WHEAT - CHICAGO BOARD OF TRADE                                                                                
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   281,010:    36,964     38,629     56,330    159,814    148,744    253,107    243,703:    27,903     37,308
Old  :    54,827:    10,151      7,539     15,187     19,515     26,427     44,853     49,154:     9,974      5,673
Other:   226,183:    32,434     36,711     35,522    140,299    122,317    208,254    194,549:    17,929     31,634
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    12,056:      -994      9,382     -3,104     14,753      5,859     10,655     12,138:     1,402        -81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       13.7       20.0       56.9       52.9       90.1       86.7:       9.9       13.3
Old  :     100.0:      18.5       13.8       27.7       35.6       48.2       81.8       89.7:      18.2       10.3
Other:     100.0:      14.3       16.2       15.7       62.0       54.1       92.1       86.0:       7.9       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       233:        75         81         75         50         57        168        178:
Old  :       141:        52         35         45         30         43        101        104:
Other:       208:        61         81         56         43         53        139        158:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 30.4       32.0       45.3       39.8       28.2       27.5       39.9       32.5
Old  :                 30.4       28.1       40.2       41.2        6.9       13.8       11.6       20.9
Other:                 34.4       36.3       50.1       43.5       34.1       33.5       48.5       39.7
 
CORN - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   840,766:    88,020    115,928    128,927    475,877    370,725    692,824    615,581:   147,942    225,185
Old  :   601,340:    68,362    119,153     80,181    344,244    268,800    492,787    468,134:   108,553    133,206
Other:   239,426:    37,732     14,849     30,673    131,633    101,925    200,038    147,447:    39,388     91,979
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    23,447:    -2,035      5,489      7,128     15,318     20,895     20,410     33,511:     3,037    -10,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       13.8       15.3       56.6       44.1       82.4       73.2:      17.6       26.8
Old  :     100.0:      11.4       19.8       13.3       57.2       44.7       81.9       77.8:      18.1       22.2
Other:     100.0:      15.8        6.2       12.8       55.0       42.6       83.5       61.6:      16.5       38.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       504:       113        134        137        211        208        409        407:
Old  :       483:       101        142        105        191        192        361        375:
Other:       346:        79         61         55        125        168        227        261:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.4       14.5       27.8       19.7       17.0        8.0       24.8       12.0
Old  :                 22.4       17.3       31.8       22.1       22.4       14.0       30.9       18.1
Other:                 29.4       10.7       36.7       16.5       22.7        6.1       28.8       10.7
 
OATS - CHICAGO BOARD OF TRADE                                                                                 
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :     9,690:     2,941          4        626      1,518      7,549      5,085      8,179:     4,606      1,512
Old  :     4,140:     1,591         14        167        373      3,500      2,131      3,681:     2,009        459
Other:     5,551:     1,366          5        444      1,144      4,049      2,954      4,498:     2,597      1,053
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :         1:        84         -4         -3        305        -85        386        -92:      -386         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3        0.0        6.5       15.7       77.9       52.5       84.4:      47.5       15.6
Old  :     100.0:      38.4        0.3        4.0        9.0       84.5       51.5       88.9:      48.5       11.1
Other:     100.0:      24.6        0.1        8.0       20.6       72.9       53.2       81.0:      46.8       19.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          3          4         10         16         26         20:
Old  :        27:         9          2          3          5         14         16         17:
Other:        31:        11          2          4          9         15         22         19:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.8       44.6       32.0       59.6       20.6       42.0       30.2       56.0
Old  :                 37.9       53.6       45.3       76.1       37.9       53.0       45.0       73.9
Other:                 25.9       41.4       39.0       61.0       25.5       38.5       34.1       57.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                             
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   382,778:    56,591     26,061     85,005    168,291    159,109    309,887    270,175:    72,891    112,604
Old  :   293,592:    44,609     30,352     61,011    137,339    128,307    242,959    219,671:    50,633     73,922
Other:    89,186:    20,427      4,154     15,549     30,952     30,801     66,928     50,504:    22,258     38,682
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -7,199:     5,796     -2,283     -1,179    -12,191      2,618     -7,573       -844:       374     -6,355
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        6.8       22.2       44.0       41.6       81.0       70.6:      19.0       29.4
Old  :     100.0:      15.2       10.3       20.8       46.8       43.7       82.8       74.8:      17.2       25.2
Other:     100.0:      22.9        4.7       17.4       34.7       34.5       75.0       56.6:      25.0       43.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:       124        115        143        101        107        306        290:
Old  :       352:       107        124        121         89        105        267        280:
