WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      214,658
COMMITMENTS
  46,598   41,762   19,330  114,645  112,430  180,573  173,522   34,085   41,136

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -6,134)
   6,793  -13,260   -4,151   -7,526    7,147   -4,884  -10,264   -1,250    4,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     19.5      9.0     53.4     52.4     84.1     80.8     15.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      57       81       51       38       52      138      150
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      220,792
COMMITMENTS
  39,805   55,022   23,481  122,171  105,283  185,457  183,786   35,335   37,006

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -10,059)
   6,523  -12,411   -6,125   -9,356    7,228   -8,958  -11,308   -1,101    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     24.9     10.6     55.3     47.7     84.0     83.2     16.0     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      69       83       63       44       50      157      160
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      638,828
COMMITMENTS
 106,792   98,378   43,931  372,875  306,519  523,598  448,828  115,230  190,000

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -5,198)
  12,800  -41,000    7,255   -5,055   27,023   15,000   -6,722  -20,198    1,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7     15.4      6.9     58.4     48.0     82.0     70.3     18.0     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      455)
     125       91      101      162      170      341      329
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      644,026
COMMITMENTS
  93,992  139,378   36,676  377,930  279,496  508,598  455,550  135,428  188,476

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -27,774)
  13,102  -26,167  -21,205  -14,567   17,024  -22,670  -30,348   -5,104    2,574

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     21.6      5.7     58.7     43.4     79.0     70.7     21.0     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      439)
     114      102       91      158      149      318      318
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,354
COMMITMENTS
   2,041      573       17    1,391    4,742    3,449    5,332    3,905    2,022

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -696)
    -191      -12       -5     -689     -962     -885     -979      189      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      7.8      0.2     18.9     64.5     46.9     72.5     53.1     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        4        3        7       15       21       21
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,050
COMMITMENTS
   2,232      585       22    2,080    5,704    4,334    6,311    3,716    1,739

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -615)
    -384      203     -116       49     -415     -451     -328     -164     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      7.3      0.3     25.8     70.9     53.8     78.4     46.2     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        4        3        8       16       22       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      273,860
COMMITMENTS
  53,541   61,425   22,709  149,249  107,261  225,499  191,395   48,361   82,465

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      8,086)
  15,486   -5,849      816   -4,214    6,178   12,088    1,145   -4,002    6,941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     22.4      8.3     54.5     39.2     82.3     69.9     17.7     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
      87      101       75       69       93      214      231
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      265,774
COMMITMENTS
  38,055   67,274   21,893  153,463  101,083  213,411  190,250   52,363   75,524

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      3,398)
   1,226  -19,111      320    1,826   11,718    3,372   -7,073       26   10,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     25.3      8.2     57.7     38.0     80.3     71.6     19.7     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
      65      117       87       70       86      205      241
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,745
COMMITMENTS
  10,316    4,054       77      350      555   10,743    4,686    3,002    9,059

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,348)
   5,646      925   -1,173      150       86    4,623     -162     -275    4,510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    75.1     29.5      0.6      2.5      4.0     78.2     34.1     21.8     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        8        6        1        2       17       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      151,495
COMMITMENTS
  29,440   18,004   24,925   72,848   94,728  127,213  137,657   24,282   13,838

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -14,584)
   8,221  -19,418    1,430  -21,059   12,178  -11,408   -5,810   -3,176   -8,774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     11.9     16.5     48.1     62.5     84.0     90.9     16.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      44       28       36       43       45      111       97
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      166,079
COMMITMENTS
  21,219   37,422   23,495   93,907   82,550  138,621  143,467   27,458   22,612

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -9,178)
     148  -15,831    1,393  -12,785    6,166  -11,244   -8,272    2,066     -906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     22.5     14.1     56.5     49.7     83.5     86.4     16.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      33       44       35       51       48      107      116
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      807,644
COMMITMENTS
 118,328  137,699   55,030  479,271  435,577  652,629  628,306  155,015  179,338

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     26,092)
 -16,935   10,074   12,416   28,111    5,169   23,592   27,659    2,500   -1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     17.0      6.8     59.3     53.9     80.8     77.8     19.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      32       33       22       64       77      106      127
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      781,552
COMMITMENTS
 135,263  127,625   42,614  451,160  430,408  629,037  600,647  152,515  180,905

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -19,124)
 -36,124   -5,243    5,509   19,888  -25,485  -10,727  -25,219   -8,397    6,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     16.3      5.5     57.7     55.1     80.5     76.9     19.5     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      44       30       26       57       78      112      128
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      153,438
COMMITMENTS
  26,334   21,162   25,693   70,781   83,757  122,808  130,612   30,630   22,826

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -9,929)
     902   -3,913   -5,298   -4,728    3,252   -9,124   -5,959     -805   -3,970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     13.8     16.7     46.1     54.6     80.0     85.1     20.0     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      37       35       37       48       54      115      115
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      163,367
COMMITMENTS
  25,432   25,075   30,991   75,509   80,505  131,932  136,571   31,435   26,796

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,366)
  12,017  -12,953      224  -12,414   16,425     -173    3,696    1,539   -2,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     15.3     19.0     46.2     49.3     80.8     83.6     19.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      166)
      34       43       52       51       52      128      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        4,914
COMMITMENTS
   2,137    2,177      243    1,232    1,066    3,612    3,486    1,302    1,428

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -762)
     277     -215      -38     -616     -293     -377     -546     -385     -216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5     44.3      4.9     25.1     21.7     73.5     70.9     26.5     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11       13        4        8        7       22       21
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,676
COMMITMENTS
   1,860    2,392      281    1,848    1,359    3,989    4,032    1,687    1,644

