WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      227,257
COMMITMENTS
  61,877   46,094   18,417  120,350  126,097  200,644  190,608   26,613   36,649

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     12,104)
   2,457    1,317    3,000    9,741    6,810   15,198   11,127   -3,094      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     20.3      8.1     53.0     55.5     88.3     83.9     11.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      75       77       51       37       54      154      149
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      215,153
COMMITMENTS
  59,420   44,777   15,417  110,609  119,287  185,446  179,481   29,707   35,672

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      3,358)
   5,242    6,849   -3,758   -2,018   -3,679     -534     -588    3,892    3,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     20.8      7.2     51.4     55.4     86.2     83.4     13.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      75       71       47       36       51      151      139
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      676,579
COMMITMENTS
 119,921   70,903   35,734  405,743  364,059  561,398  470,696  115,181  205,883

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,491)
  -9,118   -8,793   -1,337    9,333    1,532   -1,122   -8,598   -6,369    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     10.5      5.3     60.0     53.8     83.0     69.6     17.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     124       79       76      175      198      343      322
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      684,070
COMMITMENTS
 129,039   79,696   37,071  396,410  362,527  562,520  479,294  121,550  204,776

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     44,275)
  15,506   -7,358   -4,744   24,364   44,806   35,126   32,704    9,149   11,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     11.7      5.4     57.9     53.0     82.2     70.1     17.8     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      465)
     132       78       80      170      189      345      316
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:        7,163
COMMITMENTS
   2,245      782        4      939    4,989    3,188    5,775    3,975    1,388

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -326)
     -95       38       -1       28     -360      -68     -323     -258       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     10.9      0.1     13.1     69.6     44.5     80.6     55.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        2        9       14       23       20
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,489
COMMITMENTS
   2,340      744        5      911    5,349    3,256    6,098    4,233    1,391

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        410)
     111      -10      -82      -13      784       16      692      394     -282

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      9.9      0.1     12.2     71.4     43.5     81.4     56.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      14        5        2       10       15       25       21
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      304,258
COMMITMENTS
  65,696   48,054   21,667  168,604  139,161  255,967  208,882   48,291   95,376

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,948)
  -1,366   -9,629    4,169   -2,712    3,307       91   -2,153   -4,039   -1,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     15.8      7.1     55.4     45.7     84.1     68.7     15.9     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     105      106       88       86      106      258      251
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      308,206
COMMITMENTS
  67,062   57,683   17,498  171,316  135,854  255,876  211,035   52,330   97,171

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     19,796)
   3,304      282   -5,327   19,198   20,755   17,175   15,710    2,621    4,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     18.7      5.7     55.6     44.1     83.0     68.5     17.0     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
      98      112       71       83      102      235      243
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
    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
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,108
COMMITMENTS
  13,097    4,153      197      488      848   13,782    5,198    3,326   11,910

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,581)
   2,127      410       39      138      261    2,304      710      277    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    76.6     24.3      1.2      2.9      5.0     80.6     30.4     19.4     69.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        8        9        3        3       20       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      163,125
COMMITMENTS
  34,676   13,884   21,488   78,944  113,935  135,108  149,307   28,017   13,818

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,563)
  -3,813      389   -2,690    3,304   -3,808   -3,199   -6,109   -3,364     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      8.5     13.2     48.4     69.8     82.8     91.5     17.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      46       27       35       42       42      108       94
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      169,688
COMMITMENTS
  38,489   13,495   24,178   75,640  117,743  138,307  155,416   31,381   14,272

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,041)
   2,825   -2,326     -639    3,310   10,561    5,496    7,596    3,545    1,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      8.0     14.2     44.6     69.4     81.5     91.6     18.5      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      49       26       35       42       42      113       92
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      741,488
COMMITMENTS
 115,751  152,006   31,001  478,248  391,909  625,000  574,916  116,488  166,572

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -14,004)
 -11,880      371   -6,313    9,696   -4,179   -8,497  -10,121   -5,507   -3,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     20.5      4.2     64.5     52.9     84.3     77.5     15.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       37       29       64       75      116      131
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      755,492
COMMITMENTS
 127,631  151,635   37,314  468,552  396,088  633,497  585,037  121,995  170,455

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -42,699)
  -2,979    8,738  -15,095  -12,011  -28,987  -30,085  -35,344  -12,614   -7,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     20.1      4.9     62.0     52.4     83.9     77.4     16.1     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      39       37       24       62       69      111      121
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      141,686
COMMITMENTS
  35,185   20,143   16,605   60,817   84,636  112,607  121,384   29,079   20,302

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -9,927)
  -1,881    1,322      896   -6,260  -11,771   -7,245   -9,553   -2,682     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     14.2     11.7     42.9     59.7     79.5     85.7     20.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      48       29       36       49       48      123      102
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      151,613
COMMITMENTS
  37,066   18,821   15,709   67,077   96,407  119,852  130,937   31,761   20,676

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -1,768)
   2,678   -1,171   -6,901      668    6,331   -3,555   -1,741    1,787      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     12.4     10.4     44.2     63.6     79.1     86.4     20.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      47       25       30       49       51      117       97
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:        5,816
COMMITMENTS
   3,020    1,873      147      872    2,634    4,039    4,654    1,777    1,162

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        164)
      76       51      -19       56      299      113      331       51     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     32.2      2.5     15.0     45.3     69.4     80.0     30.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       12        5        7       11       23       24
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,652
COMMITMENTS
   2,944    1,822      166      816    2,335    3,926    4,323    1,726    1,329

