WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, June 21, 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  :   234,031:    40,160     62,038     15,997    151,210    118,110    207,367    196,145:    26,664     37,886
Old  :   232,111:    40,142     61,505     15,965    149,683    117,535    205,790    195,005:    26,321     37,106
Other:     1,920:        48        563          2      1,527        575      1,577      1,140:       343        780
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    13,336:     6,608     -3,272     -3,109      3,536     11,995      7,035      5,614:     6,301      7,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       26.5        6.8       64.6       50.5       88.6       83.8:      11.4       16.2
Old  :     100.0:      17.3       26.5        6.9       64.5       50.6       88.7       84.0:      11.3       16.0
Other:     100.0:       2.5       29.3        0.1       79.5       29.9       82.1       59.4:      17.9       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        53        102         46         43         50        135        165:
Old  :       225:        54        101         46         43         50        135        165:
Other:        35:         4          7          1          4         20          8         28:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.6       33.1       49.9       40.8       34.0       29.0       49.3       34.8
Old  :                 34.8       33.4       50.3       41.1       34.2       29.7       49.7       35.6
Other:                 79.5       40.1       82.1       47.7       79.5       40.1       82.0       47.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 21, 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  :   735,341:   129,178     85,581     87,147    392,787    367,004    609,112    539,732:   126,229    195,609
Old  :   399,203:    79,000     77,672     18,636    238,158    227,162    335,794    323,470:    63,409     75,733
Other:   336,138:   107,391     65,122     11,298    154,629    139,842    273,318    216,262:    62,820    119,876
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    39,567:    25,066    -11,802      1,984       -700     41,264     26,350     31,446:    13,217      8,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       11.6       11.9       53.4       49.9       82.8       73.4:      17.2       26.6
Old  :     100.0:      19.8       19.5        4.7       59.7       56.9       84.1       81.0:      15.9       19.0
Other:     100.0:      31.9       19.4        3.4       46.0       41.6       81.3       64.3:      18.7       35.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       542:       146        114        128        180        213        410        399:
Old  :       457:       113        101         63        125        176        281        304:
Other:       453:       130         85         53        119        187        276        302:
     :----------------------------------------------------------------------------------------------------
     :             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       18.2       30.4       23.6       20.8       15.8       29.5       20.4
Old  :                 32.2       28.2       44.0       33.8       32.2       28.2       43.9       33.8
Other:                 23.3       10.8       30.2       16.4       23.1        9.9       30.0       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 21, 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  :     7,374:     2,366        912         66      1,980      4,861      4,412      5,839:     2,962      1,535
Old  :     7,374:     2,366        912         66      1,980      4,861      4,412      5,839:     2,962      1,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -507:      -230       -291         20        -93        342       -303         71:      -204       -578
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1       12.4        0.9       26.9       65.9       59.8       79.2:      40.2       20.8
Old  :     100.0:      32.1       12.4        0.9       26.9       65.9       59.8       79.2:      40.2       20.8
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  :        35:         8          9          3         11         15         22         24:
Old  :        35:         8          9          3         11         15         22         24:
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  :                 28.0       31.9       43.4       51.3       27.0       30.1       40.2       44.8
Old  :                 28.0       31.9       43.4       51.3       27.0       30.1       40.2       44.8
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 21, 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  :   336,252:    89,292     34,712     33,987    142,790    185,419    266,069    254,118:    70,183     82,134
Old  :   117,791:    43,816     21,139     10,272     35,459     57,144     89,547     88,555:    28,244     29,236
Other:   218,461:    62,891     30,988      6,300    107,331    128,275    176,522    165,563:    41,939     52,898
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    31,192:     7,730     10,755      2,866     14,041     21,078     24,637     34,699:     6,555     -3,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       10.3       10.1       42.5       55.1       79.1       75.6:      20.9       24.4
Old  :     100.0:      37.2       17.9        8.7       30.1       48.5       76.0       75.2:      24.0       24.8