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        180)
      45      312     -113      130      -68       62      131      118       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8     42.1      5.0     32.6     23.9     70.3     71.0     29.7     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       15        4       10        7       24       23
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      364,581
COMMITMENTS
 118,996   69,452    6,251  178,792  158,202  304,039  233,905   60,542  130,676

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -15,388)
  17,770  -21,896   -6,916  -23,664      544  -12,810  -28,268   -2,578   12,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     19.0      1.7     49.0     43.4     83.4     64.2     16.6     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      15       26        5       39       47       55       77
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      379,969
COMMITMENTS
 101,226   91,348   13,167  202,456  157,658  316,849  262,173   63,120  117,796

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     30,147)
  -5,782   10,802    7,076   17,034   -4,193   18,328   13,685   11,819   16,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     24.0      3.5     53.3     41.5     83.4     69.0     16.6     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      18       34        5       47       53       65       92
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,955,525
COMMITMENTS
 392,364  412,554   54,283  1246450  937,544  1693097  1404381  262,428  551,144

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -81,031)
 -53,051   54,059 -116,199  136,034  -15,945  -33,216  -78,085  -47,815   -2,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     21.1      2.8     63.7     47.9     86.6     71.8     13.4     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      38       70       32       92      129      150      211
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,036,556
COMMITMENTS
 445,415  358,495  170,482  1110416  953,489  1726313  1482466  310,243  554,090

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    171,127)
 122,511   81,383   28,022    7,969    6,218  158,502  115,623   12,625   55,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     17.6      8.4     54.5     46.8     84.8     72.8     15.2     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      46       66       37       81      121      148      203
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,285,660
COMMITMENTS
 199,770  256,295   50,027  903,948  618,586  1153745  924,908  131,915  360,752

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -2,960)
    -604   70,621   -3,256   17,860  -82,082   14,000  -14,717  -16,960   11,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     19.9      3.9     70.3     48.1     89.7     71.9     10.3     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      28       54       27       56       87       97      155
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,288,620
COMMITMENTS
 200,374  185,674   53,283  886,088  700,668  1139745  939,625  148,875  348,995

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     90,467)
 -53,978   27,652   18,666  130,154   -6,994   94,842   39,324   -4,375   51,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     14.4      4.1     68.8     54.4     88.4     72.9     11.6     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      25       52       17       61       89       97      147
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      481,101
COMMITMENTS
 196,497   34,439   55,734  167,363  326,586  419,594  416,759   61,507   64,342

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     38,741)
  48,682     -783   16,847   -4,825  -13,685   60,704    2,379  -21,963   36,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8      7.2     11.6     34.8     67.9     87.2     86.6     12.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      34       11       25       42       39       82       69
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      442,360
COMMITMENTS
 147,815   35,222   38,887  172,188  340,271  358,890  414,380   83,470   27,980

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     13,793)
 -36,988   -5,417     -411   -1,109   16,492  -38,508   10,664   52,301    3,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      8.0      8.8     38.9     76.9     81.1     93.7     18.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      38        7       27       52       47       95       78
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       52,811
COMMITMENTS
  16,505    2,843        0   22,278   40,823   38,783   43,666   14,028    9,145

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      3,768)
   2,494     -287      -35    1,014    2,509    3,473    2,187      295    1,581

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      5.4      0.0     42.2     77.3     73.4     82.7     26.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      26        9        0       21       14       47       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,043
COMMITMENTS
  14,011    3,130       35   21,264   38,314   35,310   41,479   13,733    7,564

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        191)
    -104     -212      -66     -246      287     -416        9      607      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      6.4      0.1     43.4     78.1     72.0     84.6     28.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      23       12        1       19       12       43       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,707
COMMITMENTS
  10,982   26,832      872   50,717   21,589   62,571   49,293    8,136   21,414

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -1,329)
   2,593      829     -289   -2,710     -724     -406     -184     -923   -1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     37.9      1.2     71.7     30.5     88.5     69.7     11.5     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18       23        5       20       10       40       36
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       72,036
COMMITMENTS
   8,389   26,003    1,161   53,427   22,313   62,977   49,477    9,059   22,559

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        161)
  -1,535     -475      321    1,157     -696      -57     -850      218    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     36.1      1.6     74.2     31.0     87.4     68.7     12.6     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      14       24        5       20       11       37       37
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,429
COMMITMENTS
   5,964    6,256    1,439   31,942   30,601   39,345   38,296    1,084    2,133

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      3,220)
    -569      -19      -78    3,413    3,432    2,766    3,335      454     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     15.5      3.6     79.0     75.7     97.3     94.7      2.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3       24        4       19       22       25       47
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       37,209
COMMITMENTS
   6,533    6,275    1,517   28,529   27,169   36,579   34,961      630    2,248

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -530)
  -1,325     -550        0      525     -151     -800     -701      270      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     16.9      4.1     76.7     73.0     98.3     94.0      1.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6       23        4       19       19       27       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,613
COMMITMENTS
   5,656    2,372        0    8,464   11,668   14,120   14,040      493      573

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        -74)
       0     -373        0       -4      284       -4      -89      -70       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     16.2      0.0     57.9     79.8     96.6     96.1      3.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        8        0        6       12        7       20
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,687
COMMITMENTS
   5,656    2,745        0    8,468   11,384   14,124   14,129      563      558

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        696)
    -243      797        0      838      323      595    1,120      101     -424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.5     18.7      0.0     57.7     77.5     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        9        0        7       11        8       20
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,989
COMMITMENTS
   3,858    2,880    1,433   16,872   16,260   22,163   20,573    4,826    6,416