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        257)
      69     -427      -50      -72      842      -53      365      310     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.1     32.2      2.9     14.4     41.3     69.5     76.5     30.5     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      12       11        3        6        9       20       21
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      330,524
COMMITMENTS
 115,303   75,539      869  156,503  147,364  272,675  223,772   57,849  106,752

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      8,972)
  10,735    3,706   -1,422   -4,305    9,710    5,008   11,994    3,964   -3,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      321,552
COMMITMENTS
 104,568   71,833    2,291  160,808  137,654  267,667  211,778   53,885  109,774

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -6,950)
  -7,552    2,527     -605    4,085  -11,877   -4,072   -9,955   -2,878    3,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     22.3      0.7     50.0     42.8     83.2     65.9     16.8     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       25        3       40       42       56       70
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:    2,119,182
COMMITMENTS
 428,369  647,754   60,901  1440222  864,011  1929492  1572666  189,690  546,516

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     62,255)
  14,038   86,369   -2,135   56,912  -10,406   68,815   73,828   -6,560  -11,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     30.6      2.9     68.0     40.8     91.0     74.2      9.0     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      39       89       37       81      132      139      239
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,056,927
COMMITMENTS
 414,331  561,385   63,036  1383310  874,417  1860677  1498838  196,250  558,089

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    119,611)
  20,985   57,896   -5,630   72,746   14,040   88,101   66,306   31,510   53,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     27.3      3.1     67.3     42.5     90.5     72.9      9.5     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      48       74       33       84      133      149      223
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:    1,322,955
COMMITMENTS
 212,996  327,769   29,908  932,369  604,488  1175273  962,165  147,682  360,790

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -65,951)
  -1,873  -38,992   -4,129  -70,884  -44,884  -76,886  -88,005   10,935   22,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.8      2.3     70.5     45.7     88.8     72.7     11.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      30       62       27       55       78      103      149
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,388,906
COMMITMENTS
 214,869  366,761   34,037  1003253  649,372  1252159  1050170  136,747  338,736

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     56,976)
  -4,058   50,916  -29,159   95,862   60,892   62,645   82,649   -5,669  -25,673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5     26.4      2.5     72.2     46.8     90.2     75.6      9.8     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      31       60       30       60       89      110      160
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      524,578
COMMITMENTS
 230,539   49,119   45,919  201,909  389,688  478,367  484,726   46,211   39,852

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     34,917)
   4,542    2,973   -3,962   26,125   31,650   26,705   30,661    8,212    4,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9      9.4      8.8     38.5     74.3     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      37       12       27       47       45       90       79
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      489,661
COMMITMENTS
 225,997   46,146   49,881  175,784  358,038  451,662  454,065   37,999   35,596

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     52,714)
  33,872    4,312   -5,734   21,199   51,976   49,337   50,554    3,377    2,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.2      9.4     10.2     35.9     73.1     92.2     92.7      7.8      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      30       15       25       42       44       79       77
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:       38,488
COMMITMENTS
  10,008    5,153        0   21,239   26,291   31,247   31,444    7,241    7,044

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -24,849)
  -4,594    1,505   -2,487  -15,546  -17,197  -22,627  -18,179   -2,222   -6,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     13.4      0.0     55.2     68.3     81.2     81.7     18.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20        9        0       17       10       37       19
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       63,337
COMMITMENTS
  14,602    3,648    2,487   36,785   43,488   53,874   49,623    9,463   13,714

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      8,060)
  -2,062    1,180    1,716   13,479      884   13,133    3,780   -5,073    4,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      5.8      3.9     58.1     68.7     85.1     78.3     14.9     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      24       16       11       24       20       55       40
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:       30,878
COMMITMENTS
  10,296    7,461      544    8,238   16,955   19,078   24,960   11,800    5,918

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -39,311)
  -1,327  -20,077   -3,274  -25,825  -10,295  -30,426  -33,646   -8,885   -5,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     24.2      1.8     26.7     54.9     61.8     80.8     38.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       13        2       10       15       34       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       70,189
COMMITMENTS
  11,623   27,538    3,818   34,063   27,250   49,504   58,606   20,685   11,583

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -4,423)
   1,351   -1,893    2,849  -20,459    6,943  -16,259    7,899   11,836  -12,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     39.2      5.4     48.5     38.8     70.5     83.5     29.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       21       23       21       19       55       52
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
    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 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,501
COMMITMENTS
   4,073    6,876    1,111   31,221   27,304   36,405   35,291       96    1,210

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,198)
  -2,251     -103        0      839   -1,495   -1,412   -1,598     -786     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     18.8      3.0     85.5     74.8     99.7     96.7      0.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4       22        4       18       20       25       43
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
     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
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,038
COMMITMENTS
       0    3,010        0   14,037   10,916   14,037   13,926        1      112

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -3,142)
  -5,726       14        0    2,677   -3,080   -3,049   -3,066      -93      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.4      0.0    100.0     77.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0       10        0        5       10        5       20
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       24,864
COMMITMENTS
   2,356    2,590    1,291   15,772   15,177   19,419   19,058    5,445    5,806

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,721)
     -20      138      224    1,163      943    1,367    1,305      354      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.4      5.2     63.4     61.0     78.1     76.6     21.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        6       13       19       19       35       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       23,143
COMMITMENTS
   2,376    2,452    1,067   14,609   14,234   18,052   17,753    5,091    5,390

