WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders - Futures Only, June 28, 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  :   231,720:    47,226     59,352     11,915    146,652    124,442    205,793    195,709:    25,927     36,011
Old  :   228,631:    46,883     58,388     11,850    144,323    123,542    203,056    193,780:    25,575     34,851
Other:     3,089:       387      1,008         21      2,329        900      2,737      1,929:       352      1,160
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -2,311:     7,066     -2,686     -4,082     -4,558      6,332     -1,574       -436:      -737     -1,875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       25.6        5.1       63.3       53.7       88.8       84.5:      11.2       15.5
Old  :     100.0:      20.5       25.5        5.2       63.1       54.0       88.8       84.8:      11.2       15.2
Other:     100.0:      12.5       32.6        0.7       75.4       29.1       88.6       62.4:      11.4       37.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       222:        61         95         46         36         49        133        159:
Old  :       222:        64         92         46         35         48        132        158:
Other:        42:         3         11          2          5         24         10         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       35.9       50.7       43.9       34.5       32.6       49.9       38.9
Old  :                 35.7       36.4       51.4       44.4       34.9       33.9       50.6       40.1
Other:                 77.2       37.6       87.9       47.4       76.4       37.6       87.1       47.4
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 28, 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  :   707,495:   108,692     75,222     86,327    390,744    355,224    585,763    516,773:   121,732    190,722
Old  :   353,481:    55,645     71,627     12,325    231,052    204,233    299,022    288,185:    54,459     65,296
Other:   354,014:   116,588     67,136     10,461    159,692    150,991    286,741    228,588:    67,273    125,426
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -27,846:   -20,486    -10,359       -820     -2,043    -11,780    -23,349    -22,959:    -4,497     -4,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.6       12.2       55.2       50.2       82.8       73.0:      17.2       27.0
Old  :     100.0:      15.7       20.3        3.5       65.4       57.8       84.6       81.5:      15.4       18.5
Other:     100.0:      32.9       19.0        3.0       45.1       42.7       81.0       64.6:      19.0       35.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       520:       124        103        120        190        208        397        378:
Old  :       420:        96         81         47        134        163        267        263:
Other:       461:       128         83         46        129        190        280        299:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.8       17.7       31.8       23.4       21.8       16.3       30.9       20.8
Old  :                 36.1       29.7       49.4       36.1       36.1       29.7       49.3       36.0
Other:                 20.7       10.7       28.0       16.2       20.6        9.7       27.7       15.0
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders - Futures Only, June 28, 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  :     7,185:     2,863        723        146      1,793      5,091      4,802      5,960:     2,383      1,225
Old  :     7,185:     2,863        723        146      1,793      5,091      4,802      5,960:     2,383      1,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -189:       497       -189         80       -187        230        390        121:      -579       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       10.1        2.0       25.0       70.9       66.8       83.0:      33.2       17.0
Old  :     100.0:      39.8       10.1        2.0       25.0       70.9       66.8       83.0:      33.2       17.0
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  :        37:        10          9          4          9         15         23         24:
Old  :        37:        10          9          4          9         15         23         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  :                 33.7       34.3       52.1       54.2       32.8       32.6       48.4       49.4
Old  :                 33.7       34.3       52.1       54.2       32.8       32.6       48.4       49.4
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 28, 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  :   317,235:    80,445     23,852     27,153    146,586    191,875    254,184    242,880:    63,051     74,355
Old  :    69,912:    23,667      5,817      6,248     24,508     41,772     54,423     53,837:    15,489     16,075
Other:   247,323:    71,337     32,594      6,346    122,078    150,103    199,761    189,043:    47,562     58,280
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -19,017:    -8,847    -10,860     -6,834      3,796      6,456    -11,885    -11,238:    -7,132     -7,779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4        7.5        8.6       46.2       60.5       80.1       76.6:      19.9       23.4
Old  :     100.0:      33.9        8.3        8.9       35.1       59.7       77.8       77.0:      22.2       23.0
Other:     100.0:      28.8       13.2        2.6       49.4       60.7       80.8       76.4:      19.2       23.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       354:       120         60         99         99        130        280        256:
Old  :       250:        81         36         35         59         96        157        159:
Other:       329:       102         86         49         71        117        205        223:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.9       23.6       32.2       32.7       19.9       19.4       28.6       26.3
Old  :                 17.8       22.8       26.5       34.5       17.8       22.2       25.8       32.4
Other:                 24.5       26.4       37.3       33.7       24.2       21.2       35.1       27.5
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders - Futures Only, June 28, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    18,816:    14,317      2,279        264          0        926     14,581      3,469:     4,235     15,347
Old  :     2,127:     1,295        482         14          0         29      1,309        525:       818      1,602
Other:    16,689:    13,142      1,917        130          0        897     13,272      2,944:     3,417     13,745
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -949:      -452      1,138       -324          0         24       -776        838:      -173     -1,787
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.1       12.1        1.4        0.0        4.9       77.5       18.4:      22.5       81.6
Old  :     100.0:      60.9       22.7        0.7        0.0        1.4       61.5       24.7:      38.5       75.3
Other:     100.0:      78.7       11.5        0.8        0.0        5.4       79.5       17.6:      20.5       82.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:        11          8          6          0          3         13         15:
Old  :        15:         7          6          1          0          2          8          8:
Other:        22:        11          8          5          0          3         13         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 67.5        8.8       74.4       14.2       67.0        8.6       73.6       14.1
Old  :                 57.7       23.6       61.5       24.7       57.7       22.9       60.9       24.0
Other:                 70.2        9.1       77.4       14.5       69.6        9.1       76.7       14.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders - Futures Only, June 28, 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  :   167,513:    40,367      9,741     19,417     78,069    125,447    137,853    154,605:    29,660     12,908
Old  :    60,201:    18,664      5,473      5,079     26,490     43,277     50,233     53,829:     9,968      6,372
Other:   107,312:    31,499     14,064      4,542     51,579     82,170     87,620    100,776:    19,692      6,536
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -3,760:      -543     -1,166     -2,305         55       -122     -2,793     -3,593:      -967       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        5.8       11.6       46.6       74.9       82.3       92.3:      17.7        7.7
Old  :     100.0:      31.0        9.1        8.4       44.0       71.9       83.4       89.4:      16.6       10.6
Other:     100.0:      29.4       13.1        4.2       48.1       76.6       81.6       93.9:      18.4        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        57         16         34         48         43        123         89:
Old  :        99:        36         13         20         32         38         73         68:
Other:       129:        48         29         18         37         33         95         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       40.7       31.7       53.2       18.4       31.3       26.8       42.1
Old  :                 30.6       24.8       40.7       44.6       21.9       21.2       31.4       37.7
Other:                 28.7       50.4       40.3       64.0       28.7       48.7       40.3       59.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders - Futures Only, June 28, 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  :   657,177:   149,422    101,351     11,564    365,892    371,149    526,878    484,064:   130,299    173,113
Old  :   657,177:   149,422    101,351     11,564    365,892    371,149    526,878    484,064:   130,299    173,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     4,231:    -3,322       -790      4,768      6,335     -2,193      7,781      1,785:    -3,550      2,446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       15.4        1.8       55.7       56.5       80.2       73.7:      19.8       26.3
Old  :     100.0:      22.7       15.4        1.8       55.7       56.5       80.2       73.7:      19.8       26.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        36         31         23         59         72        105        116:
Old  :       162:        36         31         23         59         72        105        116:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       16.4       39.9       25.4       30.9       14.9       37.0       23.3
Old  :                 32.8       16.4       39.9       25.4       30.9       14.9       37.0       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 28, 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  :   148,941:    34,673      2,977     22,232     57,208    102,903    114,113    128,112:    34,828     20,829
Old  :    57,770:    12,865      3,124      8,746     20,555     34,160     42,166     46,030:    15,604     11,740
Other:    91,171:    28,790      6,835      6,504     36,653     68,743     71,947     82,082:    19,224      9,089