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        714)
     878      -13      172      133      658    1,183      817     -469     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     10.7      5.3     62.5     60.2     82.1     76.2     17.9     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      14        8       13       23       18       41       35
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       26,275
COMMITMENTS
   2,980    2,893    1,261   16,739   15,602   20,980   19,756    5,295    6,519

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        613)
    -169      127      -26      643      199      448      300      165      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     11.0      4.8     63.7     59.4     79.8     75.2     20.2     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12        8       12       23       20       38       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      104,265
COMMITMENTS
  22,935    8,381   20,337   41,519   42,689   84,791   71,407   19,474   32,858

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     10,049)
   5,183      746    1,927    1,928    6,025    9,038    8,698    1,011    1,351

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      8.0     19.5     39.8     40.9     81.3     68.5     18.7     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      58       29       46       26       38      119       95
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,216
COMMITMENTS
  17,752    7,635   18,410   39,591   36,664   75,753   62,709   18,463   31,507

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         99)
      70   -2,392      239     -155      865      154   -1,288      -55    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      8.1     19.5     42.0     38.9     80.4     66.6     19.6     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      46       33       49       25       35      111       97
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,006
COMMITMENTS
     255    1,476       81    1,654      399    1,990    1,956    1,016    1,050

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -511)
      -3      209     -536      -71      -66     -610     -393       99     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     49.1      2.7     55.0     13.3     66.2     65.1     33.8     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5       18        4        7        2       16       20
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,517
COMMITMENTS
     258    1,267      617    1,725      465    2,600    2,349      917    1,168

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        228)
      89      135      -12       35       47      112      170      116       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     36.0     17.5     49.0     13.2     73.9     66.8     26.1     33.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5       15        7        9        3       21       21
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      128,754
COMMITMENTS
  38,101   19,332   10,702   67,336   66,137  116,139   96,171   12,615   32,583

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -3,191)
     181    1,798   -2,095      359     -129   -1,555     -426   -1,636   -2,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     15.0      8.3     52.3     51.4     90.2     74.7      9.8     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      188)
      45       41       33       42       83      105      144
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      131,945
COMMITMENTS
  37,920   17,534   12,797   66,977   66,266  117,694   96,597   14,251   35,348

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -9,706)
  -5,330     -496     -831     -888   -6,533   -7,049   -7,860   -2,657   -1,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     13.3      9.7     50.8     50.2     89.2     73.2     10.8     26.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      38       49       38       52       86      115      154
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,199
COMMITMENTS
   2,126      295      216      848    3,434    3,190    3,945    2,009    1,254

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        -59)
      98      -83       47      187      204      332      168     -391     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.9      5.7      4.2     16.3     66.1     61.4     75.9     38.6     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      23        7        7       12       16       39       27
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,258
COMMITMENTS
   2,028      378      169      661    3,230    2,858    3,777    2,400    1,481

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -67)
    -129      -16      -15      -79     -117     -223     -148      156       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6      7.2      3.2     12.6     61.4     54.4     71.8     45.6     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      20        8        6       12       15       36       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       23,828
COMMITMENTS
   7,061    3,763    3,818    9,028    4,609   19,907   12,190    3,921   11,638

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -304)
     300       21     -274     -279      223     -253      -30      -51     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     15.8     16.0     37.9     19.3     83.5     51.2     16.5     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      27       20       20       33       40       70       75
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       24,132
COMMITMENTS
   6,761    3,742    4,092    9,307    4,386   20,160   12,220    3,972   11,912

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         17)
      88      191       21      351     -167      460       45     -443      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     15.5     17.0     38.6     18.2     83.5     50.6     16.5     49.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      28       19       20       36       43       74       76
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,644
COMMITMENTS
  11,793   18,622      963   56,547   60,041   69,303   79,626   26,341   16,018

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      7,369)
     518    4,206     -189    6,143      791    6,472    4,808      897    2,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     19.5      1.0     59.1     62.8     72.5     83.3     27.5     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      15       15        4       24       20       41       37
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       88,275
COMMITMENTS
  11,275   14,416    1,152   50,404   59,250   62,831   74,818   25,444   13,457

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,907)
     515   -1,651      155    4,311    8,682    4,981    7,186      -74   -2,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     16.3      1.3     57.1     67.1     71.2     84.8     28.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      13       13        5       25       18       41       33
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       61,956
COMMITMENTS
   7,313    9,216        0   36,723   39,778   44,036   48,994   17,920   12,962

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      7,519)
   2,523      976     -727    6,318    9,713    8,114    9,962     -595   -2,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     14.9      0.0     59.3     64.2     71.1     79.1     28.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        5        0       13       11       20       16
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       54,437
COMMITMENTS
   4,790    8,240      727   30,405   30,065   35,922   39,032   18,515   15,405

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,585)
     953   -6,866       -7   -7,391    9,050   -6,445    2,177    8,030     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     15.1      1.3     55.9     55.2     66.0     71.7     34.0     28.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        6        1       12        8       18       14
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      102,386
COMMITMENTS
  70,999    8,686      247   20,324   89,296   91,570   98,229   10,816    4,157

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,741)
    -257      448     -216    6,458    6,200    5,985    6,432   -1,244   -1,691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    69.3      8.5      0.2     19.9     87.2     89.4     95.9     10.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       96)
      55        9        2       15       22       71       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       97,645
COMMITMENTS
  71,256    8,238      463   13,866   83,096   85,585   91,797   12,060    5,848