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -135)
      56      109     -265      259      217       50       61     -185     -196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     10.6      4.6     63.1     61.5     78.0     76.7     22.0     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        6       11       20       18       33       33
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       91,044
COMMITMENTS
  18,294    6,994   13,019   44,230   40,933   75,543   60,946   15,501   30,098

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,253)
    -417   -1,288    1,575    1,319    1,002    2,477    1,289   -1,224      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      7.7     14.3     48.6     45.0     83.0     66.9     17.0     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      54       23       48       23       35      103       95
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       89,791
COMMITMENTS
  18,711    8,282   11,444   42,911   39,931   73,066   59,657   16,725   30,134

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -14,441)
  -7,821     -152   -4,945      455   -5,723  -12,311  -10,820   -2,130   -3,621

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8      9.2     12.7     47.8     44.5     81.4     66.4     18.6     33.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      51       28       38       23       38       99       88
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,717
COMMITMENTS
     126      861      122    1,744      483    1,992    1,466      725    1,251

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -284)
    -213     -505      -33      -13       65     -259     -473      -25      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     31.7      4.5     64.2     17.8     73.3     54.0     26.7     46.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3       14        2        8        2       13       16
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,001
COMMITMENTS
     339    1,366      155    1,757      418    2,251    1,939      750    1,062

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:         35)
      23      -71       10       60       45       93      -16      -58       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3     45.5      5.2     58.5     13.9     75.0     64.6     25.0     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7       16        4        8        2       19       18
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      152,539
COMMITMENTS
  46,706   15,780   13,159   73,036   81,485  132,901  110,424   19,638   42,115

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,043)
  -6,506   -1,744    2,813    5,703    2,596    2,010    3,665    1,033     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.3      8.6     47.9     53.4     87.1     72.4     12.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      54       36       40       69      117      152      175
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      149,496
COMMITMENTS
  53,212   17,524   10,346   67,333   78,889  130,891  106,759   18,605   42,737

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     13,243)
   8,452      555      -18    1,174    8,533    9,608    9,070    3,635    4,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     11.7      6.9     45.0     52.8     87.6     71.4     12.4     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      64       34       36       59      113      148      167
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,022
COMMITMENTS
   1,891      519       95    1,050    3,235    3,036    3,849    1,986    1,173

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        198)
     -94       81      -12      296      191      190      260        8      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     10.3      1.9     20.9     64.4     60.5     76.6     39.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        9        6       14       16       38       26
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,824
COMMITMENTS
   1,985      438      107      754    3,044    2,846    3,589    1,978    1,235

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -280)
     -49       34      -41     -122     -197     -212     -204      -68      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1      9.1      2.2     15.6     63.1     59.0     74.4     41.0     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      20        8        6       12       16       36       27
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,889
COMMITMENTS
  10,667    2,785    5,270    6,924    6,440   22,861   14,495    4,028   12,394

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        771)
     317       36      605     -116      381      806    1,022      -35     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     10.4     19.6     25.8     24.0     85.0     53.9     15.0     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      47       18       18       25       45       80       74
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,118
COMMITMENTS
  10,350    2,749    4,665    7,040    6,059   22,055   13,473    4,063   12,645

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,102)
   1,805     -411    1,004   -1,815      267      994      860      108      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     10.5     17.9     27.0     23.2     84.4     51.6     15.6     48.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      42       17       19       25       42       77       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 CANADIAN DOLLARS)              OPEN INTEREST:       89,844
COMMITMENTS
  43,143   11,596      625   14,685   62,757   58,453   74,978   31,391   14,866

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -35,347)
   6,884    1,487     -279  -37,506  -14,667  -30,901  -13,459   -4,446  -21,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     12.9      0.7     16.3     69.9     65.1     83.5     34.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       12        3       16       22       42       36
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      125,191
COMMITMENTS
  36,259   10,109      904   52,191   77,424   89,354   88,437   35,837   36,754

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     19,271)
  18,696   -4,125      285   -8,057    1,094   10,924   -2,746    8,347   22,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0      8.1      0.7     41.7     61.8     71.4     70.6     28.6     29.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      25       11        4       24       28       50       42
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       38,278
COMMITMENTS
   5,242   16,598        1   19,966   11,796   25,209   28,395   13,069    9,883

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,526)
  -5,413    6,103        0    5,136  -10,728     -277   -4,625   -3,249    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     43.4      0.0     52.2     30.8     65.9     74.2     34.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1       11        4       18       11
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       41,804
COMMITMENTS
  10,655   10,495        1   14,830   22,524   25,486   33,020   16,318    8,784

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -25,708)
   3,181       -6   -1,345  -24,726  -21,034  -22,890  -22,385   -2,818   -3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     25.1      0.0     35.5     53.9     61.0     79.0     39.0     21.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        8        9       18       13
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       65,784
COMMITMENTS
  37,662    4,651      260   16,793   56,453   54,715   61,364   11,069    4,420

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,179)
 -11,948     -364        9    2,758   -7,093   -9,181   -7,448    3,002    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3      7.1      0.4     25.5     85.8     83.2     93.3     16.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      42       15        2       14       17       57       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       71,963
COMMITMENTS
  49,610    5,015      251   14,035   63,546   63,896   68,812    8,067    3,151

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -53,449)
 -23,607   -3,203   -1,528  -21,759  -43,635  -46,894  -48,366   -6,555   -5,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.9      7.0      0.3     19.5     88.3     88.8     95.6     11.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      53       11        2       13       16       67       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       71,769
COMMITMENTS
  31,332    4,677       87   16,237   56,958   47,656   61,722   24,113   10,047