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :   -12,060:   -16,034     -7,051      3,322      2,221     -9,414    -10,491    -13,143:    -1,569      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3        2.0       14.9       38.4       69.1       76.6       86.0:      23.4       14.0
Old  :     100.0:      22.3        5.4       15.1       35.6       59.1       73.0       79.7:      27.0       20.3
Other:     100.0:      31.6        7.5        7.1       40.2       75.4       78.9       90.0:      21.1       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        45         14         42         54         48        126         95:
Old  :       107:        27         17         29         44         44         87         81:
Other:       114:        40         24         25         38         33         93         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  :                 14.7       34.9       22.8       50.5       11.0       31.4       18.0       40.8
Old  :                 12.4       23.3       21.6       35.5       10.5       19.6       16.1       29.9
Other:                 18.4       44.9       29.1       62.3       12.9       39.5       22.5       50.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders - Futures Only, June 28, 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  :     7,380:     3,685      1,557        700      1,700      3,190      6,085      5,447:     1,295      1,933
Old  :     1,081:       330         88          0        467        766        797        854:       284        227
Other:     6,299:     3,459      1,573        596      1,233      2,424      5,288      4,593:     1,011      1,706
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -482:      -131        199       -256       -167       -475       -554       -532:        72         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9       21.1        9.5       23.0       43.2       82.5       73.8:      17.5       26.2
Old  :     100.0:      30.5        8.1        0.0       43.2       70.9       73.7       79.0:      26.3       21.0
Other:     100.0:      54.9       25.0        9.5       19.6       38.5       83.9       72.9:      16.1       27.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        14         16          8          8         12         28         30:
Old  :        18:        10          2          0          1          5         11          7:
Other:        44:        13         17          8          8          9         28         27:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       33.2       61.6       49.6       39.3       29.3       51.3       38.2
Old  :                 63.9       71.1       71.9       79.0       63.9       71.1       71.9       79.0
Other:                 43.5       34.1       63.7       49.8       43.5       29.7       57.2       41.5
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders - Futures Only, June 28, 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  :   365,933:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,083    105,442
Old  :   365,933:    94,915     88,770        438    214,497    171,283    309,850    260,491:    56,083    105,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     1,688:     2,030      6,591        196     -5,886        273     -3,660      7,060:     5,348     -5,372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       28.8
Old  :     100.0:      25.9       24.3        0.1       58.6       46.8       84.7       71.2:      15.3       28.8
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  :        96:        14         19          3         47         41         64         60:
Old  :        96:        14         19          3         47         41         64         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
Old  :                 29.0       25.9       43.5       35.3       29.0       24.6       43.1       33.7
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 28, 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  : 1,903,667:   391,641    412,545    124,754  1,177,092    984,937  1,693,487  1,522,236:   210,180    381,431
Old  : 1,903,667:   391,641    412,545    124,754  1,177,092    984,937  1,693,487  1,522,236:   210,180    381,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :     9,031:    -7,011    -37,140     20,683     -1,315     22,590     12,357      6,133:    -3,326      2,898
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       21.7        6.6       61.8       51.7       89.0       80.0:      11.0       20.0
Old  :     100.0:      20.6       21.7        6.6       61.8       51.7       89.0       80.0:      11.0       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  :       266:        39         83         42         80        119        148        215:
Old  :       266:        39         83         42         80        119        148        215:
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  :                 36.4       17.0       49.8       27.8       29.1       14.2       39.9       19.8
Old  :                 36.4       17.0       49.8       27.8       29.1       14.2       39.9       19.8
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 28, 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  : 1,121,058:   201,309    193,919     13,026    731,418    638,645    945,753    845,590:   175,305    275,468
Old  : 1,121,058:   201,309    193,919     13,026    731,418    638,645    945,753    845,590:   175,305    275,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    -3,384:   -13,507    -38,260       -871       -932      9,921    -15,310    -29,210:    11,926     25,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       17.3        1.2       65.2       57.0       84.4       75.4:      15.6       24.6