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      8,550)
   7,061      207      247      -36    6,976    7,272    7,430    1,278    1,120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    73.0      8.4      0.5     14.2     85.1     87.6     94.0     12.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      58        8        2       15       23       74       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,910
COMMITMENTS
  38,182    4,663       34   15,806   62,860   54,022   67,557   25,888   12,353

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        732)
   8,813      450       10  -10,472     -165   -1,649      295    2,381      437

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.8      5.8      0.0     19.8     78.7     67.6     84.5     32.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      25        8        2        9       15       36       23
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,178
COMMITMENTS
  29,369    4,213       24   26,278   63,025   55,671   67,262   23,507   11,916

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      5,887)
   2,396     -521     -631    1,262    6,550    3,027    5,398    2,860      489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      5.3      0.0     33.2     79.6     70.3     85.0     29.7     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        1       12       17       34       25
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      153,631
COMMITMENTS
  13,422   20,545      189  107,980  112,908  121,591  133,642   32,040   19,989

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -453)
    -656  -19,468     -595    1,575   22,968      324    2,905     -777   -3,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     13.4      0.1     70.3     73.5     79.1     87.0     20.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      14       18        3       23       23       39       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      154,084
COMMITMENTS
  14,078   40,013      784  106,405   89,940  121,267  130,737   32,817   23,347

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      2,097)
   1,061    3,303     -177   -2,733   -2,624   -1,849      502    3,946    1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     26.0      0.5     69.1     58.4     78.7     84.8     21.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       19        4       24       24       42       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      169,942
COMMITMENTS
  46,880   13,462    1,179   60,219  108,439  108,278  123,080   61,664   46,862

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,981)
  17,876  -11,518     -437  -10,135   29,118    7,304   17,163   -2,323  -12,182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      7.9      0.7     35.4     63.8     63.7     72.4     36.3     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      32       18        7       31       28       67       49
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      164,961
COMMITMENTS
  29,004   24,980    1,616   70,354   79,321  100,974  105,917   63,987   59,044

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     16,830)
     892   -3,377      798    1,694    7,514    3,384    4,935   13,446   11,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     15.1      1.0     42.6     48.1     61.2     64.2     38.8     35.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      28       25        9       30       25       64       53
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       33,775
COMMITMENTS
  10,366    1,640      250   18,430   26,154   29,046   28,044    4,729    5,731

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,830)
       0        0        0    1,042      -38    1,042      -38      788    1,868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      4.9      0.7     54.6     77.4     86.0     83.0     14.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        7       17        9       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       31,945
COMMITMENTS
  10,366    1,640      250   17,388   26,192   28,004   28,082    3,941    3,863

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -14,674)
  -1,082    1,640      107  -14,670  -14,412  -15,645  -12,665      971   -2,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4      5.1      0.8     54.4     82.0     87.7     87.9     12.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1        8       17       10       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,314,107
COMMITMENTS
 737,253  1384262  910,058  5737405  4486532  7384716  6780852  929,391  1533255

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    319,479)
  35,128  116,965   35,187  218,787  189,228  289,102  341,380   30,377  -21,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     16.6     10.9     69.0     54.0     88.8     81.6     11.2     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      40       69       78      120      137      207      244
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,994,628
COMMITMENTS
 702,125  1267297  874,871  5518618  4297304  7095614  6439472  899,014  1555156

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    248,873)
  43,176  171,905   91,673   71,435  -99,135  206,284  164,443   42,589   84,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     15.9     10.9     69.0     53.8     88.8     80.5     11.2     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      254)
      39       66       79      120      134      207      241
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      709,236
COMMITMENTS
  65,782   83,044    8,570  487,703  507,921  562,055  599,535  147,181  109,701

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     13,151)
   3,662    2,709      349   10,227    1,370   14,238    4,428   -1,087    8,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     11.7      1.2     68.8     71.6     79.2     84.5     20.8     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      40       29       18       91       66      142      102
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      696,085
COMMITMENTS
  62,120   80,335    8,221  477,476  506,551  547,817  595,107  148,268  100,978

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      9,285)
    -926      -45      122    3,734    7,859    2,930    7,936    6,355    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     11.5      1.2     68.6     72.8     78.7     85.5     21.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      36       30       14       91       66      136      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,001,414
COMMITMENTS
 207,057  261,570   16,560  434,474  627,475  658,091  905,605  343,323   95,809

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     96,319)
    -154   21,344    5,317   52,500   81,412   57,663  108,073   38,656  -11,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     26.1      1.7     43.4     62.7     65.7     90.4     34.3      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       60       19       56       56      108      121
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      905,095
COMMITMENTS
 207,211  240,226   11,243  381,974  546,063  600,428  797,532  304,667  107,563

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:    -27,983)
  19,770   50,838    3,349  -25,650  -97,391   -2,531  -43,204  -25,452   15,221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     26.5      1.2     42.2     60.3     66.3     88.1     33.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      34       63       19       53       51      102      118
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,913
COMMITMENTS
   1,567      523       56    6,836   11,712    8,459   12,291    5,454    1,622

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        592)
     -43      283       56      838      187      851      526     -259       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      3.8      0.4     49.1     84.2     60.8     88.3     39.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       17       11       20       14
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       13,321
COMMITMENTS
   1,610      240        0    5,998   11,525    7,608   11,765    5,713    1,556

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         16)
       3      240        0      158     -222      161       18     -145       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      1.8      0.0     45.0     86.5     57.1     88.3     42.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       15       11       18       12
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       32,445
COMMITMENTS
   4,558    6,171      273   21,560   18,650   26,391   25,094    6,054    7,351

