WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      213,540
COMMITMENTS
  42,429   40,255   19,717  120,593  114,873  182,739  174,845   30,801   38,695

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -11,668)
 -13,215   -5,866      204   -2,487  -10,100  -15,498  -15,762    3,830    4,094

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     18.9      9.2     56.5     53.8     85.6     81.9     14.4     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      58       68       53       45       51      141      145
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      225,208
COMMITMENTS
  55,644   46,121   19,513  123,080  124,973  198,237  190,607   26,971   34,601

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,049)
  -6,233       27    1,096    2,730   -1,124   -2,407       -1      358   -2,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     20.5      8.7     54.7     55.5     88.0     84.6     12.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      72       71       50       37       53      148      145
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      678,519
COMMITMENTS
 107,584   93,084   44,526  408,035  330,125  560,145  467,735  118,374  210,784

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     11,034)
  -6,670   12,627    9,879    3,943  -19,107    7,152    3,399    3,882    7,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     13.7      6.6     60.1     48.7     82.6     68.9     17.4     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     124       79       82      173      191      337      327
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      667,485
COMMITMENTS
 114,254   80,457   34,647  404,092  349,232  552,993  464,336  114,492  203,149

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -9,094)
  -5,667    9,554   -1,087   -1,651  -14,827   -8,405   -6,360     -689   -2,734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     12.1      5.2     60.5     52.3     82.8     69.6     17.2     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     132       67       76      178      193      346      313
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,727
COMMITMENTS
   2,692      131       27      783    6,392    3,502    6,550    4,225    1,177

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        283)
     245     -666      -29      -54    1,152      162      457      121     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      1.7      0.3     10.1     82.7     45.3     84.8     54.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        2        3        8       16       23       19
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,444
COMMITMENTS
   2,447      797       56      837    5,240    3,340    6,093    4,104    1,351

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        281)
     202       15       52     -102      251      152      318      129      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     10.7      0.8     11.2     70.4     44.9     81.9     55.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        6        4        7       16       22       24
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      281,916
COMMITMENTS
  52,451   43,780   24,322  157,699  123,439  234,472  191,541   47,444   90,375

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -16,054)
  -5,752     -306    1,495   -9,352  -13,074  -13,609  -11,885   -2,445   -4,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     15.5      8.6     55.9     43.8     83.2     67.9     16.8     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     100      106       90       85      105      249      253
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,970
COMMITMENTS
  58,203   44,086   22,827  167,051  136,513  248,081  203,426   49,889   94,544

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,288)
  -7,493   -3,968    1,160   -1,553   -2,648   -7,886   -5,456    1,598     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     14.8      7.7     56.1     45.8     83.3     68.3     16.7     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      99       96       86       81      103      244      237
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,487
COMMITMENTS
  12,310    3,315      669      212      870   13,191    4,854    3,296   11,633

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -266)
    -647     -317      253     -100        5     -494      -59      228     -207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.7     20.1      4.1      1.3      5.3     80.0     29.4     20.0     70.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        7        7        2        3       19       14
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,753
COMMITMENTS
  12,957    3,632      416      312      865   13,685    4,913    3,068   11,840

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -511)
  -1,048     -634      103        0        2     -945     -529      434       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    77.3     21.7      2.5      1.9      5.2     81.7     29.3     18.3     70.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        2        3       20       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      152,399
COMMITMENTS
  31,016   13,583   18,573   73,484  107,299  123,073  139,455   29,326   12,944

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -7,723)
  -2,027     -326   -3,214   -2,587   -2,885   -7,828   -6,425      105   -1,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      8.9     12.2     48.2     70.4     80.8     91.5     19.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      42       28       33       44       42      110       89
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      160,122
COMMITMENTS
  33,043   13,909   21,787   76,071  110,184  130,901  145,880   29,221   14,242

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -3,003)
  -1,633       25      299   -2,873   -3,751   -4,207   -3,427    1,204      424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6      8.7     13.6     47.5     68.8     81.8     91.1     18.2      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      42       26       32       42       43      105       90
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      735,433
COMMITMENTS
  96,681  142,720   21,182  481,571  389,007  599,434  552,909  135,999  182,524