Other:     100.0:      28.8       14.2        2.9       49.1       58.7       80.8       75.8:      19.2       24.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       392:       141         75         99         97        127        303        265:
Old  :       306:       107         59         45         68        101        196        190:
Other:       327:       106         84         45         70        114        207        215:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       20.9       27.7       29.4       18.5       18.0       26.3       24.4
Old  :                 19.6       21.2       28.4       31.3       18.2       19.8       27.0       28.6
Other:                 23.4       24.1       36.0       31.7       23.4       19.8       34.8       26.8
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    19,765:    14,769      1,141        588          0        902     15,357      2,631:     4,408     17,134
Old  :     3,375:     1,797        574         24          0         39      1,821        637:     1,554      2,738
Other:    16,390:    13,405      1,000        131          0        863     13,536      1,994:     2,854     14,396
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :     2,876:     3,022       -597       -661          0         80      2,361     -1,178:       515      4,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.7        5.8        3.0        0.0        4.6       77.7       13.3:      22.3       86.7
Old  :     100.0:      53.2       17.0        0.7        0.0        1.2       54.0       18.9:      46.0       81.1
Other:     100.0:      81.8        6.1        0.8        0.0        5.3       82.6       12.2:      17.4       87.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        13          6          8          0          3         16         14:
Old  :        15:         7          5          2          0          3          8          9:
Other:        21:        13          5          3          0          3         13         11:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 64.2        6.5       72.0       10.6       63.6        6.2       70.9        9.8
Old  :                 48.7       16.7       54.0       18.7       48.7       16.6       53.2       18.2
Other:                 69.7        7.2       79.1       11.4       69.1        7.2       78.3       11.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, June 21, 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  :   171,273:    40,910     10,907     21,722     78,014    125,569    140,646    158,198:    30,627     13,075
Old  :    71,477:    27,849      7,665      4,937     24,207     51,635     56,993     64,237:    14,484      7,240
Other:    99,796:    25,464     15,645      4,382     53,807     73,934     83,653     93,961:    16,143      5,835
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    23,606:    11,187       -188      2,764      4,662     20,858     18,613     23,434:     4,993        172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        6.4       12.7       45.5       73.3       82.1       92.4:      17.9        7.6
Old  :     100.0:      39.0       10.7        6.9       33.9       72.2       79.7       89.9:      20.3       10.1
Other:     100.0:      25.5       15.7        4.4       53.9       74.1       83.8       94.2:      16.2        5.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        67         18         37         42         44        126         94:
Old  :       123:        51         18         25         32         41         92         77:
Other:       126:        45         33         21         30         31         87         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       39.5       29.3       53.8       18.1       34.2       27.2       45.5
Old  :                 21.4       28.1       31.0       46.0       14.5       21.9       23.3       37.7
Other:                 30.8       49.1       43.4       63.5       30.8       46.8       43.4       59.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, June 21, 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  :   652,946:   152,744    102,141      6,796    359,557    373,342    519,097    482,279:   133,849    170,667
Old  :   652,946:   152,744    102,141      6,796    359,557    373,342    519,097    482,279:   133,849    170,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    -6,515:     9,002      1,542     -2,661    -13,934     -6,592     -7,593     -7,711:     1,078      1,196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       15.6        1.0       55.1       57.2       79.5       73.9:      20.5       26.1
Old  :     100.0:      23.4       15.6        1.0       55.1       57.2       79.5       73.9:      20.5       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  :       165:        40         32         20         57         69        108        111:
Old  :       165:        40         32         20         57         69        108        111:
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  :                 31.6       17.0       40.1       26.4       29.6       15.1       35.9       23.3
Old  :                 31.6       17.0       40.1       26.4       29.6       15.1       35.9       23.3
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 21, 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  :   161,001:    50,707     10,028     18,910     54,987    112,317    124,604    141,255:    36,397     19,746
Old  :    80,240:    35,604      8,577      5,594     17,721     52,951     58,919     67,122:    21,321     13,118
Other:    80,761:    22,616      8,964      5,803     37,266     59,366     65,685     74,133:    15,076      6,628