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,324)
   2,071      299        4   -2,221      686     -146      989    1,470      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     19.0      0.8     66.5     57.5     81.3     77.3     18.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        5        2       18       19       23       25
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       31,121
COMMITMENTS
   2,487    5,872      269   23,781   17,964   26,537   24,105    4,584    7,016

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        742)
    -327      222       43      883     -553      599     -288      143    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0     18.9      0.9     76.4     57.7     85.3     77.5     14.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        2       20       18       24       24
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       89,809
COMMITMENTS
   4,519   20,074        0   40,556   57,614   45,075   77,688   44,734   12,121

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      2,671)
    -125      643     -188    3,743    4,053    3,430    4,508     -759   -1,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     22.4      0.0     45.2     64.2     50.2     86.5     49.8     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      14       22        0       38       32       52       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       87,138
COMMITMENTS
   4,644   19,431      188   36,813   53,561   41,645   73,180   45,493   13,958

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      7,866)
  -1,899    2,047      -42    3,033    3,418    1,092    5,423    6,774    2,443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     22.3      0.2     42.2     61.5     47.8     84.0     52.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       23        3       33       27       49       51
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      457,495
COMMITMENTS
 115,131   99,353    2,718  305,684  169,033  423,533  271,104   33,962  186,391

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -16,733)
     121   -7,196     -854   -5,770    5,421   -6,503   -2,629  -10,230  -14,104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     21.7      0.6     66.8     36.9     92.6     59.3      7.4     40.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      46       58       11       46       31      100       92
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      474,228
COMMITMENTS
 115,010  106,549    3,572  311,454  163,612  430,036  273,733   44,192  200,495

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     57,162)
  13,155   11,405     -404   31,791    7,400   44,542   18,401   12,620   38,761

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     22.5      0.8     65.7     34.5     90.7     57.7      9.3     42.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       71       13       44       34      100      111
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      104,099
COMMITMENTS
  56,250      871    1,336   16,082   94,838   73,668   97,045   30,431    7,054

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      8,920)
   6,332   -3,077      242    1,827   12,566    8,401    9,731      519     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0      0.8      1.3     15.4     91.1     70.8     93.2     29.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        3        2       12       25       34       29
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       95,179
COMMITMENTS
  49,918    3,948    1,094   14,255   82,272   65,267   87,314   29,912    7,865

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      6,073)
   5,300   -3,971      995     -926    9,170    5,369    6,194      704     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4      4.1      1.1     15.0     86.4     68.6     91.7     31.4      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      22        2        3       10       23       33       27
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       35,719
COMMITMENTS
   1,503   14,550      310   27,635   16,418   29,448   31,278    6,271    4,441

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,123)
     128    1,055       50    4,052    2,955    4,230    4,060     -107       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     40.7      0.9     77.4     46.0     82.4     87.6     17.6     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       11        3       28       20       35       32
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,596
COMMITMENTS
   1,375   13,495      260   23,583   13,463   25,218   27,218    6,378    4,378

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,333)
     111    2,683      186    4,805    1,258    5,102    4,127     -769      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     42.7      0.8     74.6     42.6     79.8     86.1     20.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5       12        3       29       18       36       31
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      211,226
COMMITMENTS
  61,495   34,806    1,095  135,446  160,763  198,036  196,664   13,190   14,562

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     12,039)
  11,702    3,271     -291      -37    7,994   11,374   10,974      665    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     16.5      0.5     64.1     76.1     93.8     93.1      6.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      18       30        5       30       41       52       72
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      199,187
COMMITMENTS
  49,793   31,535    1,386  135,483  152,769  186,662  185,690   12,525   13,497

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     21,421)
  10,325    3,112      775   10,389   18,269   21,489   22,156      -68     -735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     15.8      0.7     68.0     76.7     93.7     93.2      6.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      100)
      15       33        4       26       39       44       73
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,064
COMMITMENTS
  11,848    8,498      154   15,744   23,908   27,746   32,560   12,318    7,504

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,788)
     634    1,124       26    2,268      513    2,928    1,663   -1,140      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6     21.2      0.4     39.3     59.7     69.3     81.3     30.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      22       17        3       19       22       43       40
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       38,276
COMMITMENTS
  11,214    7,374      128   13,476   23,395   24,818   30,897   13,458    7,379

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        -38)
     459   -1,855       18     -922      969     -445     -868      407      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     19.3      0.3     35.2     61.1     64.8     80.7     35.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      21       15        2       16       22       38       38
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      118,566
COMMITMENTS
     100   10,511    2,618   58,180   75,322   60,898   88,451   57,668   30,115

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -941)
    -190    3,601       87    1,848   -2,193    1,745    1,495   -2,686   -2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.9      2.2     49.1     63.5     51.4     74.6     48.6     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1       18        5       21       28       27       47
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      119,507
COMMITMENTS
     290    6,910    2,531   56,332   77,515   59,153   86,956   60,354   32,551

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -377)
    -110       -5       10   -3,001   -1,434   -3,101   -1,429    2,724    1,052

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.8      2.1     47.1     64.9     49.5     72.8     50.5     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2       15        4       19       26       24       43
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       99,341
COMMITMENTS
  47,371    4,887    7,835   14,986   77,260   70,192   89,982   29,149    9,359

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -2,762)
    -100     -270     -710   -1,039      955   -1,849      -25     -913   -2,737

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      4.9      7.9     15.1     77.8     70.7     90.6     29.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      81       20       32       19       35      115       77
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      102,103
COMMITMENTS
  47,471    5,157    8,545   16,025   76,305   72,041   90,007   30,062   12,096