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -14,066)
 -18,486  -14,787   -8,963   -9,288   -5,693  -36,737  -29,443   22,671   15,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     19.4      2.9     65.5     52.9     81.5     75.2     18.5     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      38       29       21       57       77      108      116
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      749,499
COMMITMENTS
 115,167  157,507   30,145  490,859  394,700  636,171  582,352  113,328  167,147

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      8,011)
    -584    5,501     -856   12,611    2,791   11,171    7,436   -3,160      575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     21.0      4.0     65.5     52.7     84.9     77.7     15.1     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      36       32       28       58       73      107      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      127,264
COMMITMENTS
  24,714   17,246   12,953   60,350   76,055   98,017  106,254   29,247   21,010

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -9,169)
  -6,412   -1,978   -2,420     -674   -5,562   -9,506   -9,960      337      791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     13.6     10.2     47.4     59.8     77.0     83.5     23.0     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      38       25       36       51       49      115       98
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,433
COMMITMENTS
  31,126   19,224   15,373   61,024   81,617  107,523  116,214   28,910   20,219

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,253)
  -4,059     -919   -1,232      207   -3,019   -5,084   -5,170     -169      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     14.1     11.3     44.7     59.8     78.8     85.2     21.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      42       29       33       50       49      119       99
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,836
COMMITMENTS
   3,355    1,876      968      702    2,669    5,025    5,513    1,811    1,323

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        840)
      90       -5      810      -90     -136      810      669       30      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     27.4     14.2     10.3     39.0     73.5     80.6     26.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16       13        9        7       10       28       28
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,996
COMMITMENTS
   3,265    1,881      158      792    2,805    4,215    4,844    1,781    1,152

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        180)
     245        8       11      -80      171      176      190        4      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.5     31.4      2.6     13.2     46.8     70.3     80.8     29.7     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14       12        8        7       11       26       26
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      313,417
COMMITMENTS
 102,991   64,478        6  151,902  141,978  254,899  206,462   58,518  106,955

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -18,159)
 -11,451  -14,750     -139  -12,475   -3,708  -24,065  -18,597    5,906      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     20.6      0.0     48.5     45.3     81.3     65.9     18.7     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      19       25        1       38       42       58       67
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      331,576
COMMITMENTS
 114,442   79,228      145  164,377  145,686  278,964  225,059   52,612  106,517

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,052)
    -861    3,689     -724    7,874   -1,678    6,289    1,287   -5,237     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.5     23.9      0.0     49.6     43.9     84.1     67.9     15.9     32.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       28        2       41       43       60       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,986,875
COMMITMENTS
 340,979  542,574   74,894  1383775  881,234  1799648  1498702  187,227  488,173

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:   -100,725)
 -95,592 -108,227    1,911  -26,522   -3,859 -120,203 -110,175   19,478    9,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     27.3      3.8     69.6     44.4     90.6     75.4      9.4     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      37       74       38       78      117      135      209
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,600
COMMITMENTS
 436,571  650,801   72,983  1410297  885,093  1919851  1608877  167,749  478,723

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -31,582)
   8,202    3,047   12,082  -29,925   21,082   -9,641   36,211  -21,941  -67,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     31.2      3.5     67.6     42.4     92.0     77.1      8.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      41       77       40       80      118      140      216
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,386,332
COMMITMENTS
 178,243  354,769   32,966  1030269  680,195  1241478  1067930  144,854  318,402

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     19,732)
 -41,655   17,032   -4,767   59,225   42,701   12,803   54,966    6,929  -35,234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     25.6      2.4     74.3     49.1     89.6     77.0     10.4     23.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      34       51       19       63       77      107      137
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,366,600
COMMITMENTS
 219,898  337,737   37,733  971,044  637,494  1228675  1012964  137,925  353,636

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     43,645)
   6,902    9,968    7,825   38,675   33,006   53,402   50,799   -9,757   -7,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.7      2.8     71.1     46.6     89.9     74.1     10.1     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      35       49       23       59       76      107      135
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      443,838
COMMITMENTS
 178,355   26,457   57,020  173,868  328,514  409,243  411,991   34,595   31,847