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,670)
 -10,674      495       55    6,370   -9,003   -4,249   -8,453   -3,421      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      6.5      0.1     22.6     79.4     66.4     86.0     33.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        8        3       12       15       37       25
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       79,439
COMMITMENTS
  42,006    4,182       32    9,867   65,961   51,905   70,175   27,534    9,264

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -20,144)
  -4,445   -1,142   -1,537  -11,254  -14,641  -17,236  -17,320   -2,908   -2,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9      5.3      0.0     12.4     83.0     65.3     88.3     34.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      27        7        2        7       16       36       23
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      108,865
COMMITMENTS
  15,675   27,578       73   65,906   59,607   81,654   87,258   27,211   21,607

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,431)
   1,731    8,288        0    1,651  -10,534    3,382   -2,246   -1,951    3,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     25.3      0.1     60.5     54.8     75.0     80.2     25.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       16        2       17       18       34       35
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      107,434
COMMITMENTS
  13,944   19,290       73   64,255   70,141   78,272   89,504   29,162   17,930

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -63,675)
     594   -3,846   -3,788  -55,942  -51,849  -59,136  -59,483   -4,539   -4,192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     18.0      0.1     59.8     65.3     72.9     83.3     27.1     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      16       13        2       18       15       35       29
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      115,071
COMMITMENTS
  36,967    9,768      183   27,075   63,385   64,225   73,336   50,846   41,735

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,300)
  -5,680   -2,967      -44      116   -5,222   -5,608   -8,233   -1,692      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      8.5      0.2     23.5     55.1     55.8     63.7     44.2     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       12        3       24       23       53       38
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      122,371
COMMITMENTS
  42,647   12,735      227   26,959   68,607   69,833   81,569   52,538   40,802

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -46,790)
   5,531   -1,791     -323  -43,150  -39,550  -37,942  -41,664   -8,848   -5,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.9     10.4      0.2     22.0     56.1     57.1     66.7     42.9     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       15        4       25       23       60       42
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,746
COMMITMENTS
  30,399    3,261        0   38,676   64,260   69,075   67,521    5,671    7,225

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,500)
  10,121      100        0      477    9,623   10,598    9,723      902    1,777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      4.4      0.0     51.7     86.0     92.4     90.3      7.6      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       15       17       19       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       63,246
COMMITMENTS
  20,278    3,161        0   38,199   54,637   58,477   57,798    4,769    5,448

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,389)
   5,705    1,255      -62   -2,334    3,717    3,309    4,910     -920   -2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      5.0      0.0     60.4     86.4     92.5     91.4      7.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       14       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,073,726
COMMITMENTS
 776,997  1515350  766,226  5545559  4193566  7088782  6475142  984,944  1598584

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    391,139)
  54,662   71,300   89,555  208,529  183,210  352,746  344,065   38,393   47,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     18.8      9.5     68.7     51.9     87.8     80.2     12.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      47       74       76      109      123      204      230
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    7,682,587
COMMITMENTS
 722,335  1444050  676,671  5337030  4010356  6736036  6131077  946,551  1551510

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:   -788,654)
 -23,024   90,553 -333,633 -484,753 -561,896 -841,410 -804,976   52,756   16,322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     18.8      8.8     69.5     52.2     87.7     79.8     12.3     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      249)
      41       74       77      107      122      199      228
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,423
COMMITMENTS
  55,754   84,441    5,864  475,630  480,723  537,248  571,028  135,175  101,395

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -122,834)
 -11,125  -19,398   -6,891  -65,468  -86,036  -83,484 -112,325  -39,350  -10,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     12.6      0.9     70.7     71.5     79.9     84.9     20.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      30       37       13       88       61      129      100
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      795,257
COMMITMENTS
  66,879  103,839   12,755  541,098  566,759  620,732  683,353  174,525  111,904

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     70,932)
  -1,531   17,222    1,403   41,036   43,477   40,908   62,102   30,024    8,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     13.1      1.6     68.0     71.3     78.1     85.9     21.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      41       35       32      103       71      162      120
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      843,641
COMMITMENTS
 151,451  165,491   11,432  355,462  568,512  518,345  745,435  325,296   98,206

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -382,767)
-124,632  -62,057  -46,489 -230,317 -178,317 -401,438 -286,863   18,671  -95,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.6      1.4     42.1     67.4     61.4     88.4     38.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      41       46        9       43       48       90       97
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,226,408
COMMITMENTS
 276,083  227,548   57,921  585,779  746,829  919,783  1032298  306,625  194,110

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    166,423)
  49,513  -36,267   32,715  104,210   64,971  186,438   61,419  -20,015  105,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     18.6      4.7     47.8     60.9     75.0     84.2     25.0     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      44       55       45       67       61      138      134
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,705
COMMITMENTS
   1,464    2,113        0    6,069    8,536    7,533   10,649    4,172    1,056

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -8,082)
  -1,246    1,505   -1,287   -2,809   -6,135   -5,342   -5,917   -2,740   -2,165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.1      0.0     51.8     72.9     64.4     91.0     35.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        0       13       11       16       15
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       19,787
COMMITMENTS
   2,710      608    1,287    8,878   14,671   12,875   16,566    6,912    3,221

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,429)
     915      130      670    1,750    2,274    3,335    3,074    1,094    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      3.1      6.5     44.9     74.1     65.1     83.7     34.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        3       20       16       26       21
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,563
COMMITMENTS
   7,689    1,614        2    9,616   15,165   17,307   16,781    5,256    5,782