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      5,204)
   3,807   -1,533    1,050   -1,526    4,329    3,331    3,846    1,873    1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5      5.1      8.4     15.7     74.7     70.6     88.2     29.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      81       25       34       18       38      116       85
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      112,973
COMMITMENTS
  49,255   16,029   14,176   34,259   73,780   97,690  103,985   15,283    8,988

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,169)
   5,095     -413      953   -2,149    3,215    3,899    3,755      270      414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6     14.2     12.5     30.3     65.3     86.5     92.0     13.5      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      164)
      63       49       27       39       44      126       97
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      108,804
COMMITMENTS
  44,160   16,442   13,223   36,408   70,565   93,791  100,230   15,013    8,574

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     13,760)
  11,379    4,288    2,377      890    6,278   14,646   12,943     -886      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     15.1     12.2     33.5     64.9     86.2     92.1     13.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      61       46       28       40       43      126       95
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      287,761
COMMITMENTS
 135,741   79,060   19,973   78,389  169,645  234,103  268,678   53,658   19,083

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     19,901)
  16,423   -1,353    2,032      865   18,522   19,320   19,201      581      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2     27.5      6.9     27.2     59.0     81.4     93.4     18.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
     108       44       34       35       49      167      112
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      267,860
COMMITMENTS
 119,318   80,413   17,941   77,524  151,123  214,783  249,477   53,077   18,383

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      5,271)
   9,897   -7,301    2,210  -10,508   11,614    1,599    6,523    3,672   -1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.5     30.0      6.7     28.9     56.4     80.2     93.1     19.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
     103       44       34       32       45      157      107
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        9,307
COMMITMENTS
   6,192      875      347      400    6,984    6,939    8,206    2,368    1,101

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        920)
     584      472       34      140      547      758    1,053      162     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5      9.4      3.7      4.3     75.0     74.6     88.2     25.4     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      20        3        4        3        3       26        8
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:        8,387
COMMITMENTS
   5,608      403      313      260    6,437    6,181    7,153    2,206    1,234

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -3,469)
     -58      113       35   -1,791   -2,311   -1,814   -2,163   -1,655   -1,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.9      4.8      3.7      3.1     76.7     73.7     85.3     26.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      17        3        4        2        3       22        8
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       66,242
COMMITMENTS
  13,779    7,924    2,464   35,945   36,028   52,188   46,416   14,054   19,826

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -10,346)
   4,256  -12,581   -2,674   -6,920    7,157   -5,338   -8,098   -5,008   -2,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     12.0      3.7     54.3     54.4     78.8     70.1     21.2     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      24       24       15       39       38       75       68
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       76,588
COMMITMENTS
   9,523   20,505    5,138   42,865   28,871   57,526   54,514   19,062   22,074

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -3,953)
    -871   -6,500     -236   -3,534     -103   -4,641   -6,839      688    2,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     26.8      6.7     56.0     37.7     75.1     71.2     24.9     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      20       32       20       47       32       81       73
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       33,913
COMMITMENTS
   1,230    3,753    1,106   20,535   18,158   22,871   23,017   11,042   10,896

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -4,044)
     195   -4,335   -1,014   -2,246      967   -3,065   -4,382     -979      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     11.1      3.3     60.6     53.5     67.4     67.9     32.6     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       10        5       19       20       29       31
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       37,957
COMMITMENTS
   1,035    8,088    2,120   22,781   17,191   25,936   27,399   12,021   10,558

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -2,410)
     -98   -2,074       41   -1,051     -704   -1,108   -2,737   -1,302      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     21.3      5.6     60.0     45.3     68.3     72.2     31.7     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5       18        7       21       17       31       38
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      108,045
COMMITMENTS
  40,194   21,521    3,766   47,093   73,881   91,053   99,168   16,992    8,877

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     12,854)
  12,848    3,163   -1,769      156   11,749   11,235   13,143    1,619     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.9      3.5     43.6     68.4     84.3     91.8     15.7      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      201)
      77       52       38       52       51      161      113
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       95,191
COMMITMENTS
  27,346   18,358    5,535   46,937   62,132   79,818   86,025   15,373    9,166

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      3,144)
   7,385   -6,943   -1,684   -1,817   14,557    3,884    5,930     -740   -2,786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     19.3      5.8     49.3     65.3     83.9     90.4     16.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      66       57       38       51       48      144      121
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       26,972
COMMITMENTS
  10,415    3,888    1,111   10,401   20,866   21,927   25,865    5,045    1,107

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -3,260)
   2,477     -505     -492   -4,884   -1,910   -2,899   -2,907     -361     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.6     14.4      4.1     38.6     77.4     81.3     95.9     18.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      56       21       16       21       16       90       41
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,232
COMMITMENTS
   7,938    4,393    1,603   15,285   22,776   24,826   28,772    5,406    1,460

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -5,483)
  -3,006    1,865   -1,895     -755   -5,393   -5,656   -5,423      173      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3     14.5      5.3     50.6     75.3     82.1     95.2     17.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      52       20       17       22       17       87       41
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      133,028
COMMITMENTS
  41,319    5,676    3,181   77,362  120,817  121,862  129,674   11,166    3,354

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     17,304)
  16,203   -1,699    2,010   -2,450   15,676   15,763   15,987    1,541    1,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1      4.3      2.4     58.2     90.8     91.6     97.5      8.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      60       25       21       43       35      116       73
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      115,724
COMMITMENTS
  25,116    7,375    1,171   79,812  105,141  106,099  113,687    9,625    2,037

