WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   274,344:    48,149     34,676     50,947    137,004    142,984    236,100    228,608:    38,244     45,736
Old  :   187,084:    36,962     35,894     20,238    103,467    101,472    160,666    157,604:    26,418     29,480
Other:    87,260:    19,220      6,815     22,676     33,537     41,512     75,434     71,004:    11,826     16,256
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    12,924:     6,176    -20,575      9,672     -2,217     18,004     13,631      7,101:      -707      5,822
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       12.6       18.6       49.9       52.1       86.1       83.3:      13.9       16.7
Old  :     100.0:      19.8       19.2       10.8       55.3       54.2       85.9       84.2:      14.1       15.8
Other:     100.0:      22.0        7.8       26.0       38.4       47.6       86.4       81.4:      13.6       18.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        69         82         74         49         60        174        169:
Old  :       200:        57         79         51         29         54        123        148:
Other:       142:        57         32         51         33         43        110        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.9       34.1       40.3       40.9       28.1       32.0       39.3       37.5
Old  :                 37.8       36.1       49.5       43.3       36.7       35.8       48.3       42.4
Other:                 33.0       31.7       44.2       41.8       29.6       26.2       35.1       31.5
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   767,305:   105,754     97,353    105,221    413,138    348,906    624,113    551,479:   143,193    215,826
Old  :   619,198:    92,894    100,335     78,095    328,795    286,305    499,784    464,735:   119,414    154,463
Other:   148,107:    20,474      4,631     19,512     84,343     62,601    124,328     86,744:    23,779     61,363
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    12,820:    16,192    -44,569     15,465       -713     36,532     30,944      7,429:   -18,124      5,391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       12.7       13.7       53.8       45.5       81.3       71.9:      18.7       28.1
Old  :     100.0:      15.0       16.2       12.6       53.1       46.2       80.7       75.1:      19.3       24.9
Other:     100.0:      13.8        3.1       13.2       56.9       42.3       83.9       58.6:      16.1       41.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       122        114        135        201        190        404        376:
Old  :       473:       111        119        117        189        181        374        360:
Other:       292:        68         41         46        100        144        184        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  :                 15.1       15.8       25.0       20.7       15.1       11.8       24.1       15.7
Old  :                 17.3       17.4       28.2       22.0       17.3       12.7       26.6       17.0
Other:                 28.5       13.0       37.7       19.5       27.4       10.3       34.0       15.3
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,135:     1,944        544        336      1,565      5,054      3,845      5,935:     4,289      2,200
Old  :     6,781:     1,830        544        159      1,494      4,459      3,484      5,162:     3,297      1,619
Other:     1,354:       115          2        176         71        595        362        773:       992        581
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -609:      -262         -8         61       -686     -1,000       -887       -947:       277        337
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        6.7        4.1       19.2       62.1       47.3       73.0:      52.7       27.0
Old  :     100.0:      27.0        8.0        2.3       22.0       65.8       51.4       76.1:      48.6       23.9
Other:     100.0:       8.5        0.1       13.0        5.2       44.0       26.7       57.1:      73.3       42.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        15          3          5          9         15         24         23:
Old  :        34:        15          3          4          9         14         24         21:
Other:        16:         5          2          4          4          6         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       38.2       33.3       53.3       18.6       37.4       27.0       49.4
Old  :                 27.0       43.6       38.8       60.2       22.6       42.4       31.5       55.1
Other:                 15.2       36.9       25.0       54.3       11.1       36.8       13.6       44.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   383,336:    53,329     38,210     89,919    170,915    147,586    314,163    275,715:    69,173    107,620
Old  :   333,590:    52,059     46,484     72,381    152,608    132,374    277,048    251,238:    56,542     82,352
Other:    49,746:    11,867      2,324      6,941     18,307     15,213     37,115     24,478:    12,631     25,268
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    29,199:    13,555    -11,117     14,436        240     11,924     28,231     15,243:       967     13,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       10.0       23.5       44.6       38.5       82.0       71.9:      18.0       28.1
Old  :     100.0:      15.6       13.9       21.7       45.7       39.7       83.1       75.3:      16.9       24.7
Other:     100.0:      23.9        4.7       14.0       36.8       30.6       74.6       49.2:      25.4       50.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:       101        121        128         86        103        274        275:
Old  :       344:        95        127        115         84        100        262        265:
Other:       152:        42         37         36         29         57         89        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       17.3       34.1       23.8       14.9        7.9       22.1       11.3
Old  :                 24.1       18.3       35.7       25.3       15.0        9.0       23.2       13.0
Other:                 27.8       15.9       41.5       22.3       25.1       12.4       36.3       16.9
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    13,745:    10,316      4,054         77        350        555     10,743      4,686:     3,002      9,059
Old  :     9,873:     7,145      3,838         51        350        555      7,546      4,444:     2,327      5,429
Other:     3,872:     3,181        226         16          0          0      3,197        242:       675      3,630
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,348:     5,646        925     -1,173        150         86      4,623       -162:      -275      4,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.1       29.5        0.6        2.5        4.0       78.2       34.1:      21.8       65.9
Old  :     100.0:      72.4       38.9        0.5        3.5        5.6       76.4       45.0:      23.6       55.0
Other:     100.0:      82.2        5.8        0.4        0.0        0.0       82.6        6.3:      17.4       93.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        14          8          6          1          2         17         14:
Old  :        24:        14          8          5          1          2         16         14:
Other:         6:         5          1          2          0          0          5          3:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8       21.2       64.0       30.6       51.6       21.2       63.6       30.4
Old  :                 43.3       27.3       60.0       40.3       43.0       27.3       59.6       40.2
Other:                 82.3        6.3       82.6        6.3       81.9        5.8       82.2        5.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   168,740:    28,015     16,507     34,523     79,990    102,729    142,528    153,759:    26,212     14,982
Old  :   146,835:    28,656     19,757     24,917     70,974     88,208    124,547    132,882:    22,289     13,953
Other:    21,905:     5,240      2,630      3,726      9,016     14,521     17,981     20,877:     3,924      1,028
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -10,333:     8,611    -20,867      4,058    -19,311     14,858     -6,642     -1,951:    -3,691     -8,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6        9.8       20.5       47.4       60.9       84.5       91.1:      15.5        8.9
Old  :     100.0:      19.5       13.5       17.0       48.3       60.1       84.8       90.5:      15.2        9.5
Other:     100.0:      23.9       12.0       17.0       41.2       66.3       82.1       95.3:      17.9        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        45         31         40         44         46        116        100:
Old  :       144:        45         37         39         44         46        115        100:
Other:        50:        16         10         15         17         15         38         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  :                 15.6       35.1       26.8       45.8       15.3       26.8       24.4       35.1
Old  :                 17.9       32.5       29.9       43.8       17.5       28.2       26.3       36.1
Other:                 35.2       54.4       51.2       69.2       29.5       41.7       38.2       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   998,124:   113,193    134,878    159,053    548,154    496,637    820,400    790,567:   177,724    207,557
Old  :   998,124:   113,193    134,878    159,053    548,154    496,637    820,400    790,567:   177,724    207,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    53,502:   -21,793      6,658     30,702     38,318     14,633     47,227     51,993:     6,275      1,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.3       13.5       15.9       54.9       49.8       82.2       79.2:      17.8       20.8
Old  :     100.0:      11.3       13.5       15.9       54.9       49.8       82.2       79.2:      17.8       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  :       177:        39         37         52         79         87        142        153:
Old  :       177:        39         37         52         79         87        142        153:
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  :                 21.9       13.7       29.6       24.0       15.4       11.1       21.4       18.9
Old  :                 21.9       13.7       29.6       24.0       15.4       11.1       21.4       18.9
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 with Delta-adjusted Options and Futures Combined, March 1, 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  :   169,831:    26,551     15,412     35,424     74,547     94,219    136,522    145,055:    33,309     24,776
Old  :   143,942:    30,235     15,569     23,747     60,958     82,618    114,941    121,934:    29,001     22,008
Other:    25,889:     1,896      5,423      6,097     13,588     11,601     21,582     23,122:     4,308      2,768
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    -8,533:       782     -5,512     -3,731     -4,839      4,699     -7,789     -4,545:      -744     -3,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        9.1       20.9       43.9       55.5       80.4       85.4:      19.6       14.6
Old  :     100.0:      21.0       10.8       16.5       42.3       57.4       79.9       84.7:      20.1       15.3
Other:     100.0:       7.3       20.9       23.6       52.5       44.8       83.4       89.3:      16.6       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        37         39         44         52         59        124        125:
