WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   274,489:    55,932     28,364     53,601    135,730    156,459    245,263    238,424:    29,226     36,064
Old  :   178,182:    42,149     34,346     18,480    100,528    106,908    161,157    159,735:    17,025     18,447
Other:    96,307:    24,363      4,597     24,542     35,202     49,551     84,106     78,689:    12,201     17,618
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       145:     7,783     -6,313      2,654     -1,274     13,475      9,163      9,816:    -9,019     -9,672
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.3       19.5       49.4       57.0       89.4       86.9:      10.6       13.1
Old  :     100.0:      23.7       19.3       10.4       56.4       60.0       90.4       89.6:       9.6       10.4
Other:     100.0:      25.3        4.8       25.5       36.6       51.5       87.3       81.7:      12.7       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       230:        80         74         76         47         57        183        161:
Old  :       201:        62         78         42         30         49        120        141:
Other:       150:        66         30         51         34         44        121        106:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.8       36.1       40.3       44.1       28.0       34.5       38.1       40.4
Old  :                 38.4       41.0       51.1       49.0       37.2       40.7       49.9       48.2
Other:                 29.9       32.8       39.9       42.7       26.6       29.8       33.3       35.8
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   770,697:   113,308     82,460    105,265    414,058    362,670    632,631    550,394:   138,066    220,303
Old  :   611,044:   100,972     87,916     75,343    322,791    295,612    499,106    458,870:   111,938    152,174
Other:   159,653:    21,242      3,449     21,017     91,266     67,058    133,525     91,524:    26,128     68,129
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,392:     7,554    -14,893         44        920     13,764      8,518     -1,085:    -5,126      4,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       10.7       13.7       53.7       47.1       82.1       71.4:      17.9       28.6
Old  :     100.0:      16.5       14.4       12.3       52.8       48.4       81.7       75.1:      18.3       24.9
Other:     100.0:      13.3        2.2       13.2       57.2       42.0       83.6       57.3:      16.4       42.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       126        102        124        203        197        400        368:
Old  :       473:       110        115        106        186        186        368        348:
Other:       294:        71         32         47        103        150        185        219:
     :----------------------------------------------------------------------------------------------------
     :             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       16.0       24.9       21.1       15.1       11.6       24.1       15.4
Old  :                 17.8       17.8       28.9       22.7       17.8       13.4       27.2       17.3
Other:                 28.5       12.1       38.1       18.2       25.2        7.0       32.2       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :     7,899:     2,113        723        446      1,101      4,885      3,660      6,054:     4,239      1,845
Old  :     6,285:     2,082        657        168        991      4,212      3,241      5,037:     3,043      1,248
Other:     1,615:       117        152        192        110        674        419      1,017:     1,196        597
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :      -235:       169        179        110       -464       -169       -185        120:       -50       -355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        9.2        5.6       13.9       61.8       46.3       76.6:      53.7       23.4
Old  :     100.0:      33.1       10.5        2.7       15.8       67.0       51.6       80.1:      48.4       19.9
Other:     100.0:       7.2        9.4       11.9        6.8       41.7       25.9       63.0:      74.1       37.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15          6          6          8         13         26         22:
Old  :        37:        17          4          3          8         12         26         18:
Other:        19:         3          6          5          5          6         13         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       40.1       29.2       53.9       19.4       39.7       25.6       53.0
Old  :                 27.1       47.1       35.3       63.2       24.0       47.1       31.6       62.7
Other:                 13.2       34.5       22.5       53.3       10.0       34.5       13.9       50.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   406,317:    65,128     32,977     93,675    176,579    158,996    335,382    285,648:    70,934    120,669
Old  :   346,999:    62,696     41,016     73,402    153,784    142,084    289,882    256,502:    57,118     90,498
Other:    59,318:    13,154      2,682      9,552     22,795     16,912     45,501     29,146:    13,817     30,171
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    22,981:    11,800     -5,233      3,755      5,664     11,410     21,219      9,932:     1,762     13,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0        8.1       23.1       43.5       39.1       82.5       70.3:      17.5       29.7
Old  :     100.0:      18.1       11.8       21.2       44.3       40.9       83.5       73.9:      16.5       26.1
Other:     100.0:      22.2        4.5       16.1       38.4       28.5       76.7       49.1:      23.3       50.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       368:       110        125        134         93        112        291        290:
Old  :       363:       101        133        115         87        107        268        279:
Other:       168:        58         35         39         34         63        108        121:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       16.3       33.7       22.7       15.4        7.2       22.2       10.9
Old  :                 25.0       18.1       35.5       25.4       15.1        8.6       23.1       12.7
Other:                 27.6       12.7       40.9       18.9       25.3        9.8       34.9       13.6
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    14,527:    10,970      3,743        158        350        587     11,478      4,488:     3,049     10,039
Old  :     9,145:     6,334      3,477        109        350        586      6,793      4,172:     2,352      4,973
Other:     5,382:     4,671        301         14          0          1      4,685        316:       697      5,066
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       782:       654       -311         81          0         32        735       -198:        47        980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.5       25.8        1.1        2.4        4.0       79.0       30.9:      21.0       69.1
Old  :     100.0:      69.3       38.0        1.2        3.8        6.4       74.3       45.6:      25.7       54.4
Other:     100.0:      86.8        5.6        0.3        0.0        0.0       87.0        5.9:      13.0       94.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        11          7          6          1          2         15         12:
Old  :        20:        11          7          3          1          2         13         11:
Other:        10:         7          2          2          0          1          7          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       20.3       70.9       29.3       58.4       20.3       70.8       28.3
Old  :                 48.7       29.0       65.2       43.2       48.6       29.0       64.6       42.0
Other:                 83.8        5.9       87.0        5.9       83.5        5.6       86.8        5.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   179,718:    34,913     14,212     35,096     80,171    116,444    150,180    165,753:    29,538     13,965
Old  :   155,420:    32,895     16,933     25,857     71,881     99,834    130,633    142,624:    24,787     12,796
Other:    24,298:     7,251      2,512      4,007      8,289     16,610     19,547     23,129:     4,751      1,170
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    10,978:     6,899     -2,294        573        180     13,716      7,652     11,994:     3,326     -1,017
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        7.9       19.5       44.6       64.8       83.6       92.2:      16.4        7.8
Old  :     100.0:      21.2       10.9       16.6       46.2       64.2       84.1       91.8:      15.9        8.2
Other:     100.0:      29.8       10.3       16.5       34.1       68.4       80.4       95.2:      19.6        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        47         33         44         43         46        121        105:
Old  :       150:        47         40         41         43         46        117        105:
Other:        51:        18          9         17         17         15         42         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       38.5       26.0       49.2       14.9       30.7       23.8       40.3
Old  :                 17.6       35.7       28.6       47.3       16.8       32.0       25.5       41.4
Other:                 35.3       57.8       51.6       73.6       31.3       46.7       41.0       55.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   991,125:   120,625    132,657    167,158    547,975    487,074    835,758    786,889:   155,367    204,236
Old  :   991,125:   120,625    132,657    167,158    547,975    487,074    835,758    786,889:   155,367    204,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -6,999:     7,432     -2,221      8,105       -179     -9,562     15,358     -3,679:   -22,357     -3,321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       13.4       16.9       55.3       49.1       84.3       79.4:      15.7       20.6
Old  :     100.0:      12.2       13.4       16.9       55.3       49.1       84.3       79.4:      15.7       20.6
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  :       181:        41         37         53         80         84        147        149:
Old  :       181:        41         37         53         80         84        147        149:
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  :                 21.7       13.3       29.4       24.0       15.1       11.4       20.4       18.7
Old  :                 21.7       13.3       29.4       24.0       15.1       11.4       20.4       18.7
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 8, 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  :   171,304:    34,656     13,721     33,112     70,632    101,656    138,400    148,489:    32,904     22,815
Old  :   143,512:    36,873     12,510     23,684     54,582     87,333    115,139    123,527:    28,372     19,985
Other:    27,792:     1,685      5,113      5,527     16,050     14,323     23,261     24,962:     4,531      2,830
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     1,473:     8,105     -1,691     -2,312     -3,915      7,437      1,878      3,434:      -405     -1,961
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        8.0       19.3       41.2       59.3       80.8       86.7:      19.2       13.3
Old  :     100.0:      25.7        8.7       16.5       38.0       60.9       80.2       86.1:      19.8       13.9
Other:     100.0:       6.1       18.4       19.9       57.7       51.5       83.7       89.8:      16.3       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        44         35         46         52         63        131        128:
Old  :       171:        55         33         44         49         62        127        125:
Other:        72:        14         18         21         28         22         54         49:
     :----------------------------------------------------------------------------------------------------
     :             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       27.0       23.1       37.2       10.3       19.2       16.6       27.4
Old  :                 12.3       28.4       20.5       38.9       11.3       24.4       19.2       34.6
Other:                 42.7       44.5       53.3       58.4       35.1       35.6       43.2       46.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :     5,916:     2,908      2,180        477        978      1,747      4,363      4,405:     1,553      1,511
Old  :     5,796:     2,901      2,175        423        978      1,714      4,301      4,311:     1,495      1,484
Other:       120:         9          7         53          0         34         62         94:        59         27
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :       613:       745         23         62       -324        500        483        585:       130         28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2       36.9        8.1       16.5       29.5       73.7       74.5:      26.3       25.5
Old  :     100.0:      50.1       37.5        7.3       16.9       29.6       74.2       74.4:      25.8       25.6
Other:     100.0:       7.5        6.0       43.8        0.0       27.9       51.3       77.7:      48.7       22.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        15         11          7         10         10         26         27:
Old  :        38:        16         10          7         10         10         26         27:
Other:         6:         2          2          4          0          2          4          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 34.8       30.1       48.3       48.8       34.8       27.6       45.1       40.5
Old  :                 35.6       30.7       49.3       49.6       35.5       28.1       46.0       41.2
Other:                 51.3       69.2       51.3       77.7        7.5       34.0        7.5       34.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :   328,570:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,831    106,837
Old  :   328,570:   112,120     69,306      2,896    156,723    149,531    271,739    221,733:    56,831    106,837
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -36,026:    -6,876       -146     -3,355    -22,069     -8,671    -32,300    -12,172:    -3,726    -23,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       32.5
Old  :     100.0:      34.1       21.1        0.9       47.7       45.5       82.7       67.5:      17.3       32.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        16         26          3         37         46         53         75:
Old  :       101:        16         26          3         37         46         53         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       18.4       42.9       26.4       30.1       16.7       39.5       23.7
Old  :                 30.9       18.4       42.9       26.4       30.1       16.7       39.5       23.7
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 with Delta-adjusted Options and Futures Combined, March 8, 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  : 2,604,599:   375,345    481,463    397,967  1,622,255  1,151,170  2,395,567  2,030,601:   209,032    573,999
Old  : 2,604,599:   375,345    481,463    397,967  1,622,255  1,151,170  2,395,567  2,030,601:   209,032    573,999
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    70,648:   -12,216     77,215     66,805    110,383    -33,695    164,972    110,326:   -94,325    -39,678
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       18.5       15.3       62.3       44.2       92.0       78.0:       8.0       22.0
Old  :     100.0:      14.4       18.5       15.3       62.3       44.2       92.0       78.0:       8.0       22.0
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  :       285:        41         87         78        116        140        209        254:
Old  :       285:        41         87         78        116        140        209        254:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       11.3       47.0       18.4       26.0       10.8       38.1       14.9
Old  :                 30.0       11.3       47.0       18.4       26.0       10.8       38.1       14.9
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 8, 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  : 1,668,740:   236,016    319,560    268,026  1,010,487    693,158  1,514,529  1,280,744:   154,211    387,996
Old  : 1,668,740:   236,016    319,560    268,026  1,010,487    693,158  1,514,529  1,280,744:   154,211    387,996
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    83,754:    15,816     66,966     50,991     15,124    -31,144     81,930     86,812:     1,824     -3,058
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       19.1       16.1       60.6       41.5       90.8       76.7:       9.2       23.3
Old  :     100.0:      14.1       19.1       16.1       60.6       41.5       90.8       76.7:       9.2       23.3
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  :       195:        39         55         55         73         91        138        175:
Old  :       195:        39         55         55         73         91        138        175:
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  :                 26.3       12.1       39.7       21.0       21.6        9.7       32.8       14.7
