WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, June 14, 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  :   220,695:    33,552     65,310     19,106    147,674    106,115    200,332    190,531:    20,363     30,164
Old  :   219,616:    33,528     65,120     19,095    146,912    105,694    199,535    189,909:    20,081     29,707
Other:     1,079:        32        198          3        762        421        797        622:       282        457
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,151:      -165      4,518      6,508      5,040      3,847     11,383     14,873:    -1,232     -4,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       29.6        8.7       66.9       48.1       90.8       86.3:       9.2       13.7
Old  :     100.0:      15.3       29.7        8.7       66.9       48.1       90.9       86.5:       9.1       13.5
Other:     100.0:       3.0       18.4        0.3       70.6       39.0       73.9       57.6:      26.1       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        51        105         46         44         58        129        183:
Old  :       235:        51        105         46         43         58        128        183:
Other:        31:         3          4          2          4         20          7         26:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 37.3       29.2       53.2       36.7       36.6       26.7       52.5       32.5
Old  :                 37.5       29.3       53.5       36.9       36.8       27.0       52.8       32.7
Other:                 70.6       37.9       73.9       46.7       70.6       37.9       73.6       46.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 14, 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  :   695,774:   104,112     97,383     85,163    393,487    325,740    582,762    508,286:   113,012    187,488
Old  :   423,539:    81,702    106,830     22,498    252,166    212,220    356,366    341,548:    67,173     81,991
Other:   272,235:    77,155     45,298      7,920    141,321    113,520    226,396    166,738:    45,839    105,497
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    12,947:     4,683      6,284     21,274     -3,625     -6,435     22,332     21,123:    -9,385     -8,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.0       12.2       56.6       46.8       83.8       73.1:      16.2       26.9
Old  :     100.0:      19.3       25.2        5.3       59.5       50.1       84.1       80.6:      15.9       19.4
Other:     100.0:      28.3       16.6        2.9       51.9       41.7       83.2       61.2:      16.8       38.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       517:       142        106        124        164        191        387        378:
Old  :       465:       121        123         62        113        154        282        300:
Other:       394:       116         63         45        114        164        254        253:
     :----------------------------------------------------------------------------------------------------
     :             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       16.8       31.0       21.7       21.6       14.3       30.7       18.8
Old  :                 30.6       23.0       41.7       28.4       30.6       22.5       41.7       27.6
Other:                 24.1       11.4       31.8       16.7       24.0        8.5       31.4       13.8
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 14, 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  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Old  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -311:       439       -194       -119        184         -6        504       -319:      -815          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
Old  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
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  :        41:        11         13          3          9         14         23         27:
Old  :        41:        11         13          3          9         14         23         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  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
Old  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
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, June 14, 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  :   305,060:    81,562     23,957     31,121    128,749    164,341    241,432    219,419:    63,628     85,641
Old  :   139,001:    53,879     24,501      7,166     43,024     72,116    104,069    103,783:    34,932     35,218
Other:   166,059:    46,270     18,043      5,368     85,725     92,225    137,363    115,636:    28,696     50,423
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,256:     3,707     -3,533     -3,974     -1,677      7,009     -1,944       -498:     3,200      1,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.9       10.2       42.2       53.9       79.1       71.9:      20.9       28.1
Old  :     100.0:      38.8       17.6        5.2       31.0       51.9       74.9       74.7:      25.1       25.3
Other:     100.0:      27.9       10.9        3.2       51.6       55.5       82.7       69.6:      17.3       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       134         65         82         82        121        265        239:
Old  :       314:       107         71         38         63        107        193        196:
Other:       261:        89         49         36         61         94        169        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       18.5       29.5       28.6       20.2       16.3       27.9       23.9
Old  :                 17.0       21.9       25.3       31.4       17.0       19.8       25.3       28.4
Other:                 26.3       21.0       39.7       29.9       26.3       17.8       39.7       25.1
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    16,889:    11,747      1,738      1,249          0        822     12,996      3,809:     3,893     13,080
Old  :     5,224:     3,188      1,985         22          0         48      3,210      2,055:     2,014      3,169
Other:    11,665:     9,691        885         95          0        774      9,786      1,754:     1,879      9,911
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       719:      -257        -51        428          0         45        171        422:       548        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       10.3        7.4        0.0        4.9       76.9       22.6:      23.1       77.4
Old  :     100.0:      61.0       38.0        0.4        0.0        0.9       61.4       39.3:      38.6       60.7
Other:     100.0:      83.1        7.6        0.8        0.0        6.6       83.9       15.0:      16.1       85.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          8          0          3         14         15:
Old  :        20:        10          7          2          0          3         11         11:
Other:        16:         9          4          3          0          3          9         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       10.2       70.8       16.8       61.3        8.2       67.5       13.5
Old  :                 45.9       30.0       59.2       38.7       45.9       30.0       59.2       38.5
Other:                 76.9       10.4       83.8       14.7       76.4       10.4       83.0       14.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, June 14, 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  :   147,667:    29,723     11,095     18,958     73,352    104,711    122,033    134,764:    25,634     12,903
Old  :    79,363:    31,276      9,156      4,673     26,811     56,772     62,760     70,601:    16,603      8,762
Other:    68,304:     8,555     12,047      4,177     46,541     47,939     59,273     64,163:     9,031      4,141
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,212:     3,599        235      2,041      2,099      6,566      7,739      8,842:     1,473        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.5       12.8       49.7       70.9       82.6       91.3:      17.4        8.7
Old  :     100.0:      39.4       11.5        5.9       33.8       71.5       79.1       89.0:      20.9       11.0
Other:     100.0:      12.5       17.6        6.1       68.1       70.2       86.8       93.9:      13.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        56         19         33         41         42        112         90:
Old  :       137:        56         23         21         37         40        100         79:
Other:        87:        24         21         15         28         26         62         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       34.9       31.0       48.7       20.8       31.5       29.8       42.5
Old  :                 15.8       28.1       25.1       44.4       14.6       24.3       22.5       38.9
Other:                 39.3       47.0       54.0       64.8       39.3       44.1       53.6       58.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, June 14, 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  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Old  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -27,075:   -16,279    -10,553     -1,664     -4,904    -14,666    -22,847    -26,883:    -4,228       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
Old  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