Old  :       164:        45         40         43         51         59        123        124:
Other:        68:        14         15         18         25         22         48         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       24.0       25.2       35.1       10.6       14.8       16.3       22.8
Old  :                 13.1       25.4       21.7       35.4       11.0       18.4       17.7       28.0
Other:                 41.5       44.8       55.0       61.8       33.0       36.2       41.4       45.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :     5,303:     2,163      2,157        415      1,301      1,248      3,879      3,820:     1,424      1,483
Old  :     5,230:     2,180      2,153        370      1,301      1,240      3,851      3,763:     1,379      1,467
Other:        73:         0         21         28          0          8         28         57:        45         16
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :      -681:       303       -167        -47       -583       -263       -327       -478:      -354       -204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8       40.7        7.8       24.5       23.5       73.2       72.0:      26.8       28.0
Old  :     100.0:      41.7       41.2        7.1       24.9       23.7       73.6       71.9:      26.4       28.1
Other:     100.0:       0.0       29.0       38.9        0.0       10.6       38.9       78.5:      61.1       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        12         12          4         10          9         24         23:
Old  :        37:        13         11          4         10          9         24         23:
Other:         4:         0          3          3          0          1          3          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.4       31.5       47.7       49.6       30.4       29.4       40.5       41.8
Old  :                 34.8       31.9       48.3       50.0       30.8       29.8       41.1       42.2
Other:                 38.9       78.5       38.9       78.5        0.0       39.6        0.0       39.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   364,596:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,557    130,691
Old  :   364,596:   118,996     69,452      6,251    178,792    158,202    304,039    233,905:    60,557    130,691
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :   -15,382:    17,770    -21,896     -6,916    -23,664        544    -12,810    -28,268:    -2,572     12,886
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       35.8
Old  :     100.0:      32.6       19.0        1.7       49.0       43.4       83.4       64.2:      16.6       35.8
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  :       101:        15         26          5         39         47         55         77:
Old  :       101:        15         26          5         39         47         55         77:
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  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
Old  :                 32.6       17.4       45.4       24.8       32.3       16.7       42.1       22.9
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 with Delta-adjusted Options and Futures Combined, March 1, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,533,951:   387,560    404,248    331,162  1,511,872  1,184,865  2,230,595  1,920,275:   303,357    613,676
Old  : 2,533,951:   387,560    404,248    331,162  1,511,872  1,184,865  2,230,595  1,920,275:   303,357    613,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    54,827:   -61,008     50,174    -41,036    194,979     35,421     92,934     44,559:   -38,107     10,268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       16.0       13.1       59.7       46.8       88.0       75.8:      12.0       24.2
Old  :     100.0:      15.3       16.0       13.1       59.7       46.8       88.0       75.8:      12.0       24.2
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  :       266:        45         68         69        111        139        195        237:
Old  :       266:        45         68         69        111        139        195        237:
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  :                 29.3       11.0       44.8       18.2       25.4       10.2       35.4       15.2
Old  :                 29.3       11.0       44.8       18.2       25.4       10.2       35.4       15.2
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 with Delta-adjusted Options and Futures Combined, March 1, 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  : 1,584,986:   220,201    252,595    217,035    995,363    724,302  1,432,598  1,193,932:   152,387    391,054
Old  : 1,584,986:   220,201    252,595    217,035    995,363    724,302  1,432,598  1,193,932:   152,387    391,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    94,678:     5,880     70,715     48,646     44,446    -53,857     98,972     65,504:    -4,295     29,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       15.9       13.7       62.8       45.7       90.4       75.3:       9.6       24.7
Old  :     100.0:      13.9       15.9       13.7       62.8       45.7       90.4       75.3:       9.6       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        37         50         51         67         91        130        166:
Old  :       190:        37         50         51         67         91        130        166:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       10.9       35.3       19.4       20.7        9.5       31.8       14.7
Old  :                 23.0       10.9       35.3       19.4       20.7        9.5       31.8       14.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :   611,475:   199,819     40,049    154,048    193,511    349,923    547,378    544,020:    64,096     67,455
