213,656    302,679    415,621    434,087:    42,269     23,803
Old  :   457,890:    98,754     28,197    103,211    213,656    302,679    415,621    434,087:    42,269     23,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     9,677:   -16,957     -2,196     12,538     10,831      3,155      6,412     13,497:     3,265     -3,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6        6.2       22.5       46.7       66.1       90.8       94.8:       9.2        5.2
Old  :     100.0:      21.6        6.2       22.5       46.7       66.1       90.8       94.8:       9.2        5.2
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  :       111:        28         19         31         49         53         90         92:
Old  :       111:        28         19         31         49         53         90         92:
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  :                 40.6       43.0       52.9       56.7       15.7       25.2       20.9       31.0
Old  :                 40.6       43.0       52.9       56.7       15.7       25.2       20.9       31.0
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, May 31, 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  :    39,970:    12,665      4,551        439     15,835     28,333     28,939     33,323:    11,031      6,647
Old  :    39,970:    12,665      4,551        439     15,835     28,333     28,939     33,323:    11,031      6,647
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,463:       731       -360         50     -3,387       -737     -2,606     -1,047:     1,143       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.7       11.4        1.1       39.6       70.9       72.4       83.4:      27.6       16.6
Old  :     100.0:      31.7       11.4        1.1       39.6       70.9       72.4       83.4:      27.6       16.6
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  :        63:        23         11          2         19         11         43         23:
Old  :        63:        23         11          2         19         11         43         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       60.5       40.1       71.2       26.8       60.5       40.1       70.3
Old  :                 26.8       60.5       40.1       71.2       26.8       60.5       40.1       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders - Futures Only, May 31, 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  :    69,148:    11,100     35,123        495     45,721     10,765     57,316     46,383:    11,832     22,765
Old  :    69,148:    11,100     35,123        495     45,721     10,765     57,316     46,383:    11,832     22,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     4,532:     1,096       -460        407        740        670      2,243        617:     2,289      3,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       50.8        0.7       66.1       15.6       82.9       67.1:      17.1       32.9
Old  :     100.0:      16.1       50.8        0.7       66.1       15.6       82.9       67.1:      17.1       32.9
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  :        77:        16         35          3         18         13         36         49:
Old  :        77:        16         35          3         18         13         36         49:
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  :                 55.0       23.8       65.1       33.3       52.8       23.8       62.9       33.2
Old  :                 55.0       23.8       65.1       33.3       52.8       23.8       62.9       33.2
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, May 31, 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  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Old  :    44,733:     6,503      6,891      1,046     36,479     35,373     44,028     43,310:       705      1,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :     5,002:       -15        564          0      5,162      4,529      5,147      5,093:      -145        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        3.2
Old  :     100.0:      14.5       15.4        2.3       81.5       79.1       98.4       96.8:       1.6        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  :        62:         7         23          4         19         20         29         44:
Old  :        62:         7         23          4         19         20         29         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  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
Old  :                 50.2       51.1       71.5       71.3       44.3       36.5       60.9       53.0
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, May 31, 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  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Old  :    12,571:       100      1,105          0     12,468     11,422     12,568     12,527:         3         44
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 24, 2005                         :
     :    -1,663:       100        157          0     -1,712     -1,778     -1,612     -1,621:       -51        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
Old  :     100.0:       0.8        8.8        0.0       99.2       90.9      100.0       99.6:       0.0        0.4
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  :        21:         1          7          0          5          9          6         16:
Old  :        21:         1          7          0          5          9          6         16:
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  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
Old  :                 98.4       82.4      100.0       94.0       98.4       81.6       99.2       93.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 3, 2005