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  :       165:        40         31         21         59         72        109        115:
Old  :       165:        40         31         21         59         72        109        115:
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  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
Old  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
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, June 14, 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  :   149,521:    47,678     10,660     13,668     50,701    102,635    112,047    126,963:    37,474     22,558
Old  :    92,685:    40,078      9,185      4,836     21,732     64,088     66,646     78,109:    26,039     14,576
Other:    56,836:    10,531      4,406      5,901     28,969     38,547     45,401     48,854:    11,435      7,982
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,471:     3,369     -2,942        352     -1,339      6,674      2,382      4,084:     3,089      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        7.1        9.1       33.9       68.6       74.9       84.9:      25.1       15.1
Old  :     100.0:      43.2        9.9        5.2       23.4       69.1       71.9       84.3:      28.1       15.7
Other:     100.0:      18.5        7.8       10.4       51.0       67.8       79.9       86.0:      20.1       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        46         26         32         46         53        118         97:
Old  :       136:        47         25         23         41         50        105         84:
Other:        88:        19         21         16         33         32         64         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       33.5       21.6       46.2        9.9       25.7       18.1       36.2
Old  :                 13.7       36.6       23.5       47.3       13.7       34.7       23.5       45.4
Other:                 25.4       36.4       37.8       53.0       18.0       32.8       29.7       44.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, June 14, 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  :     7,858:     3,769      1,063      1,243      1,593      3,855      6,605      6,161:     1,253      1,697
Old  :     3,202:     2,003        812          1        493      1,519      2,497      2,332:       705        870
Other:     4,656:     2,476        961        532      1,100      2,336      4,108      3,829:       548        827
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       121:       261         45       -129         56       -140        188       -224:       -67        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       13.5       15.8       20.3       49.1       84.1       78.4:      15.9       21.6
Old  :     100.0:      62.6       25.4        0.0       15.4       47.4       78.0       72.8:      22.0       27.2
Other:     100.0:      53.2       20.6       11.4       23.6       50.2       88.2       82.2:      11.8       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12          9         11         15         32         30:
Old  :        34:        17          6          1          4          8         21         15:
Other:        35:        11          8          8          9         11         26         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  :                 36.9       34.6       55.7       52.7       36.0       31.3       47.0       40.0
Old  :                 34.5       51.5       52.7       65.0       34.5       51.5       52.7       64.6
Other:                 50.3       41.7       69.7       60.8       48.0       35.6       62.5       49.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, June 14, 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  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Old  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,615:    -6,683      4,663       -450     -8,498    -35,847    -15,631    -31,634:    -5,984     10,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
Old  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        15         17          4         45         42         62         61:
Old  :        92:        15         17          4         45         42         62         61:
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       25.0       47.2       35.6       29.9       23.5       44.3       32.0
Old  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.3       32.0
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, June 14, 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  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Old  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,716:    12,445     63,133     -8,841    -14,541    -60,139    -10,937     -5,847:     6,221      1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
Old  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
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  :       270:        49         83         39         80        115        154        212:
Old  :       270:        49         83         39         80        115        154        212:
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  :                 33.5       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Old  :                 33.5       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, June 14, 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  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Old  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,163:    57,895    -12,014    -12,866    -29,116     -2,330     15,913    -27,210:    -8,750     34,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
Old  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
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  :       179:        36         46         16         59         73        105        125:
Old  :       179:        36         46         16         59         73        105        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
Old  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
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, June 14, 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  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Old  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    16,279:    12,737      8,781    -16,416     15,709     22,075     12,030     14,440:     4,249      1,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        7.7
Old  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        7.7
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  :       102:        23         20         29         43         45         81         79:
Old  :       102:        23         20         29         43         45         81         79:
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  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
Old  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
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, June 14, 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  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Old  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,094:       241       -738        727      3,687      5,478      4,655      5,467:     4,439      3,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       20.5
Old  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       20.5
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  :        63:        24          8          7         22         21         47         35:
Old  :        63:        24          8          7         22         21         47         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
Old  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
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, June 14, 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  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Old  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    15,001:       927      3,934      3,609      8,048      3,013     12,584     10,556:     2,417      4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
Old  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
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  :        79:        20         31         16         24         17         53         55:
Old  :        79:        20         31         16         24         17         53         55:
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  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
Old  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
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, June 14, 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  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Old  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,318:    -2,924       -726          0     -1,204     -3,668     -4,128     -4,394:      -190         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Old  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        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  :        59:         7         18          4         19         20         29         39:
Old  :        59:         7         18          4         19         20         29         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  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
Old  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 17, 2005