Other:       197:        70         43         46         55         66        150        131:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 21.1       17.2       30.0       23.8       14.6        7.6       19.6       11.7
Old  :                 23.4       19.5       34.0       26.4       18.9        9.4       25.0       13.9
Other:                 19.9       14.9       29.3       22.3       12.7        8.7       19.3       13.4
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                                                                        
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (THOUSAND BUSHELS)                                                         :
     :          :                                                                            :
All  :    15,553:    10,673      2,895        992        425      1,180     12,090      5,067:     3,463     10,486
Old  :     7,372:     3,613      2,651        697        340        396      4,650      3,744:     2,722      3,628
Other:     8,181:     7,262        446         93         85        784      7,440      1,323:       741      6,858
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :      -840:    -1,707        -15       -139        191         93     -1,655        -61:       815       -779
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       18.6        6.4        2.7        7.6       77.7       32.6:      22.3       67.4
Old  :     100.0:      49.0       36.0        9.5        4.6        5.4       63.1       50.8:      36.9       49.2
Other:     100.0:      88.8        5.5        1.1        1.0        9.6       90.9       16.2:       9.1       83.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10          8         11          3          6         17         21:
Old  :        24:         8         10          8          3          5         16         18:
Other:        16:         8          3          6          1          5         10         13:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 55.5       16.4       68.2       24.0       54.8       15.3       66.1       21.3
Old  :                 38.9       28.7       54.4       42.0       37.6       27.3       52.7       36.8
Other:                 79.8       13.8       90.8       15.7       79.1       12.7       88.8       14.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   163,756:    29,500     11,584     25,919     79,601    110,154    135,020    147,657:    28,736     16,099
Old  :   133,134:    27,615     12,546     18,097     64,774     88,582    110,486    119,225:    22,648     13,909
Other:    30,622:     4,044      1,196      5,663     14,827     21,572     24,534     28,432:     6,088      2,190
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :      -470:     3,650     -1,259     -1,474         18      1,597      2,194     -1,136:    -2,664        666
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0        7.1       15.8       48.6       67.3       82.5       90.2:      17.5        9.8
Old  :     100.0:      20.7        9.4       13.6       48.7       66.5       83.0       89.6:      17.0       10.4
Other:     100.0:      13.2        3.9       18.5       48.4       70.4       80.1       92.8:      19.9        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        45         24         37         40         41        106         91:
Old  :       131:        44         28         35         38         41        101         91:
Other:        52:        13          9         16         23         19         44         37:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       37.7       31.3       50.0       19.4       30.8       27.0       39.2
Old  :                 21.6       36.8       32.4       49.8       19.4       30.7       27.7       39.1
Other:                 38.4       51.0       50.8       63.6       34.5       44.9       41.2       54.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                                  
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   935,143:    88,357    143,056    145,698    548,496    464,827    782,551    753,582:   152,592    181,561
Old  :   935,143:    88,357    143,056    145,698    548,496    464,827    782,551    753,582:   152,592    181,561
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    22,164:     1,615      8,347      8,154     21,546     11,531     31,316     28,033:    -9,152     -5,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       15.3       15.6       58.7       49.7       83.7       80.6:      16.3       19.4
Old  :     100.0:       9.4       15.3       15.6       58.7       49.7       83.7       80.6:      16.3       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        33         45         50         79         88        141        154:
Old  :       183:        33         45         50         79         88        141        154:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       13.9       32.4       24.4       16.2       11.3       21.5       17.5
Old  :                 24.2       13.9       32.4       24.4       16.2       11.3       21.5       17.5
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, April 19, 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  :   157,698:    28,977     11,453     28,137     66,484     93,784    123,598    133,374:    34,100     24,324
Old  :   123,031:    26,999     11,929     20,296     47,118     70,667     94,412    102,892:    28,619     20,139
Other:    34,667:     3,857      1,402      5,963     19,366     23,117     29,186     30,482:     5,481      4,185
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     7,515:     6,999       -167       -196       -369      7,164      6,434      6,801:     1,081        714
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        7.3       17.8       42.2       59.5       78.4       84.6:      21.6       15.4
Old  :     100.0:      21.9        9.7       16.5       38.3       57.4       76.7       83.6:      23.3       16.4
Other:     100.0:      11.1        4.0       17.2       55.9       66.7       84.2       87.9:      15.8       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        43         30         43         57         59        131        114:
Old  :       154:        51         28         39         54         58        126        110:
Other:        80:        14         18         19         36         29         63         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.6       26.4       22.2       38.6       10.1       17.0       16.7       26.8
Old  :                 10.8       26.9       19.5       36.5        9.7       21.4       15.9       28.6
Other:                 31.8       43.7       44.8       58.0       27.0       42.9       36.9       51.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :     8,066:     3,556      1,243      1,255      1,016      4,492      5,827      6,990:     2,239      1,076
Old  :     7,361:     3,495      1,209      1,050        780      4,148      5,326      6,407:     2,035        954
Other:       706:       102         75        163        236        345        501        583:       204        123
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :       629:       159        -25        121        153        520        433        616:       196         13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       15.4       15.6       12.6       55.7       72.2       86.7:      27.8       13.3
Old  :     100.0:      47.5       16.4       14.3       10.6       56.4       72.4       87.0:      27.6       13.0
Other:     100.0:      14.4       10.6       23.1       33.4       48.8       71.0       82.6:      29.0       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        21          6         10         10         13         32         28:
Old  :        42:        21          6         10          8         13         30         28:
Other:        19:         7          2          7          4          8         13         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       38.5       50.4       57.8       32.4       35.3       41.5       52.8
Old  :                 36.5       38.6       52.8       59.5       35.0       36.0       44.8       54.9
Other:                 41.1       53.2       60.9       73.2       35.2       40.4       41.9       53.6
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                           
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  :   303,988:    95,873     60,816         11    141,767    145,322    237,651    206,150:    66,337     97,838
Old  :   303,988:    95,873     60,816         11    141,767    145,322    237,651    206,150:    66,337     97,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     6,954:     6,287      3,458          5     -3,690      9,046      2,602     12,510:     4,352     -5,556
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       20.0        0.0       46.6       47.8       78.2       67.8:      21.8       32.2
Old  :     100.0:      31.5       20.0        0.0       46.6       47.8       78.2       67.8:      21.8       32.2
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  :        98:        19         23          2         36         39         57         62:
Old  :        98:        19         23          2         36         39         57         62:
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  :                 32.3       22.2       45.3       31.2       32.3       20.4       45.3       29.4
Old  :                 32.3       22.2       45.3       31.2       32.3       20.4       45.3       29.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                          
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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  : 2,837,443:   285,477    405,612    571,608  1,727,854  1,398,184  2,584,939  2,375,403:   252,504    462,040
Old  : 2,837,443:   285,477    405,612    571,608  1,727,854  1,398,184  2,584,939  2,375,403:   252,504    462,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    65,537:   -41,274    -95,308     80,987     -6,347     81,783     33,367     67,462:    32,170     -1,925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       14.3       20.1       60.9       49.3       91.1       83.7:       8.9       16.3
Old  :     100.0:      10.1       14.3       20.1       60.9       49.3       91.1       83.7:       8.9       16.3
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  :       294:        41         91         92        117        152        221        272:
Old  :       294:        41         91         92        117        152        221        272:
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  :                 34.1       11.8       46.4       21.9       28.7        9.4       35.4       13.9
Old  :                 34.1       11.8       46.4       21.9       28.7        9.4       35.4       13.9
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, April 19, 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  : 1,733,371:   130,434    305,443    251,376  1,157,972    845,415  1,539,782  1,402,234:   193,589    331,137
Old  : 1,733,371:   130,434    305,443    251,376  1,157,972    845,415  1,539,782  1,402,234:   193,589    331,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    16,714:   -23,307    -22,795     23,109    -14,254     35,080    -14,452     35,395:    31,166    -18,680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       17.6       14.5       66.8       48.8       88.8       80.9:      11.2       19.1
Old  :     100.0:       7.5       17.6       14.5       66.8       48.8       88.8       80.9:      11.2       19.1
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  :       197:        26         66         55         77         96        143        177:
Old  :       197:        26         66         55         77         96        143        177:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       20.3       45.7       28.6       24.5       13.5       33.4       19.2
Old  :                 33.7       20.3       45.7       28.6       24.5       13.5       33.4       19.2
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, April 19, 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  :   651,139:   182,972     25,224    199,922    223,611    389,798    606,506    614,944:    44,634     36,195