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -60,299)
 -23,082  -13,446    4,891  -36,385  -47,999  -54,576  -56,554   -5,723   -3,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2      6.0     12.8     39.2     74.0     92.2     92.8      7.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      36       10       27       44       50       85       83
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      504,137
COMMITMENTS
 201,437   39,903   52,129  210,253  376,513  463,819  468,545   40,318   35,592

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -20,441)
 -29,102   -9,216    6,210    8,344  -13,175  -14,548  -16,181   -5,893   -4,260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.0      7.9     10.3     41.7     74.7     92.0     92.9      8.0      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      37       13       30       50       49       96       85
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,218
COMMITMENTS
   9,412   10,806        0   20,357   20,793   29,769   31,599    8,449    6,619

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -112)
    -333    4,654        0       65   -5,558     -268     -904      156      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6     28.3      0.0     53.3     54.4     77.9     82.7     22.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       11        0       18       10       35       21
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,330
COMMITMENTS
   9,745    6,152        0   20,292   26,351   30,037   32,503    8,293    5,827

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -158)
    -263      999        0     -947       60   -1,210    1,059    1,052   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4     16.1      0.0     52.9     68.7     78.4     84.8     21.6     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       13        0       15       11       32       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,314
COMMITMENTS
  12,875   17,027      374   15,297   12,406   28,546   29,807   11,768   10,507

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      8,617)
   1,377    7,588      -68    5,845   -2,348    7,154    5,172    1,463    3,445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     42.2      0.9     37.9     30.8     70.8     73.9     29.2     26.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       17        3       12       11       41       29
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       31,697
COMMITMENTS
  11,498    9,439      442    9,452   14,754   21,392   24,635   10,305    7,062

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        819)
   1,202    1,978     -102    1,214   -2,201    2,314     -325   -1,495    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     29.8      1.4     29.8     46.5     67.5     77.7     32.5     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       16        2       10       12       37       30
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,800
COMMITMENTS
   4,219    6,077    1,046   28,426   25,160   33,691   32,283      109    1,517

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -568)
     -24     -786        0     -495      468     -519     -318      -49     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.0      3.1     84.1     74.4     99.7     95.5      0.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       22        4       20       19       28       42
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,368
COMMITMENTS
   4,243    6,863    1,046   28,921   24,692   34,210   32,601      158    1,767

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -247)
      61      289        0     -308     -881     -247     -592        0      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     20.0      3.0     84.2     71.8     99.5     94.9      0.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       23        4       19       21       27       45
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,587
COMMITMENTS
       0    1,992        0   12,586   10,182   12,586   12,174        1      413

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -396)
       0     -212        0     -252     -484     -252     -696     -144      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.8      0.0    100.0     80.9    100.0     96.7      0.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        9        0        5        8        5       17
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,983
COMMITMENTS
       0    2,204        0   12,838   10,666   12,838   12,870      145      113

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,202)
       0     -477        0     -287        0     -287     -477     -915     -725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.0      0.0     98.9     82.2     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       21,567
COMMITMENTS
   2,929    2,261      937   12,437   12,727   16,303   15,925    5,264    5,642

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -3,554)
     258     -360     -255   -3,330   -2,689   -3,327   -3,304     -227     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     10.5      4.3     57.7     59.0     75.6     73.8     24.4     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        6       15       19       15       35       31
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,121
COMMITMENTS
   2,671    2,621    1,192   15,767   15,416   19,630   19,229    5,491    5,892

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        257)
     315       31      -99       -5      239      211      171       46       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     10.4      4.7     62.8     61.4     78.1     76.5     21.9     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        6       14       19       18       36       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       93,914
COMMITMENTS
  16,844    7,534   15,161   44,292   40,318   76,297   63,013   17,617   30,901

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      4,086)
  -1,041      510    2,804      271      169    2,034    3,483    2,052      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      8.0     16.1     47.2     42.9     81.2     67.1     18.8     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      43       34       46       24       33       97       97
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       89,828
COMMITMENTS
  17,885    7,024   12,357   44,021   40,149   74,263   59,530   15,565   30,298

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,216)
    -409       30     -662     -209     -784   -1,280   -1,416       64      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      7.8     13.8     49.0     44.7     82.7     66.3     17.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      54       26       49       22       33      100       98
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,331
COMMITMENTS
     156      591       85    1,563      665    1,804    1,341      527      990