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    11,480:     3,029       -632      5,242      4,286      9,682     12,557     14,292:    -1,077     -2,812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        6.2       11.7       34.2       69.8       77.4       87.7:      22.6       12.3
Old  :     100.0:      44.4       10.7        7.0       22.1       66.0       73.4       83.7:      26.6       16.3
Other:     100.0:      28.0       11.1        7.2       46.1       73.5       81.3       91.8:      18.7        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        51         28         39         51         51        134        100:
Old  :       137:        53         20         26         42         50        107         88:
Other:       107:        29         29         25         38         34         88         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       34.1       22.2       50.0       10.1       27.2       18.0       40.4
Old  :                 14.5       30.9       23.2       42.6       13.4       29.2       21.3       39.9
Other:                 23.3       42.1       33.9       60.0       15.7       34.6       25.5       46.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, June 21, 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  :     7,862:     3,816      1,358        956      1,867      3,665      6,639      5,979:     1,223      1,883
Old  :     2,182:       969        462         71        669      1,148      1,709      1,681:       473        501
Other:     5,680:     3,177      1,226        555      1,198      2,517      4,930      4,298:       750      1,382
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :         4:        47        295       -287        274       -190         34       -182:       -30        186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       17.3       12.2       23.7       46.6       84.4       76.0:      15.6       24.0
Old  :     100.0:      44.4       21.2        3.3       30.7       52.6       78.3       77.0:      21.7       23.0
Other:     100.0:      55.9       21.6        9.8       21.1       44.3       86.8       75.7:      13.2       24.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        14         15         10         12         14         34         31:
Old  :        32:        14          5          2          6          8         20         15:
Other:        41:        13         13          9          9         10         28         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  :                 36.5       33.0       56.7       53.1       36.5       29.6       47.5       38.3
Old  :                 48.7       56.0       64.4       68.5       48.7       55.4       64.4       67.9
Other:                 47.3       37.0       67.3       53.4       45.8       32.5       60.6       43.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, June 21, 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  :   364,245:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,735    110,814
Old  :   364,245:    92,885     82,179        242    220,383    171,010    313,510    253,431:    50,735    110,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -13,987:    -1,459      1,615     -1,745     -5,986    -13,158     -9,190    -13,288:    -4,797       -699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.1       69.6:      13.9       30.4
Old  :     100.0:      25.5       22.6        0.1       60.5       46.9       86.1       69.6:      13.9       30.4
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  :        89:        15         17          2         45         38         62         55:
Old  :        89:        15         17          2         45         38         62         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  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
Old  :                 30.0       25.3       45.7       35.6       30.0       24.3       45.0       34.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders - Futures Only, June 21, 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  : 1,894,636:   398,652    449,685    104,071  1,178,407    962,347  1,681,130  1,516,103:   213,506    378,533
Old  : 1,894,636:   398,652    449,685    104,071  1,178,407    962,347  1,681,130  1,516,103:   213,506    378,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -43,194:   -70,733    -50,253      8,419     60,458     38,243     -1,856     -3,591:   -41,338    -39,603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       23.7        5.5       62.2       50.8       88.7       80.0:      11.3       20.0
Old  :     100.0:      21.0       23.7        5.5       62.2       50.8       88.7       80.0:      11.3       20.0
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  :       279:        45         89         41         83        121        157        222:
Old  :       279:        45         89         41         83        121        157        222:
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  :                 37.2       18.2       50.5       28.7       30.1       14.6       41.6       19.7
Old  :                 37.2       18.2       50.5       28.7       30.1       14.6       41.6       19.7
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 21, 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  : 1,124,442:   214,816    232,179     13,897    732,350    628,724    961,063    874,800:   163,379    249,642
