WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      309,942
COMMITMENTS
  63,046   25,349   70,475  145,203  171,197  278,724  267,021   31,218   42,921

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,053)
   1,873   -4,465    6,592    5,449    7,775   13,914    9,903   -2,860    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      8.2     22.7     46.8     55.2     89.9     86.2     10.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      87       76       79       48       62      192      169
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      827,996
COMMITMENTS
 117,810   66,418  111,364  457,582  415,039  686,756  592,821  141,240  235,175

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -11,041)
 -10,498   -9,572   -1,774   13,612   -1,324    1,340  -12,670  -12,381    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      8.0     13.4     55.3     50.1     82.9     71.6     17.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     127       95      117      220      219      415      374
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,138
COMMITMENTS
   2,161      741      400    1,028    5,319    3,588    6,460    4,550    1,678

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -319)
     -80       30        6      -56     -449     -130     -414     -189       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      9.1      4.9     12.6     65.4     44.1     79.4     55.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        7        4       10       14       24       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,882
COMMITMENTS
  66,718   25,462   97,069  200,528  187,162  364,315  309,693   71,567  126,190

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -8,736)
    -651  -10,663      457     -544    1,844     -739   -8,362   -7,997     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      5.8     22.3     46.0     42.9     83.6     71.0     16.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     132      119      149      110      116      326      306
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,264
COMMITMENTS
  14,005    4,266      313      312      863   14,630    5,442    2,634   11,822

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        156)
     908      113      116     -176       15      848      244     -692      -88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    81.1     24.7      1.8      1.8      5.0     84.7     31.5     15.3     68.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      15        8       10        2        3       23       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      182,751
COMMITMENTS
  34,514   11,561   32,039   86,737  124,127  153,290  167,727   29,460   15,023

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -9,236)
  -4,642      283   -4,105    3,092   -4,907   -5,655   -8,729   -3,580     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      6.3     17.5     47.5     67.9     83.9     91.8     16.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      48       28       39       44       47      113      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,010,271
COMMITMENTS
 123,977  159,459  163,689  581,682  484,508  869,349  807,656  140,923  202,615

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,354)
   1,429   11,441  -16,032   13,510      191   -1,093   -4,400   -6,262   -2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     15.8     16.2     57.6     48.0     86.1     79.9     13.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       49       59       84       86      154      162
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      162,689
COMMITMENTS
  35,223   12,137   29,395   65,555   98,379  130,174  139,910   32,516   22,779

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -10,287)
  -2,018      225    1,842   -7,193  -12,185   -7,368  -10,118   -2,919     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      7.5     18.1     40.3     60.5     80.0     86.0     20.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      50       33       43       54       55      134      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,444
COMMITMENTS
   3,024    1,722      503      944    2,965    4,471    5,190    1,973    1,254

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        138)
      64       58      -34       20      288       49      312       88     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     26.7      7.8     14.7     46.0     69.4     80.5     30.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       11        6        9       13       25       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      330,537
COMMITMENTS
 115,303   75,539      869  156,503  147,364  272,675  223,772   57,862  106,765

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      8,957)
  10,735    3,706   -1,422   -4,305    9,710    5,008   11,994    3,949   -3,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.9     22.9      0.3     47.3     44.6     82.5     67.7     17.5     32.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      17       29        3       38       45       56       76
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,004,816
COMMITMENTS
 400,570  639,434  491,512  1866592  1244788  2758674  2375734  246,143  629,082

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     98,529)
   5,820   90,422    6,800   86,613   10,138   99,233  107,360     -703   -8,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     21.3     16.4     62.1     41.4     91.8     79.1      8.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      39       94       82      117      145      210      267
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,807,542
COMMITMENTS
 232,331  332,949  324,610  1082637  753,613  1639577  1411172  167,965  396,370

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -22,430)
  -3,059  -39,409   20,318  -55,818  -33,056  -38,559  -52,147   16,129   29,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     18.4     18.0     59.9     41.7     90.7     78.1      9.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      45       52       54       71       88      139      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      693,619
COMMITMENTS
 230,104   52,613  174,923  239,366  423,596  644,393  651,132   49,226   42,487

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     43,516)
     970      880    4,798   29,251   34,231   35,018   39,910    8,498    3,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      7.6     25.2     34.5     61.1     92.9     93.9      7.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      38       18       39       55       56      106      101
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,051
COMMITMENTS
  10,061    5,314      572   21,434   26,539   32,067   32,426    7,984    7,625

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -25,515)
  -4,625    1,642   -2,660  -15,849  -17,350  -23,135  -18,369   -2,381   -7,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     13.3      1.4     53.5     66.3     80.1     81.0     19.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      22        9        6       19       11       44       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       36,476
COMMITMENTS
   9,053    7,977    3,195   10,811   18,326   23,059   29,498   13,417    6,978

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -46,112)
  -2,932  -15,170   -8,403  -26,545  -17,135  -37,881  -40,708   -8,230   -5,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     21.9      8.8     29.6     50.2     63.2     80.9     36.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       18       19       11       18       45       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,615
COMMITMENTS
   4,182    6,574    1,046   29,229   25,573   34,457   33,193      158    1,422

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,886)
     109     -302      -65   -1,992   -1,731   -1,948   -2,098       62      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     19.0      3.0     84.4     73.9     99.5     95.9      0.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       23        4       18       20       26       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,185
COMMITMENTS
       0    2,681        0   13,125   10,666   13,125   13,347    1,060      838

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        147)
       0     -329        0     -912     -250     -912     -579    1,059      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     18.9      0.0     92.5     75.2     92.5     94.1      7.5      5.9

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

Updated March 25, 2005