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -25,311)
   3,803   -4,394   -5,244  -19,285   -6,659  -20,726  -16,297   -4,585   -9,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      7.2      0.0     42.6     67.2     76.7     74.4     23.3     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        1       12       17       18       22
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       47,874
COMMITMENTS
   3,886    6,008    5,246   28,901   21,824   38,033   33,078    9,841   14,796

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     14,708)
     -26        0    3,749    6,807    3,843   10,530    7,592    4,178    7,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     12.5     11.0     60.4     45.6     79.4     69.1     20.6     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        7       21       23       29       30
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,688
COMMITMENTS
   5,141   17,734        0   34,243   27,103   39,384   44,837   14,304    8,851

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -50,067)
     916      392   -3,847  -20,232  -43,289  -23,163  -46,744  -26,904   -3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     33.0      0.0     63.8     50.5     73.4     83.5     26.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       22        0       34       28       47       50
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      103,755
COMMITMENTS
   4,225   17,342    3,847   54,475   70,392   62,547   91,581   41,208   12,174

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     18,145)
    -744    3,998    3,027    9,413    9,888   11,696   16,913    6,449    1,232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     16.7      3.7     52.5     67.8     60.3     88.3     39.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       25       11       44       43       63       75
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      268,573
COMMITMENTS
  77,577  120,051    2,874  152,169   99,969  232,620  222,894   35,953   45,679

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -220,672)
 -10,504   12,539   -7,383 -201,141 -105,344 -219,028 -100,188   -1,644 -120,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     44.7      1.1     56.7     37.2     86.6     83.0     13.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       68        7       31       36       82      105
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      489,245
COMMITMENTS
  88,081  107,512   10,257  353,310  205,313  451,648  323,082   37,597  166,163

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     98,060)
   5,856    6,281    8,007   74,630   49,418   88,493   63,706    9,567   34,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     22.0      2.1     72.2     42.0     92.3     66.0      7.7     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      41       68       25       51       51      105      133
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 AUSTRALIAN DOLLARS             OPEN INTEREST:      105,846
COMMITMENTS
  58,973    3,982       17   18,980   94,366   77,970   98,365   27,876    7,481

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,998)
   1,563      713       17    1,512    1,308    3,092    2,038      -94      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7      3.8      0.0     17.9     89.2     73.7     92.9     26.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      25        4        1       12       16       37       21
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      102,848
COMMITMENTS
  57,410    3,269        0   17,468   93,058   74,878   96,327   27,970    6,521

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -27,383)
   1,594     -594     -511  -20,679  -21,015  -19,596  -22,120   -7,787   -5,263

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.8      3.2      0.0     17.0     90.5     72.8     93.7     27.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      22        3        0       11       16       33       19
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,824
COMMITMENTS
   1,190   10,221        0   22,748   12,139   23,938   22,360    4,886    6,464

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -20,299)
    -504   -8,567   -1,607  -12,808  -11,387  -14,919  -21,561   -5,380    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     35.5      0.0     78.9     42.1     83.0     77.6     17.0     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       11        0       26       23       29       34
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       49,123
COMMITMENTS
   1,694   18,788    1,607   35,556   23,526   38,857   43,921   10,266    5,202

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,165)
      42    3,094    1,383    3,983    4,247    5,408    8,724    3,757      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     38.2      3.3     72.4     47.9     79.1     89.4     20.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5       12        6       34       30       43       45
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      154,652
COMMITMENTS
  37,464   31,118    1,063   97,869  109,985  136,396  142,166   18,256   12,486

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -94,921)
 -36,796   -7,136  -13,095  -53,985  -50,890 -103,876  -71,121    8,955  -23,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     20.1      0.7     63.3     71.1     88.2     91.9     11.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       32        4       28       40       50       75
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      249,573
COMMITMENTS
  74,260   38,254   14,158  151,854  160,875  240,272  213,287    9,301   36,286

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     36,847)
   7,710    1,742    9,872   21,042      580   38,624   12,194   -1,777   24,653

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     15.3      5.7     60.8     64.5     96.3     85.5      3.7     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      18       35       16       33       46       60       88
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,790
COMMITMENTS
  12,752   11,210       72    9,246   14,540   22,070   25,822   10,720    6,968

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,613)
     968      544       36      363    1,608    1,367    2,188      246     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     34.2      0.2     28.2     44.3     67.3     78.7     32.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       14        2       14       18       37       33
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       31,177
COMMITMENTS
  11,784   10,666       36    8,883   12,932   20,703   23,634   10,474    7,543

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -22,191)
    -748    2,419   -7,098   -6,460  -12,277  -14,306  -16,956   -7,885   -5,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8     34.2      0.1     28.5     41.5     66.4     75.8     33.6     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      22       13        1       13       16       35       30
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,720
COMMITMENTS
   3,246    7,628        0   48,325   25,810   51,571   33,438   16,149   34,282

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        242)
    -230        0        0      346     -461      116     -461      126      703

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.3      0.0     71.4     38.1     76.2     49.4     23.8     50.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       13        0       19       29       22       42
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,478
COMMITMENTS
   3,476    7,628        0   47,979   26,271   51,455   33,899   16,023   33,579