Old  : 1,124,442:   214,816    232,179     13,897    732,350    628,724    961,063    874,800:   163,379    249,642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -18,086:   -16,586      3,579     -3,231     21,509      7,796      1,692      8,144:   -19,778    -26,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       20.6        1.2       65.1       55.9       85.5       77.8:      14.5       22.2
Old  :     100.0:      19.1       20.6        1.2       65.1       55.9       85.5       77.8:      14.5       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  :       181:        34         47         16         64         75        107        129:
Old  :       181:        34         47         16         64         75        107        129:
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  :                 25.1       24.5       38.7       34.4       23.8       23.5       35.3       32.6
Old  :                 25.1       24.5       38.7       34.4       23.8       23.5       35.3       32.6
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 21, 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  :   418,961:   100,676     62,426     49,581    216,556    276,867    366,813    388,874:    52,148     30,087
Old  :   418,961:   100,676     62,426     49,581    216,556    276,867    366,813    388,874:    52,148     30,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :    21,375:    16,639      2,073      1,604     -3,275     18,317     14,968     21,994:     6,407       -619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       14.9       11.8       51.7       66.1       87.6       92.8:      12.4        7.2
Old  :     100.0:      24.0       14.9       11.8       51.7       66.1       87.6       92.8:      12.4        7.2
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  :       105:        28         20         31         44         43         86         80:
Old  :       105:        28         20         31         44         43         86         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       35.5       44.2       48.9       17.0       21.3       24.8       31.9
Old  :                 33.1       35.5       44.2       48.9       17.0       21.3       24.8       31.9
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 21, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    28,121:     6,489      2,963          0     14,957     17,429     21,446     20,392:     6,675      7,729
Old  :    28,121:     6,489      2,963          0     14,957     17,429     21,446     20,392:     6,675      7,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -23,471:    -6,106     -1,076     -1,383     -5,399    -18,160    -12,888    -20,619:   -10,583     -2,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       10.5        0.0       53.2       62.0       76.3       72.5:      23.7       27.5
Old  :     100.0:      23.1       10.5        0.0       53.2       62.0       76.3       72.5:      23.7       27.5
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  :        46:        11          8          0         15         13         26         21:
Old  :        46:        11          8          0         15         13         26         21:
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  :                 35.2       42.3       51.8       57.1       35.2       42.0       51.8       56.9
Old  :                 35.2       42.3       51.8       57.1       35.2       42.0       51.8       56.9
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 21, 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  :    36,056:    13,386     19,009        233      9,824      5,267     23,443     24,509:    12,613     11,547
Old  :    36,056:    13,386     19,009        233      9,824      5,267     23,443     24,509:    12,613     11,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :   -51,529:       100    -20,497     -3,996    -45,589     -9,283    -49,485    -33,776:    -2,044    -17,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1       52.7        0.6       27.2       14.6       65.0       68.0:      35.0       32.0
Old  :     100.0:      37.1       52.7        0.6       27.2       14.6       65.0       68.0:      35.0       32.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        18         21          1         13          6         31         28:
Old  :        57:        18         21          1         13          6         31         28:
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       37.8       42.0       48.9       28.7       37.8       42.0       48.6
Old  :                 28.7       37.8       42.0       48.9       28.7       37.8       42.0       48.6
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 21, 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  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Old  :    36,211:     3,068      6,007      1,027     31,439     28,021     35,534     35,055:       677      1,156
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 14, 2005                        :
     :      -425:      -176        371         -2       -268       -763       -446       -394:        21        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        3.2
Old  :     100.0:       8.5       16.6        2.8       86.8       77.4       98.1       96.8:       1.9        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  :        60:         7         18          4         19         21         29         40:
Old  :        60:         7         18          4         19         21         29         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Old  :                 52.9       45.3       71.8       70.0       51.2       41.5       67.3       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2005