Old  :                 26.3       12.1       39.7       21.0       21.6        9.7       32.8       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 8, 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  :   571,697:   193,929     46,243    158,472    181,910    330,984    534,311    535,698:    37,386     35,998
Old  :   571,697:   193,929     46,243    158,472    181,910    330,984    534,311    535,698:    37,386     35,998
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :   -39,778:    -5,890      6,194      4,424    -11,601    -18,939    -13,067     -8,321:   -26,711    -31,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9        8.1       27.7       31.8       57.9       93.5       93.7:       6.5        6.3
Old  :     100.0:      33.9        8.1       27.7       31.8       57.9       93.5       93.7:       6.5        6.3
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  :       109:        31         20         33         51         53         96         92:
Old  :       109:        31         20         33         51         53         96         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       39.9       59.2       52.2       31.4       33.0       38.5       39.6
Old  :                 41.8       39.9       59.2       52.2       31.4       33.0       38.5       39.6
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 8, 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  :    57,921:    16,940      2,654      1,678     24,094     43,014     42,712     47,345:    15,209     10,576
Old  :    57,921:    16,940      2,654      1,678     24,094     43,014     42,712     47,345:    15,209     10,576
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     3,013:       341       -223        870      1,209      1,839      2,420      2,486:       593        527
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2        4.6        2.9       41.6       74.3       73.7       81.7:      26.3       18.3
Old  :     100.0:      29.2        4.6        2.9       41.6       74.3       73.7       81.7:      26.3       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  :        64:        24          9          9         22         18         51         31:
Old  :        64:        24          9          9         22         18         51         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       57.4       37.4       66.8       24.8       56.3       35.2       64.6
Old  :                 25.1       57.4       37.4       66.8       24.8       56.3       35.2       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                       
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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  :    85,315:    10,158     25,796      7,801     57,555     26,175     75,515     59,771:     9,801     25,544
Old  :    85,315:    10,158     25,796      7,801     57,555     26,175     75,515     59,771:     9,801     25,544
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     6,620:      -794      1,189      2,379      4,361        519      5,945      4,087:       675      2,533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       30.2        9.1       67.5       30.7       88.5       70.1:      11.5       29.9
Old  :     100.0:      11.9       30.2        9.1       67.5       30.7       88.5       70.1:      11.5       29.9
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  :        79:        23         29         20         21         14         54         53:
Old  :        79:        23         29         20         21         14         54         53:
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  :                 42.9       41.8       63.1       51.4       38.0       35.1       53.2       41.0
Old  :                 42.9       41.8       63.1       51.4       38.0       35.1       53.2       41.0
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 8, 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  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Old  :    38,699:     6,324      6,979      1,111     30,382     28,799     37,817     36,889:       882      1,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :    -1,730:       360        723       -328     -1,560     -1,802     -1,528     -1,407:      -202       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
Old  :     100.0:      16.3       18.0        2.9       78.5       74.4       97.7       95.3:       2.3        4.7
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  :        62:         4         25          4         18         21         25         47:
Old  :        62:         4         25          4         18         21         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  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
Old  :                 54.6       45.7       76.3       62.9       52.1       45.2       73.8       62.4
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 8, 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  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Old  :    17,180:     5,726      2,996          0     11,360     13,996     17,086     16,992:        94        188
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2005                        :
     :     2,567:        70        624          0      2,896      2,328      2,966      2,952:      -399       -385
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
Old  :     100.0:      33.3       17.4        0.0       66.1       81.5       99.5       98.9:       0.5        1.1
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  :        27:         2         10          0          6         11          8         21:
Old  :        27:         2         10          0          6         11          8         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Old  :                 94.4       74.6       99.5       84.7       78.4       61.5       82.6       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 11, 2005