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -182)
      61      -14       11     -155       54      -83       51      -99     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     25.4      3.6     67.1     28.5     77.4     57.5     22.6     42.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4       11        4       10        3       18       14
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,513
COMMITMENTS
      95      605       74    1,718      611    1,887    1,290      626    1,223

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -204)
     -31     -256      -48      -26      128     -105     -176      -99      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     24.1      2.9     68.4     24.3     75.1     51.3     24.9     48.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        9        2       10        3       14       12
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      148,107
COMMITMENTS
  45,312   13,720   12,381   71,315   81,244  129,008  107,345   19,099   40,762

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -5,803)
    -755   -3,884   -1,461   -1,976      284   -4,192   -5,061   -1,611     -742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      9.3      8.4     48.2     54.9     87.1     72.5     12.9     27.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      52       35       34       71      111      145      166
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,910
COMMITMENTS
  46,067   17,604   13,842   73,291   80,960  133,200  112,406   20,710   41,504

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,371)
    -639    1,824      683      255     -525      299    1,982    1,072     -611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.9     11.4      9.0     47.6     52.6     86.5     73.0     13.5     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      62       32       41       71      115      159      172
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,244
COMMITMENTS
   1,812      576      123    1,243    3,314    3,178    4,013    2,066    1,231

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        221)
    -171       64       39      184      -32       52       71      169      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.6     11.0      2.3     23.7     63.2     60.6     76.5     39.4     23.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        9        8       14       17       39       28
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,023
COMMITMENTS
   1,983      512       84    1,059    3,346    3,126    3,942    1,897    1,081

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          1)
      92       -7      -11        9      111       90       93      -89      -92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     10.2      1.7     21.1     66.6     62.2     78.5     37.8     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        7        5       16       16       40       25
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       28,145
COMMITMENTS
  10,454    2,700    5,726    7,427    6,461   23,607   14,887    4,538   13,258

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,691)
     721      346      -23      647       19    1,345      342      346    1,349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      9.6     20.3     26.4     23.0     83.9     52.9     16.1     47.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      47       17       18       34       45       90       75
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,454
COMMITMENTS
   9,733    2,354    5,749    6,780    6,442   22,262   14,545    4,192   11,909

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -435)
    -934     -431      479     -144        2     -599       50      164     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      8.9     21.7     25.6     24.4     84.2     55.0     15.8     45.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      47       15       16       25       43       79       70
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       80,302
COMMITMENTS
  35,799   10,124      617   13,043   55,397   49,459   66,138   30,843   14,164

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -891)
     344    1,359      -13   -1,183     -694     -852      652      -39   -1,543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6     12.6      0.8     16.2     69.0     61.6     82.4     38.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      26        9        3       16       23       43       34
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       81,193
COMMITMENTS
  35,455    8,765      630   14,226   56,091   50,311   65,486   30,882   15,707

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -8,651)
  -7,688   -2,831        5     -459   -6,666   -8,142   -9,492     -509      841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7     10.8      0.8     17.5     69.1     62.0     80.7     38.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24        9        2       15       21       40       31
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       47,464
COMMITMENTS
   1,677   20,456        1   36,790   12,476   38,468   32,933    8,996   14,531

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,208)
    -491    4,246        0    6,005      793    5,514    5,039     -306      169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     43.1      0.0     77.5     26.3     81.0     69.4     19.0     30.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3       13        1       16        5       20       18
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       42,256
COMMITMENTS
   2,168   16,210        1   30,785   11,683   32,954   27,894    9,302   14,362

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      3,978)
  -3,074     -388        0   10,819     -113    7,745     -501   -3,767    4,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     38.4      0.0     72.9     27.6     78.0     66.0     22.0     34.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        1       13        4       18       12
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       60,463
COMMITMENTS
  32,647   10,817        0   19,433   45,379   52,080   56,196    8,383    4,267

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        -63)
     -45    1,957     -300   -1,032   -2,090   -1,377     -433    1,314      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     17.9      0.0     32.1     75.1     86.1     92.9     13.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      41       16        0       13       20       54       36
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       60,526
COMMITMENTS
  32,692    8,860      300   20,465   47,469   53,457   56,629    7,069    3,897