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -47,892)
   3,276   -1,971   -2,219   -8,534  -45,734   -7,477  -49,924  -40,415    2,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     11.3      0.0     71.1     38.9     76.3     50.2     23.7     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       13        0       19       28       22       41
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY 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 TROY OUNCES)                     OPEN INTEREST:      103,328
COMMITMENTS
  45,798    6,246    8,633   17,765   79,887   72,196   94,766   31,132    8,562

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,023)
  -2,157    2,736      565    2,711   -1,075    1,119    2,226      -96   -1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      6.0      8.4     17.2     77.3     69.9     91.7     30.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      88       19       36       24       33      127       79
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      102,305
COMMITMENTS
  47,955    3,510    8,068   15,054   80,962   71,077   92,540   31,228    9,765

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        345)
  -1,460   -1,166      450    1,151      612      141     -104      204      449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9      3.4      7.9     14.7     79.1     69.5     90.5     30.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      87       15       35       19       38      119       81
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      120,517
COMMITMENTS
  47,101   16,870   22,842   34,197   68,579  104,140  108,291   16,377   12,226

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      5,561)
     330      887    4,545        9   -1,274    4,884    4,158      677    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     14.0     19.0     28.4     56.9     86.4     89.9     13.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      66       60       37       40       44      138      117
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      114,956
COMMITMENTS
  46,771   15,983   18,297   34,188   69,853   99,256  104,133   15,700   10,823

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -3,079)
  -5,561     -260    2,698      264   -6,260   -2,599   -3,822     -480      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7     13.9     15.9     29.7     60.8     86.3     90.6     13.7      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      66       60       34       41       44      137      114
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      299,531
COMMITMENTS
 148,089   56,328   21,920   74,842  200,820  244,851  279,068   54,680   20,463

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -35,972)
 -30,635  -11,274      288   -3,847  -25,360  -34,194  -36,346   -1,778      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     18.8      7.3     25.0     67.0     81.7     93.2     18.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
     118       48       40       35       38      179      108
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      335,503
COMMITMENTS
 178,724   67,602   21,632   78,689  226,180  279,045  315,414   56,458   20,089

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     39,168)
  34,794   -5,851    1,118    3,526   41,943   39,438   37,210     -270    1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.3     20.1      6.4     23.5     67.4     83.2     94.0     16.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     124       50       36       34       45      181      115
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,599
COMMITMENTS
   6,693      767      992      464    8,038    8,149    9,797    2,450      802

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,415)
    -472     -669      541      -76     -187       -7     -315   -1,408   -1,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.1      7.2      9.4      4.4     75.8     76.9     92.4     23.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22        6       11        4        5       35       17
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,014
COMMITMENTS
   7,165    1,436      451      540    8,225    8,156   10,112    3,858    1,902

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,623)
     360      318       82       31      437      473      837    1,150      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     12.0      3.8      4.5     68.5     67.9     84.2     32.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      23        4        5        3        4       29       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY 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:       73,844
COMMITMENTS
  19,295    8,213    1,622   39,243   41,849   60,160   51,684   13,684   22,160

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,430)
    -468    1,008      -74      661   -1,760      119     -826   -1,549     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     11.1      2.2     53.1     56.7     81.5     70.0     18.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       19        8       33       44       67       65
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       75,274
COMMITMENTS
  19,763    7,205    1,696   38,582   43,609   60,041   52,510   15,233   22,764

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,027)
   4,022     -186     -690    3,654    5,413    6,986    4,537    2,041    4,490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      9.6      2.3     51.3     57.9     79.8     69.8     20.2     30.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      29       19       12       37       46       75       70
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY 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:       35,423
COMMITMENTS
   2,097    2,035    1,563   21,571   19,121   25,231   22,719   10,192   12,704

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        155)
     408     -150      679       67      -10    1,154      519     -999     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      5.7      4.4     60.9     54.0     71.2     64.1     28.8     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        8        8       23       17       36       28
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,268
COMMITMENTS
   1,689    2,185      884   21,504   19,131   24,077   22,200   11,191   13,068

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,303)
     405     -717       25    1,426    1,327    1,856      635      447    1,668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      6.2      2.5     61.0     54.2     68.3     62.9     31.7     37.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        6        2       21       16       27       22
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      117,769
COMMITMENTS
  45,584   21,155    5,638   49,651   83,432  100,873  110,225   16,896    7,544

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,625)
  -5,533   -2,357       50    1,085   -3,780   -4,398   -6,087   -2,227     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     18.0      4.8     42.2     70.8     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      84       48       37       55       59      165      123
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      124,394
COMMITMENTS
  51,117   23,512    5,588   48,566   87,212  105,271  116,312   19,123    8,082

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      8,319)
   5,925      660      723      936    6,584    7,584    7,967      735      352

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.1     18.9      4.5     39.0     70.1     84.6     93.5     15.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      92       50       42       54       58      178      125
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       31,951
COMMITMENTS
  15,830    2,768    2,065    9,064   25,231   26,959   30,064    4,992    1,887

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,711)
   1,179     -485      273      648    1,358    2,100    1,146     -389      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      8.7      6.5     28.4     79.0     84.4     94.1     15.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      74       19       23       22       15      113       47
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       30,240
COMMITMENTS
  14,651    3,253    1,792    8,416   23,873   24,859   28,918    5,381    1,322

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,148)
   2,147      171      228     -315    1,531    2,060    1,930       88      218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4     10.8      5.9     27.8     78.9     82.2     95.6     17.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      70       22       23       18       16      105       47
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      152,772
COMMITMENTS
  50,229    5,916   11,385   77,355  128,560  138,969  145,861   13,803    6,911