Old  :     100.0:      18.0       17.3        1.2       65.2       57.0       84.4       75.4:      15.6       24.6
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  :       169:        35         37         15         63         74        105        119:
Old  :       169:        35         37         15         63         74        105        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       24.9       38.0       34.7       24.8       24.1       36.1       32.9
Old  :                 25.5       24.9       38.0       34.7       24.8       24.1       36.1       32.9
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 28, 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  :   443,231:   113,771     67,783     52,305    220,116    291,775    386,192    411,863:    57,039     31,368
Old  :   443,231:   113,771     67,783     52,305    220,116    291,775    386,192    411,863:    57,039     31,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :    24,270:    13,095      5,357      2,724      3,560     14,908     19,379     22,989:     4,891      1,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.3       11.8       49.7       65.8       87.1       92.9:      12.9        7.1
Old  :     100.0:      25.7       15.3       11.8       49.7       65.8       87.1       92.9:      12.9        7.1
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  :       108:        32         21         33         44         42         90         82:
Old  :       108:        32         21         33         44         42         90         82:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       33.5       43.5       47.4       17.1       22.8       24.7       32.8
Old  :                 33.0       33.5       43.5       47.4       17.1       22.8       24.7       32.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                                         
Commitments of Traders - Futures Only, June 28, 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  :    27,798:     5,334      3,619          0     15,432     16,232     20,766     19,851:     7,032      7,947
Old  :    27,798:     5,334      3,619          0     15,432     16,232     20,766     19,851:     7,032      7,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :      -323:    -1,155        656          0        475     -1,197       -680       -541:       357        218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       13.0        0.0       55.5       58.4       74.7       71.4:      25.3       28.6
Old  :     100.0:      19.2       13.0        0.0       55.5       58.4       74.7       71.4:      25.3       28.6
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  :        48:         8         12          0         18         11         26         23:
Old  :        48:         8         12          0         18         11         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       43.9       51.3       56.7       35.2       43.6       51.3       56.4
Old  :                 35.2       43.9       51.3       56.7       35.2       43.6       51.3       56.4
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 28, 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  :    36,178:    11,901     19,196        711     12,576      6,424     25,188     26,331:    10,990      9,847
Old  :    36,178:    11,901     19,196        711     12,576      6,424     25,188     26,331:    10,990      9,847
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       122:    -1,485        187        478      2,752      1,157      1,745      1,822:    -1,623     -1,700
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       53.1        2.0       34.8       17.8       69.6       72.8:      30.4       27.2
Old  :     100.0:      32.9       53.1        2.0       34.8       17.8       69.6       72.8:      30.4       27.2
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  :        57:        21         19          3         10          8         34         27:
Old  :        57:        21         19          3         10          8         34         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  :                 25.3       45.2       39.5       54.8       25.3       45.2       39.5       54.0
Old  :                 25.3       45.2       39.5       54.8       25.3       45.2       39.5       54.0
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 28, 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  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Old  :    37,154:     3,768      5,429      1,028     31,681     29,550     36,477     36,007:       677      1,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2005                        :
     :       943:       700       -578          1        242      1,529        943        952:         0         -9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
Old  :     100.0:      10.1       14.6        2.8       85.3       79.5       98.2       96.9:       1.8        3.1
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  :        60:         7         17          4         19         22         29         40:
Old  :        60:         7         17          4         19         22         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  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
Old  :                 52.1       45.7       71.2       71.9       50.4       44.5       67.2       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated July 1, 2005