WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,208
COMMITMENTS
  55,644   46,121   19,513  123,080  124,973  198,237  190,607   26,971   34,601

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,049)
  -6,233       27    1,096    2,730   -1,124   -2,407       -1      358   -2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     20.5      8.7     54.7     55.5     88.0     84.6     12.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      72       71       50       37       53      148      145
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      667,485
COMMITMENTS
 114,254   80,457   34,647  404,092  349,232  552,993  464,336  114,492  203,149

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -9,094)
  -5,667    9,554   -1,087   -1,651  -14,827   -8,405   -6,360     -689   -2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     12.1      5.2     60.5     52.3     82.8     69.6     17.2     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     132       67       76      178      193      346      313
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,444
COMMITMENTS
   2,447      797       56      837    5,240    3,340    6,093    4,104    1,351

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        281)
     202       15       52     -102      251      152      318      129      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     10.7      0.8     11.2     70.4     44.9     81.9     55.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        6        4        7       16       22       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,970
COMMITMENTS
  58,203   44,086   22,827  167,051  136,513  248,081  203,426   49,889   94,544

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,288)
  -7,493   -3,968    1,160   -1,553   -2,648   -7,886   -5,456    1,598     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     14.8      7.7     56.1     45.8     83.3     68.3     16.7     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      99       96       86       81      103      244      237
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,753
COMMITMENTS
  12,957    3,632      416      312      865   13,685    4,913    3,068   11,840

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -511)
  -1,048     -634      103        0        2     -945     -529      434       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     21.7      2.5      1.9      5.2     81.7     29.3     18.3     70.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        2        3       20       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      160,122
COMMITMENTS
  33,043   13,909   21,787   76,071  110,184  130,901  145,880   29,221   14,242

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -3,003)
  -1,633       25      299   -2,873   -3,751   -4,207   -3,427    1,204      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      8.7     13.6     47.5     68.8     81.8     91.1     18.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      42       26       32       42       43      105       90
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      749,499
COMMITMENTS
 115,167  157,507   30,145  490,859  394,700  636,171  582,352  113,328  167,147

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      8,011)
    -584    5,501     -856   12,611    2,791   11,171    7,436   -3,160      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     21.0      4.0     65.5     52.7     84.9     77.7     15.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      36       32       28       58       73      107      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,433
COMMITMENTS
  31,126   19,224   15,373   61,024   81,617  107,523  116,214   28,910   20,219

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,253)
  -4,059     -919   -1,232      207   -3,019   -5,084   -5,170     -169      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     14.1     11.3     44.7     59.8     78.8     85.2     21.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      42       29       33       50       49      119       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,996
COMMITMENTS
   3,265    1,881      158      792    2,805    4,215    4,844    1,781    1,152

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        180)
     245        8       11      -80      171      176      190        4      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     31.4      2.6     13.2     46.8     70.3     80.8     29.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14       12        8        7       11       26       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      331,576
COMMITMENTS
 114,442   79,228      145  164,377  145,686  278,964  225,059   52,612  106,517

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,052)
    -861    3,689     -724    7,874   -1,678    6,289    1,287   -5,237     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     23.9      0.0     49.6     43.9     84.1     67.9     15.9     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       28        2       41       43       60       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,600
COMMITMENTS
 436,571  650,801   72,983  1410297  885,093  1919851  1608877  167,749  478,723

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -31,582)
   8,202    3,047   12,082  -29,925   21,082   -9,641   36,211  -21,941  -67,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     31.2      3.5     67.6     42.4     92.0     77.1      8.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      41       77       40       80      118      140      216
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,366,600
COMMITMENTS
 219,898  337,737   37,733  971,044  637,494  1228675  1012964  137,925  353,636

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     43,645)
   6,902    9,968    7,825   38,675   33,006   53,402   50,799   -9,757   -7,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.7      2.8     71.1     46.6     89.9     74.1     10.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      35       49       23       59       76      107      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      504,137
COMMITMENTS
 201,437   39,903   52,129  210,253  376,513  463,819  468,545   40,318   35,592

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -20,441)
 -29,102   -9,216    6,210    8,344  -13,175  -14,548  -16,181   -5,893   -4,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      7.9     10.3     41.7     74.7     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      37       13       30       50       49       96       85
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,330
COMMITMENTS
   9,745    6,152        0   20,292   26,351   30,037   32,503    8,293    5,827

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -158)
    -263      999        0     -947       60   -1,210    1,059    1,052   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     16.1      0.0     52.9     68.7     78.4     84.8     21.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       13        0       15       11       32       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       31,697
COMMITMENTS
  11,498    9,439      442    9,452   14,754   21,392   24,635   10,305    7,062

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        819)
   1,202    1,978     -102    1,214   -2,201    2,314     -325   -1,495    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     29.8      1.4     29.8     46.5     67.5     77.7     32.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       16        2       10       12       37       30
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,368
COMMITMENTS
   4,243    6,863    1,046   28,921   24,692   34,210   32,601      158    1,767

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -247)
      61      289        0     -308     -881     -247     -592        0      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     20.0      3.0     84.2     71.8     99.5     94.9      0.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       23        4       19       21       27       45
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,983
COMMITMENTS
       0    2,204        0   12,838   10,666   12,838   12,870      145      113

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,202)
       0     -477        0     -287        0     -287     -477     -915     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.0      0.0     98.9     82.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19

 

Updated April 1, 2005