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,258)
  -4,970    4,209       40    3,672   -8,984   -1,258   -4,735   -4,000     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.0     14.6      0.5     33.8     78.4     88.3     93.6     11.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40       15        2       14       17       56       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       68,416
COMMITMENTS
  21,540    6,056       57   28,210   51,168   49,807   57,281   18,609   11,135

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      2,036)
   2,953     -657       56      652    3,337    3,661    2,736   -1,625     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5      8.9      0.1     41.2     74.8     72.8     83.7     27.2     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       10        2       18       16       36       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,380
COMMITMENTS
  18,587    6,713        1   27,558   47,831   46,146   54,545   20,234   11,835

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,389)
 -12,745    2,036      -86   11,321   -9,127   -1,510   -7,177   -3,879    1,788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0     10.1      0.0     41.5     72.1     69.5     82.2     30.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        9        1       15       12       35       21
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      127,406
COMMITMENTS
   9,686   46,128      681   92,614   52,801  102,981   99,610   24,425   27,796

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     13,138)
  -1,347    4,906        1   15,676    5,315   14,330   10,222   -1,192    2,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     36.2      0.5     72.7     41.4     80.8     78.2     19.2     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      16       30        3       28       21       47       51
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      114,268
COMMITMENTS
  11,033   41,222      680   76,938   47,486   88,651   89,388   25,617   24,880

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      5,403)
  -4,642   13,644      607   11,032  -12,121    6,997    2,130   -1,594    3,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     36.1      0.6     67.3     41.6     77.6     78.2     22.4     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       25        3       25       18       43       44
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      126,079
COMMITMENTS
  26,469   19,571      192   53,567   60,949   80,228   80,712   45,851   45,367

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      9,191)
  -3,781    7,074      -26   14,173   -2,954   10,366    4,094   -1,175    5,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     15.5      0.2     42.5     48.3     63.6     64.0     36.4     36.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      30       23        6       27       25       58       53
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      116,888
COMMITMENTS
  30,250   12,497      218   39,394   63,903   69,862   76,618   47,026   40,270

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,817)
  -6,717    2,729       35   12,319      518    5,637    3,282   -3,820   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     10.7      0.2     33.7     54.7     59.8     65.5     40.2     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       19        6       28       22       61       46
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:        9,820
COMMITMENTS
   6,057      705        0    2,167    8,453    8,224    9,158    1,596      662

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -206)
     -40        0        0     -136     -242     -176     -242      -30       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7      7.2      0.0     22.1     86.1     83.7     93.3     16.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        7        8       12       10
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       10,026
COMMITMENTS
   6,097      705        0    2,303    8,695    8,400    9,400    1,626      626

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8      7.0      0.0     23.0     86.7     83.8     93.8     16.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        7        8       12       10
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       83,260
COMMITMENTS
  30,205    2,238        0   48,270   72,559   78,475   74,797    4,785    8,463

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      4,102)
     273      716        0    3,994    2,596    4,267    3,312     -165      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3      2.7      0.0     58.0     87.1     94.3     89.8      5.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       16       18       19       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       79,158
COMMITMENTS
  29,932    1,522        0   44,276   69,963   74,208   71,485    4,950    7,673

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,412)
    -467   -1,739        0    5,600    5,703    5,133    3,964     -721      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.8      1.9      0.0     55.9     88.4     93.7     90.3      6.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       18       20       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,257,196
COMMITMENTS
 791,177  1353069  959,088  5657815  4423231  7408080  6735388  849,116  1521808

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    234,109)
 -21,816   25,778   91,247  153,267   97,454  222,698  214,479   11,411   19,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     16.4     11.6     68.5     53.6     89.7     81.6     10.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      46       76       83      113      132      211      245
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,023,087
COMMITMENTS
 812,993  1327291  867,841  5504548  4325777  7185382  6520909  837,705  1502178