Old  :   611,475:   199,819     40,049    154,048    193,511    349,923    547,378    544,020:    64,096     67,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :    31,647:    55,633        515     20,693    -13,921    -19,211     62,406      1,997:   -30,759     29,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        6.5       25.2       31.6       57.2       89.5       89.0:      10.5       11.0
Old  :     100.0:      32.7        6.5       25.2       31.6       57.2       89.5       89.0:      10.5       11.0
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  :       104:        35         14         28         50         50         95         82:
Old  :       104:        35         14         28         50         50         95         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  :                 36.4       40.7       53.8       53.9       27.1       34.3       34.6       39.3
Old  :                 36.4       40.7       53.8       53.9       27.1       34.3       34.6       39.3
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 with Delta-adjusted Options and Futures Combined, March 1, 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  :    54,909:    16,600      2,877        808     22,885     41,175     40,292     44,860:    14,616     10,049
Old  :    54,909:    16,600      2,877        808     22,885     41,175     40,292     44,860:    14,616     10,049
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     4,117:     2,534       -282        131      1,247      2,465      3,912      2,314:       205      1,803
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2        5.2        1.5       41.7       75.0       73.4       81.7:      26.6       18.3
Old  :     100.0:      30.2        5.2        1.5       41.7       75.0       73.4       81.7:      26.6       18.3
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  :        67:        27          9          6         22         15         52         27:
Old  :        67:        27          9          6         22         15         52         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  :                 26.0       60.3       36.9       69.7       26.0       59.1       36.6       68.4
Old  :                 26.0       60.3       36.9       69.7       26.0       59.1       36.6       68.4
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 with Delta-adjusted Options and Futures Combined, March 1, 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  :    78,695:    10,953     24,606      5,422     53,195     25,656     69,569     55,684:     9,126     23,011
Old  :    78,695:    10,953     24,606      5,422     53,195     25,656     69,569     55,684:     9,126     23,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     1,681:     2,376       -711      1,994     -1,899        656      2,471      1,938:      -789       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       31.3        6.9       67.6       32.6       88.4       70.8:      11.6       29.2
Old  :     100.0:      13.9       31.3        6.9       67.6       32.6       88.4       70.8:      11.6       29.2
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  :        74:        23         25         18         20         14         50         50:
Old  :        74:        23         25         18         20         14         50         50:
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  :                 41.7       42.3       60.9       51.5       37.2       39.0       54.1       45.0
Old  :                 41.7       42.3       60.9       51.5       37.2       39.0       54.1       45.0
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 with Delta-adjusted Options and Futures Combined, March 1, 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  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Old  :    40,429:     5,964      6,256      1,439     31,942     30,601     39,345     38,296:     1,084      2,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :     3,220:      -569        -19        -78      3,413      3,432      2,766      3,335:       454       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        5.3
Old  :     100.0:      14.8       15.5        3.6       79.0       75.7       97.3       94.7:       2.7        5.3
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  :        60:         3         24          4         19         22         25         47:
Old  :        60:         3         24          4         19         22         25         47:
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  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
Old  :                 56.5       45.2       76.6       64.5       51.2       44.7       71.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 1, 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  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Old  :    14,613:     5,656      2,372          0      8,464     11,668     14,120     14,040:       493        573
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: February 22, 2005                    :
     :       -74:         0       -373          0         -4        284         -4        -89:       -70         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Old  :     100.0:      38.7       16.2        0.0       57.9       79.8       96.6       96.1:       3.4        3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          8          0          6         12          7         20:
Old  :        26:         1          8          0          6         12          7         20:
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  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
Old  :                 84.8       68.9       96.6       79.6       83.8       68.8       93.2       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 4, 2005