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,681)
   1,326     -829      -27    2,750    5,410    4,049    4,554      632      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      6.4      1.0     69.0     90.9     91.7     98.2      8.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      47       20        6       45       33       96       56
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      360,142
COMMITMENTS
 103,081   33,169   24,679  161,061  265,857  288,821  323,705   71,321   36,437

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -21,306)
  -8,736    3,062    4,249   -8,490  -24,969  -12,977  -17,658   -8,329   -3,648

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      9.2      6.9     44.7     73.8     80.2     89.9     19.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      51       31       29       47       43      117       85
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      381,448
COMMITMENTS
 111,817   30,107   20,430  169,551  290,826  301,798  341,363   79,650   40,085

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -7,587)
  -3,228      897     -711   -1,363  -11,987   -5,302  -11,801   -2,285    4,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      7.9      5.4     44.4     76.2     79.1     89.5     20.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      58       27       32       50       45      129       86
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      109,420
COMMITMENTS
  53,228   11,283    7,266   36,993   84,968   97,487  103,517   11,933    5,903

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      3,420)
       2      565    2,594      590      272    3,186    3,431      234      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.6     10.3      6.6     33.8     77.7     89.1     94.6     10.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      332)
     143       49       50       86      110      254      196
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      106,000
COMMITMENTS
  53,226   10,718    4,672   36,403   84,696   94,301  100,086   11,699    5,914

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     -5,705)
    -767    1,086     -203   -3,051   -2,521   -4,021   -1,638   -1,684   -4,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     10.1      4.4     34.3     79.9     89.0     94.4     11.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     131       55       42       84      110      237      190
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       23,437
COMMITMENTS
   7,442   14,440    2,217   11,556    3,931   21,215   20,588    2,222    2,849

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      1,898)
     415    1,616       84    1,449     -277    1,948    1,423      -50      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     61.6      9.5     49.3     16.8     90.5     87.8      9.5     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       27        7        4        8       18       39
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,539
COMMITMENTS
   7,027   12,824    2,133   10,107    4,208   19,267   19,165    2,272    2,374

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,540)
     952    6,087       34    4,014   -1,962    5,000    4,159     -460      381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     59.5      9.9     46.9     19.5     89.5     89.0     10.5     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       27        5        4        7       20       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      162,734
COMMITMENTS
  27,665   30,522   14,821   90,730   90,523  133,216  135,866   29,518   26,868

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:      4,406)
   6,848    6,481     -534   -2,909   -1,549    3,405    4,398    1,001        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     18.8      9.1     55.8     55.6     81.9     83.5     18.1     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      25       30       29       58       64      108      100
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      158,328
COMMITMENTS
  20,817   24,041   15,355   93,639   92,072  129,811  131,468   28,517   26,860

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      9,097)
   6,666       46    3,780   -3,740    4,386    6,706    8,212    2,391      885

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     15.2      9.7     59.1     58.2     82.0     83.0     18.0     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      23       30       30       61       65      107      103
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      418,238
COMMITMENTS
  38,021   54,126  131,295  175,938  204,874  345,254  390,295   72,984   27,943

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -5,426)
   9,495  -14,624    1,936  -21,134   12,460   -9,703     -228    4,277   -5,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     12.9     31.4     42.1     49.0     82.5     93.3     17.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      55       41       64       75       67      159      150
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      423,664
COMMITMENTS
  28,526   68,750  129,359  197,072  192,414  354,957  390,523   68,707   33,141

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     12,520)
   3,310    7,020    4,105    3,941    1,712   11,356   12,837    1,164     -317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     16.2     30.5     46.5     45.4     83.8     92.2     16.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      204)
      48       58       64       92       74      171      169
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,492
COMMITMENTS
   4,348    4,708        0   54,833   57,160   59,181   61,868    7,311    4,624

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -3,196)
     353      124   -1,333   -1,523   -2,461   -2,503   -3,670     -693      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      7.1      0.0     82.5     86.0     89.0     93.0     11.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       19       20       20
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       69,688
COMMITMENTS
   3,995    4,584    1,333   56,356   59,621   61,684   65,538    8,004    4,150

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,696)
       0        0        0      780    1,394      780    1,394      916      302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      6.6      1.9     80.9     85.6     88.5     94.0     11.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       27       22       29       24
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       38,769
COMMITMENTS
   4,212      143    4,297   26,052   30,510   34,561   34,950    4,208    3,819

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -4,318)
   2,027   -1,292     -135   -5,526   -3,960   -3,634   -5,387     -684    1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.4     11.1     67.2     78.7     89.1     90.1     10.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        3       17       14       21       17
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,087
COMMITMENTS
   2,185    1,435    4,432   31,578   34,470   38,195   40,337    4,892    2,750

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      1,772)
    -372     -368      771      728      606    1,127    1,009      645      763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.3     10.3     73.3     80.0     88.6     93.6     11.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       20       19       23       23
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       61,235
COMMITMENTS
   5,740    1,607      906   47,861   49,778   54,507   52,291    6,728    8,944

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -6,610)
  -2,310    1,607     -310   -5,342   -5,378   -7,962   -4,081    1,352   -2,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      2.6      1.5     78.2     81.3     89.0     85.4     11.0     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       19       16       20       18
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       67,845
COMMITMENTS
   8,050        0    1,216   53,203   55,156   62,469   56,372    5,376   11,473

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      3,138)
   1,222        0       62    1,883    2,410    3,167    2,472      -29      666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      0.0      1.8     78.4     81.3     92.1     83.1      7.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       22       18       23       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      930,637
COMMITMENTS
 246,185   62,269  157,808  509,801  700,076  913,794  920,153   16,843   10,484