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -50,639)
  35,996 -188,059  101,615  -41,011  132,211   96,600   45,767 -147,239  -96,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     16.5     10.8     68.6     53.9     89.6     81.3     10.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      47       70       73      112      126      202      229
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      671,875
COMMITMENTS
  57,290   78,963    7,462  475,989  484,074  540,741  570,499  131,134  101,376

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -556)
   2,493       91      259    1,262     -742    4,014     -392   -4,570     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     11.8      1.1     70.8     72.0     80.5     84.9     19.5     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      30       40       12       90       60      131      101
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,431
COMMITMENTS
  54,797   78,872    7,203  474,727  484,816  536,727  570,891  135,704  101,540

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          8)
    -957   -5,569    1,339     -903    4,093     -521     -137      529      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     11.7      1.1     70.6     72.1     79.8     84.9     20.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       35       12       89       62      129       99
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      879,805
COMMITMENTS
 134,445  187,695   22,079  393,870  568,926  550,394  778,700  329,411  101,105

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     15,686)
 -11,349   22,017    5,506   14,936   -2,391    9,093   25,132    6,593   -9,446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.3      2.5     44.8     64.7     62.6     88.5     37.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      33       52       18       44       50       88      109
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      864,119
COMMITMENTS
 145,794  165,678   16,573  378,934  571,317  541,301  753,568  322,818  110,551

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     20,478)
  -5,657      187    5,141   23,472    2,805   22,956    8,133   -2,478   12,345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     19.2      1.9     43.9     66.1     62.6     87.2     37.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      36       50       14       44       51       86      109
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,761
COMMITMENTS
     725    1,573        0    6,418    8,834    7,143   10,407    4,618    1,354

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:         11)
       0     -442        0     -201      147     -201     -295      212      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     13.4      0.0     54.6     75.1     60.7     88.5     39.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        4        0       13       12       14       16
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,750
COMMITMENTS
     725    2,015        0    6,619    8,687    7,344   10,702    4,406    1,048

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:         45)
    -739      -98        0      550      151     -189       53      234       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     17.1      0.0     56.3     73.9     62.5     91.1     37.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        0       14       12       15       17
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       23,114
COMMITMENTS
   7,770    1,544       86   10,441   15,593   18,297   17,223    4,817    5,891

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -2,227)
  -1,789       -7       61      234   -1,954   -1,494   -1,900     -733     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      6.7      0.4     45.2     67.5     79.2     74.5     20.8     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        3        1       13       18       23       21
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,341
COMMITMENTS
   9,559    1,551       25   10,207   17,547   19,791   19,123    5,550    6,218

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,778)
   1,870      -63       23      591    2,382    2,484    2,342      294      436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      6.1      0.1     40.3     69.2     78.1     75.5     21.9     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        1       12       18       21       23
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,645
COMMITMENTS
   4,539   15,658        5   36,304   27,224   40,848   42,887   12,797   10,758

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -2,130)
     553   -1,758        0      252     -560      805   -2,318   -2,935      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5     29.2      0.0     67.7     50.7     76.1     79.9     23.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      13       23        1       36       28       50       51
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,775
COMMITMENTS
   3,986   17,416        5   36,052   27,784   40,043   45,205   15,732   10,570

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,087)
  -1,155     -318        5    1,809      681      659      368    1,428    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     31.2      0.0     64.6     49.8     71.8     81.0     28.2     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10       22        1       35       28       46       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      263,251
COMMITMENTS
  57,252  109,491    3,790  171,743  118,743  232,785  232,024   30,466   31,227

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -17,420)
 -17,409   -6,886      178      799    4,044  -16,432   -2,664     -988  -14,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     41.6      1.4     65.2     45.1     88.4     88.1     11.6     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      40       60        9       42       38       87      103
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      280,671
COMMITMENTS
  74,661  116,377    3,612  170,944  114,699  249,217  234,688   31,454   45,983

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     12,098)
  -2,916   -3,674      738   18,775   14,730   16,597   11,794   -4,499      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     41.5      1.3     60.9     40.9     88.8     83.6     11.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       68        9       37       36       79      107
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       78,489
COMMITMENTS
  26,134    5,048       43   33,001   63,420   59,178   68,511   19,311    9,978

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -2,835)
  -4,685      853       43    4,307   -5,755     -335   -4,859   -2,500    2,024