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,499)
    -625     -191    2,780   -1,400   -2,101      755      488      744    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      3.9      7.5     50.6     84.2     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      73       28       47       45       43      154      106
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      151,273
COMMITMENTS
  50,854    6,107    8,605   78,755  130,661  138,214  145,373   13,059    5,900

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      7,394)
   1,011     -537    3,964    1,144    4,640    6,119    8,067    1,275     -673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      4.0      5.7     52.1     86.4     91.4     96.1      8.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      70       24       34       45       41      143       94
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      358,455
COMMITMENTS
  90,117   28,734   26,155  173,477  257,235  289,749  312,124   68,706   46,331

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,133)
  -4,906    2,426       92    7,069   -9,790    2,255   -7,272   -3,388    6,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      8.0      7.3     48.4     71.8     80.8     87.1     19.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      52       28       32       53       47      122       91
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      359,588
COMMITMENTS
  95,023   26,308   26,063  166,408  267,025  287,494  319,396   72,094   40,192

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,245)
   4,994  -10,941    2,890   -2,531   17,081    5,353    9,030    4,892    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4      7.3      7.2     46.3     74.3     80.0     88.8     20.0     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      51       29       35       50       44      122       88
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      123,010
COMMITMENTS
  54,140   14,652   11,954   45,308   89,629  111,402  116,235   11,608    6,775

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,601)
    -410      830    1,104    1,556      116    2,250    2,050     -649     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     11.9      9.7     36.8     72.9     90.6     94.5      9.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     151       55       82       85      110      282      227
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      121,409
COMMITMENTS
  54,550   13,822   10,850   43,752   89,513  109,152  114,185   12,257    7,224

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      5,856)
     213    1,694    1,052    4,324    2,556    5,589    5,302      267      554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     11.4      8.9     36.0     73.7     89.9     94.0     10.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      351)
     142       67       74       89      110      273      221
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       20,060
COMMITMENTS
   5,161   12,148    2,147    9,815    2,600   17,123   16,895    2,937    3,165

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,181)
  -1,752   -7,000       -9   -4,324    1,545   -6,085   -5,464      904      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     60.6     10.7     48.9     13.0     85.4     84.2     14.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       29        5        4        6       16       36
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       25,241
COMMITMENTS
   6,913   19,148    2,156   14,139    1,055   23,208   22,359    2,033    2,882

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -5,972)
    -983    2,595     -907   -3,273   -6,695   -5,163   -5,007     -809     -965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     75.9      8.5     56.0      4.2     91.9     88.6      8.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       9       31        4        6        6       18       39
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      185,576
COMMITMENTS
  37,349   28,532   20,148   98,747  111,081  156,244  159,761   29,332   25,815

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     12,340)
   1,989   -1,290    2,977    9,110   11,072   14,076   12,759   -1,736     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.4     10.9     53.2     59.9     84.2     86.1     15.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      34       30       30       63       66      117      107
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      173,236
COMMITMENTS
  35,360   29,822   17,171   89,637  100,009  142,168  147,002   31,068   26,234

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,253)
     655     -463      759    9,667    9,910   11,081   10,206     -828       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     17.2      9.9     51.7     57.7     82.1     84.9     17.9     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      32       26       27       58       66      107      102
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      477,608
COMMITMENTS
  49,755   49,720  155,068  196,437  239,650  401,260  444,438   76,348   33,170

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     14,320)
   6,369     -710    1,281    4,647   11,220   12,297   11,791    2,023    2,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     10.4     32.5     41.1     50.2     84.0     93.1     16.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      60       46       71       84       74      181      159
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      463,288
COMMITMENTS
  43,386   50,430  153,787  191,790  228,430  388,963  432,647   74,325   30,641

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     15,922)
   3,221   -3,738    4,173   10,096   14,835   17,490   15,270   -1,568      652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     10.9     33.2     41.4     49.3     84.0     93.4     16.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      62       45       69       79       71      175      155
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,308
COMMITMENTS
  10,226    4,708        0   70,272   81,260   80,498   85,968    8,810    3,340

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     15,219)
   2,114        0        0   11,271   17,469   13,385   17,469    1,834   -2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      5.3      0.0     78.7     91.0     90.1     96.3      9.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       24       21       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,089
COMMITMENTS
   8,112    4,708        0   59,001   63,791   67,113   68,499    6,976    5,590

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,063)
     416        0        0    3,982    3,097    4,398    3,097     -335      966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      6.4      0.0     79.6     86.1     90.6     92.5      9.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       22       21       23
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,042
COMMITMENTS
       0    6,518    2,718   47,258   34,360   49,976   43,596    2,066    8,446

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,460)
       0     -604      604      856      818    1,460      818        0      642

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.5      5.2     90.8     66.0     96.0     83.8      4.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       11       12       12       15
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,582
COMMITMENTS
       0    7,122    2,114   46,402   33,542   48,516   42,778    2,066    7,804

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.1      4.2     91.7     66.3     95.9     84.6      4.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       11       12       12       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,796
COMMITMENTS
   5,449      924    3,343   33,796   38,462   42,588   42,729    4,208    4,067

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,718)
   1,476      924     -319    2,681    3,014    3,838    3,619     -120       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      2.0      7.1     72.2     82.2     91.0     91.3      9.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       17       23       20
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,078
COMMITMENTS
   3,973        0    3,662   31,115   35,448   38,750   39,110    4,328    3,968