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -53,276)
  16,814      759  -15,512  -40,265  -27,237  -38,963  -41,990  -14,313  -11,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5      6.7     17.0     54.8     75.2     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      17        7       23       77       73      105       97
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      983,913
COMMITMENTS
 229,371   61,510  173,320  550,066  727,313  952,757  962,143   31,156   21,770

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     28,348)
 -10,441   -5,232    5,991   19,493   13,708   15,043   14,467   13,305   13,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      6.3     17.6     55.9     73.9     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      18        9       27       84       77      115      105
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      108,407
COMMITMENTS
  24,742   45,890   21,960   56,317   38,757  103,019  106,607    5,388    1,800

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:    -22,295)
  -4,103    7,959  -14,729   -6,296  -16,236  -25,128  -23,006    2,833      711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     42.3     20.3     51.9     35.8     95.0     98.3      5.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        7       13       19       19       36       32
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      130,702
COMMITMENTS
  28,845   37,931   36,689   62,613   54,993  128,147  129,613    2,555    1,089

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     13,624)
   7,300    3,678    2,132    4,162    8,524   13,594   14,334       30     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     29.0     28.1     47.9     42.1     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        8       14       24       28       42       42
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,980
COMMITMENTS
   3,142    3,710    9,010   27,451   27,449   39,603   40,169    1,377      811

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        857)
    -312   -1,820      480     -380    1,626     -212      286    1,069      571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      9.1     22.0     67.0     67.0     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        3        6       22       26       29       33
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       40,123
COMMITMENTS
   3,454    5,530    8,530   27,831   25,823   39,815   39,883      308      240

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        971)
     740      980     -255      706       46    1,191      771     -220      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     13.8     21.3     69.4     64.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        6        7       22       27       29       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,773
COMMITMENTS
   2,402    1,340    1,879   14,492   15,514   18,773   18,733        0       40

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        172)
     258      -44        0      -86      176      172      132        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      7.1     10.0     77.2     82.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       16       16       20       20
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,601
COMMITMENTS
   2,144    1,384    1,879   14,578   15,338   18,601   18,601        0        0

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:       -554)
     248     -596       88     -890      -46     -554     -554        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      7.4     10.1     78.4     82.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        3       16       16       20       20
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,318
COMMITMENTS
     218    5,614    1,228    7,872    2,476    9,318    9,318        0        0

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:        -42)
       0        0        0      -42      -42      -42      -42        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     60.2     13.2     84.5     26.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       14       11       17       15
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        9,360
COMMITMENTS
     218    5,614    1,228    7,914    2,518    9,360    9,360        0        0

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         46)
       0    1,016     -508      554     -462       46       46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     60.0     13.1     84.6     26.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        3       14       11       17       15
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      775,874
COMMITMENTS
 130,797   70,624   97,516  482,665  533,258  710,978  701,398   64,896   74,476

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     15,584)
   9,833    3,836   -3,008   -1,721    9,022    5,104    9,850   10,480    5,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      9.1     12.6     62.2     68.7     91.6     90.4      8.4      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      67       74       79       80       85      198      195
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      760,290
COMMITMENTS
 120,964   66,788  100,524  484,386  524,236  705,874  691,548   54,416   68,742

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:     20,203)
  19,001   -3,547   -4,009    3,406   30,858   18,398   23,302    1,805   -3,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      8.8     13.2     63.7     69.0     92.8     91.0      7.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      66       67       73       84       93      194      193
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,290
COMMITMENTS
   7,981    2,549       93    2,397    9,538   10,471   12,180    2,819    1,110

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -1,112)
    -111      -23     -692       32     -251     -771     -966     -341     -146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.1     19.2      0.7     18.0     71.8     78.8     91.6     21.2      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      63       22        4       17       23       83       46
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       14,402
COMMITMENTS
   8,092    2,572      785    2,365    9,789   11,242   13,146    3,160    1,256

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:        448)
      19       47       41      -38      121       22      209      426      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     17.9      5.5     16.4     68.0     78.1     91.3     21.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      63       21        5       12       24       80       48
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,347
COMMITMENTS
   3,352      380      160    1,772    5,852    5,284    6,392    2,063      955

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:       -163)
    -421       25      160      -89     -335     -350     -150      187      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      5.2      2.2     24.1     79.7     71.9     87.0     28.1     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        3        7       12       28       18
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,510
COMMITMENTS
   3,773      355        0    1,861    6,187    5,634    6,542    1,876      968

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:         78)
     155       44        0       71        1      226       45     -148       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2      4.7      0.0     24.8     82.4     75.0     87.1     25.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      20        3        0        8       15       28       18
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/01/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      156,234
COMMITMENTS
  31,099    5,517   12,885   94,558  124,220  138,542  142,622   17,692   13,612

CHANGES FROM 02/22/05 (CHANGE IN OPEN INTEREST:     -4,993)
   2,960    2,471   -1,905   -8,505   -4,321   -7,450   -3,755    2,457   -1,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      3.5      8.2     60.5     79.5     88.7     91.3     11.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      40       24       42       71       79      135      128
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 02/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      161,227
COMMITMENTS
  28,139    3,046   14,790  103,063  128,541  145,992  146,377   15,235   14,850

CHANGES FROM 02/15/05 (CHANGE IN OPEN INTEREST:      4,109)
   6,318   -1,118     -170   -1,060    4,418    5,088    3,130     -979      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.9      9.2     63.9     79.7     90.6     90.8      9.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      46       16       37       75       81      137      123


Updated March 11, 2005