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3      6.4      0.1     42.0     80.8     75.4     87.3     24.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      14        6        2       18       14       33       21
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       81,324
COMMITMENTS
  30,819    4,195        0   28,694   69,175   59,513   73,370   21,811    7,954

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -24,522)
 -28,154      213      -17    9,714  -25,191  -18,457  -24,995   -6,065      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      5.2      0.0     35.3     85.1     73.2     90.2     26.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        4        0       19       14       33       18
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       31,186
COMMITMENTS
   1,192   10,515        0   25,647   14,488   26,839   25,003    4,347    6,183

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        928)
       2      269        0    1,311      400    1,313      669     -385      259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     33.7      0.0     82.2     46.5     86.1     80.2     13.9     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       12        0       25       25       28       37
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,258
COMMITMENTS
   1,190   10,246        0   24,336   14,088   25,526   24,334    4,732    5,924

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,434)
       0       25        0    1,588    1,949    1,588    1,974     -154     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     33.9      0.0     80.4     46.6     84.4     80.4     15.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       12        0       26       23       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      170,342
COMMITMENTS
  36,457   31,747      919  119,407  125,308  156,783  157,974   13,559   12,368

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      8,208)
   3,204      374     -210    8,870    8,408   11,864    8,572   -3,656     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     18.6      0.5     70.1     73.6     92.0     92.7      8.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      17       38        5       31       40       50       81
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      162,134
COMMITMENTS
  33,253   31,373    1,129  110,537  116,900  144,919  149,402   17,215   12,732

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      7,482)
  -4,211      255       66   12,668    6,915    8,523    7,236   -1,041      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     19.4      0.7     68.2     72.1     89.4     92.1     10.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      21       37        5       28       40       51       80
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,713
COMMITMENTS
  11,678   10,369      179   12,235   16,468   24,092   27,016   11,621    8,697

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -1,137)
    -662   -1,162       28      105      246     -529     -888     -608     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     29.0      0.5     34.3     46.1     67.5     75.6     32.5     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      23       14        3       17       21       42       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,850
COMMITMENTS
  12,340   11,531      151   12,130   16,222   24,621   27,904   12,229    8,946

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,060)
    -412      321       79    2,884    1,682    2,551    2,082    1,509    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     31.3      0.4     32.9     44.0     66.8     75.7     33.2     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       15        2       15       20       39       36
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,064
COMMITMENTS
  10,400      350        0   12,144    1,754   22,544    2,104    4,520   24,960

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      1.3      0.0     44.9      6.5     83.3      7.8     16.7     92.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        1        0        8        3       18        4
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       68,707
COMMITMENTS
   3,662    5,338      502   50,510   23,767   54,674   29,607   14,033   39,100

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,521)
     416   -2,390      252    1,387   -1,803    2,055   -3,941     -534    5,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      7.8      0.7     73.5     34.6     79.6     43.1     20.4     56.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       14        3       18       26       23       42
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,186
COMMITMENTS
   3,246    7,728      250   49,123   25,570   52,619   33,548   14,567   33,638

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -534)
       0      100      250      798     -240    1,048      110   -1,582     -644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     11.5      0.4     73.1     38.1     78.3     49.9     21.7     50.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       14        1       19       28       23       43
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       98,663
COMMITMENTS
  39,261    4,663    7,053   22,778   78,411   69,092   90,127   29,571    8,536

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      2,095)
   1,616      -11   -1,520    3,218    3,439    3,314    1,908   -1,219      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.8      4.7      7.1     23.1     79.5     70.0     91.3     30.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      88       17       31       23       31      123       72
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       96,568
COMMITMENTS
  37,645    4,674    8,573   19,560   74,972   65,778   88,219   30,790    8,349

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,760)
  -8,153   -1,572      -60    1,795   -4,915   -6,418   -6,547     -342     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      4.8      8.9     20.3     77.6     68.1     91.4     31.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      84       19       35       25       32      125       77
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      119,690
COMMITMENTS
  43,081   15,554   24,529   35,825   66,798  103,435  106,881   16,255   12,809

