WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      262,534
COMMITMENTS
  31,648   73,687   49,226  140,824  100,420  221,698  223,333   40,837   39,201

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      1,324)
     163      148    4,912     -537   -3,001    4,538    2,060   -3,214     -736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     28.1     18.8     53.6     38.3     84.4     85.1     15.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      253)
      77      101       81       52       55      174      201
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      797,695
COMMITMENTS
  63,921  193,205  110,175  459,721  281,208  633,817  584,588  163,878  213,107

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     10,520)
     803    1,467    5,065    3,505    2,478    9,373    9,010    1,147    1,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     24.2     13.8     57.6     35.3     79.5     73.3     20.5     26.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      516)
     110      165      137      198      171      396      399
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,972
COMMITMENTS
   3,114      460      581    1,817    6,413    5,512    7,454    4,460    2,518

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        -78)
    -601      -35      -41      452      160     -190       84      112     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.2      4.6      5.8     18.2     64.3     55.3     74.8     44.7     25.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      18        6        5        9       15       29       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      368,223
COMMITMENTS
  33,575   90,017   82,229  184,337  120,503  300,141  292,750   68,082   75,474

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:      6,406)
    -155    4,174    2,274    3,021    2,396    5,139    8,844    1,267   -2,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.1     24.4     22.3     50.1     32.7     81.5     79.5     18.5     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      366)
     101      145      139       93       87      278      300
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      206,235
COMMITMENTS
  17,014   61,360   32,425  129,124   85,380  178,563  179,165   27,672   27,070

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     10,045)
   1,009    3,785      887    5,666    5,467    7,562   10,138    2,483      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2     29.8     15.7     62.6     41.4     86.6     86.9     13.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      30       64       39       53       45      107      135
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,008,853
COMMITMENTS
 183,066  143,332  138,845  500,379  519,072  822,290  801,249  186,563  207,604

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    110,011)
  39,357  -25,791   41,332   23,120   79,559  103,809   95,100    6,202   14,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1     14.2     13.8     49.6     51.5     81.5     79.4     18.5     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      41       49       55       73       85      150      155
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      198,408
COMMITMENTS
  10,010   53,023   40,661  114,395   70,906  165,065  164,590   33,342   33,818

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     14,998)
     -31   10,065    2,815    9,414     -997   12,198   11,883    2,800    3,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     26.7     20.5     57.7     35.7     83.2     83.0     16.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      24       66       56       57       55      122      158
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,137
COMMITMENTS
   1,776    2,089      890    1,907    1,295    4,573    4,274    1,563    1,863

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        232)
      10      135       95       87       -5      192      225       40        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     34.0     14.5     31.1     21.1     74.5     69.6     25.5     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       15        6       13        9       29       25
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      329,924
COMMITMENTS
 104,088   77,212      375  169,951  146,075  274,414  223,662   55,510  106,262

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     20,507)
  16,447   -3,196       26    2,822   14,320   19,295   11,150    1,212    9,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.5     23.4      0.1     51.5     44.3     83.2     67.8     16.8     32.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      16       33        1       45       45       62       78
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,368,313
COMMITMENTS
 263,935  271,231  434,141  1330041  1102202  2028117  1807574  340,196  560,739

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     94,643)
  16,068  -21,614   98,851   -9,056   56,552  105,863  133,788  -11,221  -39,146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     11.5     18.3     56.2     46.5     85.6     76.3     14.4     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      62       62       76      122      151      221      252
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,503,248
COMMITMENTS
 241,148  196,413  131,868  954,165  807,447  1327181  1135728  176,067  367,520

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     34,474)
 -28,074  -17,957   -1,146   42,547    9,053   13,327  -10,050   21,148   44,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0     13.1      8.8     63.5     53.7     88.3     75.6     11.7     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      200)
      36       50       47       78      105      138      178
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      536,172
COMMITMENTS
 166,574   36,982  138,488  195,915  329,825  500,977  505,295   35,195   30,877

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:    -83,599)
 -16,236  -15,176   -3,637  -27,509  -46,289  -47,381  -65,101  -36,218  -18,498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      6.9     25.8     36.5     61.5     93.4     94.2      6.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      42       12       33       57       59      105       98
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       49,831
COMMITMENTS
  12,609    3,140      790   21,955   37,769   35,355   41,699   14,476    8,132

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        880)
      86   -5,567      240      -80    6,117      246      790      634       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      6.3      1.6     44.1     75.8     70.9     83.7     29.1     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      24       10        6       22       12       51       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       77,672
COMMITMENTS
   8,934   25,978    3,905   54,437   24,763   67,276   54,645   10,397   23,027

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:     -5,971)
  -1,885    1,898      904    5,407   -3,726    4,427     -924  -10,397   -5,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5     33.4      5.0     70.1     31.9     86.6     70.4     13.4     29.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       24       15       20       12       43       45
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       40,003
COMMITMENTS
   8,761    9,577    1,014   29,865   28,070   39,640   38,661      363    1,342

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:       -942)
     655     -688        0   -1,641     -149     -986     -837       44     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9     23.9      2.5     74.7     70.2     99.1     96.6      0.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       23        3       19       19       27       42
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,540
COMMITMENTS
   5,689    1,903        0    8,816   12,116   14,505   14,019       35      521

CHANGES FROM 02/01/05 (CHANGE IN OPEN INTEREST:        406)
       0      238        0      456     -138      456      100      -50      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1     13.1      0.0     60.6     83.3     99.8     96.4      0.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        7        0        6       10        8       17
 

Updated February 11, 2005