Old  :   651,139:   182,972     25,224    199,922    223,611    389,798    606,506    614,944:    44,634     36,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    20,271:     1,398     -9,564     17,729     -9,805      6,112      9,322     14,276:    10,949      5,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1        3.9       30.7       34.3       59.9       93.1       94.4:       6.9        5.6
Old  :     100.0:      28.1        3.9       30.7       34.3       59.9       93.1       94.4:       6.9        5.6
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  :       128:        45         17         48         56         61        112        115:
Old  :       128:        45         17         48         56         61        112        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       35.6       48.3       47.8       17.1       21.5       22.6       27.7
Old  :                 32.8       35.6       48.3       47.8       17.1       21.5       22.6       27.7
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, April 19, 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  :    42,359:     8,805     12,340      1,161     21,083     21,768     31,050     35,269:    11,310      7,091
Old  :    42,359:     8,805     12,340      1,161     21,083     21,768     31,050     35,269:    11,310      7,091
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,833:      -561        471        136        948      1,254        523      1,861:     1,310        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       29.1        2.7       49.8       51.4       73.3       83.3:      26.7       16.7
Old  :     100.0:      20.8       29.1        2.7       49.8       51.4       73.3       83.3:      26.7       16.7
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  :        64:        18         18          9         18         12         44         31:
Old  :        64:        18         18          9         18         12         44         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  :                 32.3       55.5       46.2       65.1       32.3       55.5       46.2       65.1
Old  :                 32.3       55.5       46.2       65.1       32.3       55.5       46.2       65.1
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, April 19, 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  :    60,615:    11,772     19,901      2,015     28,012     22,946     41,799     44,861:    18,817     15,754
Old  :    60,615:    11,772     19,901      2,015     28,012     22,946     41,799     44,861:    18,817     15,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     7,855:       633      2,087     -2,208      4,213      4,463      2,639      4,342:     5,216      3,513
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       32.8        3.3       46.2       37.9       69.0       74.0:      31.0       26.0
Old  :     100.0:      19.4       32.8        3.3       46.2       37.9       69.0       74.0:      31.0       26.0
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  :        68:        24         22         14         16         13         45         44:
Old  :        68:        24         22         14         16         13         45         44:
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  :                 34.8       46.3       43.9       53.7       33.0       45.9       41.4       53.1
Old  :                 34.8       46.3       43.9       53.7       33.0       45.9       41.4       53.1
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, April 19, 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  :    35,159:     2,937      5,654      1,046     30,385     26,473     34,368     33,173:       791      1,986
Old  :    35,159:     2,937      5,654      1,046     30,385     26,473     34,368     33,173:       791      1,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :     1,267:    -1,230       -586          0      1,903      1,251        673        665:       594        602
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       16.1        3.0       86.4       75.3       97.8       94.4:       2.2        5.6
Old  :     100.0:       8.4       16.1        3.0       86.4       75.3       97.8       94.4:       2.2        5.6
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  :        62:         7         21          4         20         21         30         43:
Old  :        62:         7         21          4         20         21         30         43:
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  :                 56.1       44.3       72.3       63.4       56.0       40.7       72.0       59.8
Old  :                 56.1       44.3       72.3       63.4       56.0       40.7       72.0       59.8
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, April 19, 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  :    11,892:         0      1,244          0     11,644     10,304     11,644     11,548:       248        344
Old  :    11,892:         0      1,244          0     11,644     10,304     11,644     11,548:       248        344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 12, 2005                       :
     :    -1,462:         0       -782          0     -1,709       -924     -1,709     -1,706:       247        244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       10.5        0.0       97.9       86.6       97.9       97.1:       2.1        2.9
Old  :     100.0:       0.0       10.5        0.0       97.9       86.6       97.9       97.1:       2.1        2.9
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  :        22:         0          8          0          5          9          5         17:
Old  :        22:         0          8          0          5          9          5         17:
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  :                 97.6       75.8       97.9       86.4       97.6       75.8       97.9       86.4
Old  :                 97.6       75.8       97.9       86.4       97.6       75.8       97.9       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 22, 2005