WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      203,720
COMMITMENTS
  37,111   44,143   17,793  126,218  109,429  181,122  171,365   22,598   32,355

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -9,820)
  -5,318    3,888   -1,924    5,625   -5,444   -1,617   -3,480   -8,203   -6,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     21.7      8.7     62.0     53.7     88.9     84.1     11.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      56       75       50       42       48      134      147
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      665,828
COMMITMENTS
 107,598  112,155   35,523  402,999  312,253  546,120  459,931  119,708  205,897

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -12,691)
      14   19,071   -9,003   -5,036  -17,872  -14,025   -7,804    1,334   -4,887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2     16.8      5.3     60.5     46.9     82.0     69.1     18.0     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      456)
     117       96       80      176      185      331      334
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,440
COMMITMENTS
   2,901      146       94    1,094    7,028    4,089    7,268    4,351    1,172

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        713)
     209       15       67      311      636      587      718      126       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.4      1.7      1.1     13.0     83.3     48.4     86.1     51.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        2        4        8       16       24       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      274,659
COMMITMENTS
  48,109   47,117   22,671  151,951  112,833  222,731  182,621   51,928   92,038

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -7,257)
  -4,342    3,337   -1,651   -5,748  -10,606  -11,741   -8,920    4,484    1,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     17.2      8.3     55.3     41.1     81.1     66.5     18.9     33.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      92       97       86       84      100      236      236
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,393
COMMITMENTS
  12,380    2,910    1,131      234    1,087   13,745    5,128    2,648   11,265

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        -94)
      70     -405      462       22      217      554      274     -648     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.5     17.8      6.9      1.4      6.6     83.8     31.3     16.2     68.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      12        9        9        2        4       20       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      143,487
COMMITMENTS
  27,425   14,314   16,126   70,097   98,674  113,648  129,114   29,839   14,373

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     -8,912)
  -3,591      731   -2,447   -3,387   -8,625   -9,425  -10,341      513    1,429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     10.0     11.2     48.9     68.8     79.2     90.0     20.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      36       26       28       40       40       95       84
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      717,091
COMMITMENTS
  94,420  141,771   22,140  460,121  394,588  576,681  558,499  140,410  158,592

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -18,342)
  -2,261     -949      958  -21,450    5,581  -22,753    5,590    4,411  -23,932

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     19.8      3.1     64.2     55.0     80.4     77.9     19.6     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      37       34       25       56       78      108      125
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      129,209
COMMITMENTS
  22,188   17,891   15,991   60,916   74,024   99,095  107,906   30,114   21,303

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      1,945)
  -2,526      645    3,038      566   -2,031    1,078    1,652      867      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.8     12.4     47.1     57.3     76.7     83.5     23.3     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      33       29       40       50       52      115      106
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,540
COMMITMENTS
   3,278    1,478      657      781    3,417    4,716    5,552    1,824      988

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:       -296)
     -77     -398     -311       79      748     -309       39       13     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     22.6     10.0     11.9     52.2     72.1     84.9     27.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      17       11        8        7       10       29       24
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      296,644
COMMITMENTS
  89,586   57,358        6  145,457  136,276  235,049  193,640   61,595  103,004

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:    -16,773)
 -13,405   -7,120        0   -6,445   -5,702  -19,850  -12,822    3,077   -3,951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2     19.3      0.0     49.0     45.9     79.2     65.3     20.8     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      19       23        1       34       41       54       64
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,001,950
COMMITMENTS
 344,955  534,209   77,955  1392071  979,450  1814981  1591614  186,969  410,336

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     15,075)
   3,976   -8,365    3,061    8,296   98,216   15,333   92,912     -258  -77,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     26.7      3.9     69.5     48.9     90.7     79.5      9.3     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      37       79       39       81      126      141      221
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,416,631
COMMITMENTS
 168,268  342,246   35,232  1066129  711,392  1269629  1088870  147,002  327,761

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     30,299)
  -9,975  -12,523    2,266   35,860   31,197   28,151   20,940    2,148    9,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     24.2      2.5     75.3     50.2     89.6     76.9     10.4     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      191)
      38       51       19       62       84      111      143
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      479,778
COMMITMENTS
 176,208   26,080   77,664  194,547  348,132  448,419  451,876   31,359   27,902

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:     35,940)
  -2,147     -377   20,644   20,679   19,618   39,176   39,885   -3,236   -3,945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      5.4     16.2     40.5     72.6     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      36       13       32       43       53       87       91
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,782
COMMITMENTS
   9,350   11,718      389   19,842   20,249   29,581   32,356    9,201    6,426

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        564)
     -62      912      389     -515     -544     -188      757      752     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     30.2      1.0     51.2     52.2     76.3     83.4     23.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      16       17        1       17       10       34       27
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       45,928
COMMITMENTS
  12,934   17,099      534   19,540   16,585   33,008   34,218   12,920   11,710

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:      5,614)
      59       72      160    4,243    4,179    4,462    4,411    1,152    1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     37.2      1.2     42.5     36.1     71.9     74.5     28.1     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      28       14        3       14        8       44       23
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,892
COMMITMENTS
   4,167    6,240    1,046   28,482   25,222   33,695   32,508      197    1,384

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:         92)
     -52      163        0       56       62        4      225       88     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     18.4      3.1     84.0     74.4     99.4     95.9      0.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6       23        4       21       19       30       43
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/12/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       13,354
COMMITMENTS
       0    2,026        0   13,353   11,228   13,353   13,254        1      100

CHANGES FROM 04/05/05 (CHANGE IN OPEN INTEREST:        767)
       0       34        0      767    1,046      767    1,080        0     -313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.2      0.0    100.0     84.1    100.0     99.3      0.0      0.7

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

Updated April 15, 2005