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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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
 
 
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 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
 
 
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 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
 

Updated March 4, 2005