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      3,453)
     722        0     -660    2,903    4,326    2,965    3,666      488     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      8.5     72.2     82.3     90.0     90.8     10.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       19       16       22       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,069
COMMITMENTS
   2,056    2,217    3,085   52,465   51,413   57,606   56,715    7,463    8,354

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -299)
  -2,022      182    1,077      513     -361     -432      898      133   -1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      3.4      4.7     80.6     79.0     88.5     87.2     11.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       18       22       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,368
COMMITMENTS
   4,078    2,035    2,008   51,952   51,774   58,038   55,817    7,330    9,551

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,246)
    -188      428      826      698      510    1,336    1,764      910      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.1      3.1     79.5     79.2     88.8     85.4     11.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       20       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      963,097
COMMITMENTS
 261,800   65,976  157,269  527,782  730,051  946,851  953,296   16,246    9,801

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     17,259)
   5,422    5,656    1,497   10,695   10,344   17,614   17,497     -355     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      6.9     16.3     54.8     75.8     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      20        7       28       80       75      111      105
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      945,838
COMMITMENTS
 256,378   60,320  155,772  517,087  719,707  929,237  935,799   16,601   10,039

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,215)
   2,291   -4,024   -1,073      912    6,226    2,130    1,129     -915       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1      6.4     16.5     54.7     76.1     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21        7       28       75       72      106      102
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,455
COMMITMENTS
  32,841   45,843   24,831   68,069   59,924  125,741  130,598    6,714    1,857

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     13,393)
   9,134    6,642   -4,458    6,687   12,143   11,363   14,327    2,030     -934

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     34.6     18.7     51.4     45.2     94.9     98.6      5.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       12       21       23       37       37
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,062
COMMITMENTS
  23,707   39,201   29,289   61,382   47,781  114,378  116,271    4,684    2,791

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      5,237)
     294   -2,644    1,151    2,041    5,401    3,486    3,908    1,751    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     32.9     24.6     51.6     40.1     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       13       21       22       37       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,229
COMMITMENTS
   6,422    3,820    9,980   28,541   31,149   44,943   44,949      286      280

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,746)
   1,580      400      300    1,084    2,226    2,964    2,926     -218     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      8.4     22.1     63.1     68.9     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        7       26       26       35       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       42,483
COMMITMENTS
   4,842    3,420    9,680   27,457   28,923   41,979   42,023      504      460

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,564)
   1,240      320     -120      346    1,224    1,466    1,424       98      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      8.1     22.8     64.6     68.1     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        7       28       26       37       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,796
COMMITMENTS
   3,156      638    1,370   14,032   16,550   18,558   18,558      238      238

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        718)
    -172     -510      126      764    1,102      718      718        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      3.4      7.3     74.7     88.1     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       17       17       22       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,078
COMMITMENTS
   3,328    1,148    1,244   13,268   15,448   17,840   17,840      238      238

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        214)
     132      -48      130      -48      132      214      214        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.4      6.9     73.4     85.5     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       17       16       22       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      845,847
COMMITMENTS
 166,969   97,460  117,389  501,457  551,063  785,815  765,912   60,032   79,935

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,863)
  -1,887   -3,711   -1,651   10,647    6,663    7,109    1,301   -3,246    2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     11.5     13.9     59.3     65.1     92.9     90.5      7.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       84       88       79       84      217      204
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      841,984
COMMITMENTS
 168,856  101,171  119,040  490,810  544,400  778,706  764,611   63,278   77,373

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     25,758)
  10,211   19,189    9,418   14,785   -2,068   34,414   26,539   -8,656     -781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     12.0     14.1     58.3     64.7     92.5     90.8      7.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
      69       85       95       83       84      221      208
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,896
COMMITMENTS
   8,844    1,402       84      918   10,877    9,846   12,363    3,050      533

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        -46)
     304       23      -99     -170       47       35      -29      -81      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6     10.9      0.7      7.1     84.3     76.3     95.9     23.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      75       12        2        9       25       86       38
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,942
COMMITMENTS
   8,540    1,379      183    1,088   10,830    9,811   12,392    3,131      550

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -206)
     396     -282       41     -603      296     -166       55      -40     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.0     10.7      1.4      8.4     83.7     75.8     95.8     24.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      73       10        7       12       24       90       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,711
COMMITMENTS
   4,892      503       86    1,383    7,174    6,361    7,763    2,350      948

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        674)
     568      -50       80     -186      888      462      918      212     -244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2      5.8      1.0     15.9     82.4     73.0     89.1     27.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        3        2        5       17       28       21
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,037
COMMITMENTS
   4,324      553        6    1,569    6,286    5,899    6,845    2,138    1,192

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        185)
     407       79      -55      -50      158      302      182     -117        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.8      6.9      0.1     19.5     78.2     73.4     85.2     26.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        1        7       15       28       19
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/22/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      179,568
COMMITMENTS
  48,826    5,961   14,636   96,266  148,421  159,728  169,018   19,840   10,550

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,711)
   6,706    1,582      205    4,140   11,459   11,051   13,246      660   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      3.3      8.2     53.6     82.7     89.0     94.1     11.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      54       23       38       73       78      144      126
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/15/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      167,857
COMMITMENTS
  42,120    4,379   14,431   92,126  136,962  148,677  155,772   19,180   12,085

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        906)
  -2,468      -45      810    4,647    3,658    2,989    4,423   -2,083   -3,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      2.6      8.6     54.9     81.6     88.6     92.8     11.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      50       21       40       70       79      141      123



Updated April 1, 2005