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,341)
   2,390      468      759    1,282    3,736    4,431    4,963      910      378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     13.0     20.5     29.9     55.8     86.4     89.3     13.6     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      193)
      65       62       41       42       41      141      123
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      114,349
COMMITMENTS
  40,691   15,086   23,770   34,543   63,062   99,004  101,918   15,345   12,431

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,168)
  -6,410   -1,784      928      346   -5,517   -5,136   -6,373   -1,032      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6     13.2     20.8     30.2     55.1     86.6     89.1     13.4     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      58       62       41       40       42      132      119
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      272,946
COMMITMENTS
 143,487   37,223   17,593   66,117  201,057  227,197  255,873   45,749   17,073

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -8,655)
   3,996     -747   -2,129   -4,244   -3,159   -2,377   -6,035   -6,278   -2,620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.6     13.6      6.4     24.2     73.7     83.2     93.7     16.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
     107       44       30       37       39      159      101
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      281,601
COMMITMENTS
 139,491   37,970   19,722   70,361  204,216  229,574  261,908   52,027   19,693

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -17,930)
  -8,598  -18,358   -2,198   -4,481    3,396  -15,277  -17,160   -2,653     -770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     13.5      7.0     25.0     72.5     81.5     93.0     18.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
     109       38       38       33       38      166      101
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,631
COMMITMENTS
   7,753      950      585      275    8,994    8,613   10,529    2,018      102

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        334)
     365       45      -32      -24    1,177      309    1,190       25     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    72.9      8.9      5.5      2.6     84.6     81.0     99.0     19.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24        4        8        3        5       33       16
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,297
COMMITMENTS
   7,388      905      617      299    7,817    8,304    9,339    1,993      958

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -302)
     695      138     -375     -165     -221      155     -458     -457      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7      8.8      6.0      2.9     75.9     80.6     90.7     19.4      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24        5        9        4        5       35       16
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       69,665
COMMITMENTS
  11,940   10,550    3,451   40,595   33,863   55,986   47,864   13,679   21,801

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -2,056)
  -5,965    1,723    1,857    1,163   -6,946   -2,945   -3,366      889    1,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     15.1      5.0     58.3     48.6     80.4     68.7     19.6     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      19       25       15       39       45       70       74
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       71,721
COMMITMENTS
  17,905    8,827    1,594   39,432   40,809   58,931   51,230   12,790   20,491

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,123)
  -1,390      614      -28      189   -1,040   -1,229     -454     -894   -1,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0     12.3      2.2     55.0     56.9     82.2     71.4     17.8     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      26       21       10       36       48       71       70
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       29,569
COMMITMENTS
   1,369    3,422    1,015   19,580   15,268   21,964   19,705    7,605    9,864

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -3,376)
    -626    1,876      -38     -787   -3,084   -1,451   -1,246   -1,925   -2,130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     11.6      3.4     66.2     51.6     74.3     66.6     25.7     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        8        6       22       15       31       26
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,945
COMMITMENTS
   1,995    1,546    1,053   20,367   18,352   23,415   20,951    9,530   11,994

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,478)
    -102     -489     -510   -1,204     -769   -1,816   -1,768     -662     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.7      3.2     61.8     55.7     71.1     63.6     28.9     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        6        6       21       16       32       25
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      118,626
COMMITMENTS
  43,375   18,214    7,104   49,623   85,021  100,102  110,339   18,524    8,287

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -1,619)
  -1,665   -1,555      561       50     -266   -1,054   -1,260     -565     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     15.4      6.0     41.8     71.7     84.4     93.0     15.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      81       43       47       57       59      175      125
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      120,245
COMMITMENTS
  45,040   19,769    6,543   49,573   85,287  101,156  111,599   19,089    8,646

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,476)
    -544   -1,386      905      -78    1,855      283    1,374    2,193    1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     16.4      5.4     41.2     70.9     84.1     92.8     15.9      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      86       41       41       54       60      169      123
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       34,036
COMMITMENTS
  16,463    3,200    2,447    9,411   26,723   28,321   32,370    5,715    1,666

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,965)
   1,514      352      313     -119    1,363    1,708    2,028      257      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.4      9.4      7.2     27.7     78.5     83.2     95.1     16.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      66       19       25       21       17      104       51
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,071
COMMITMENTS
  14,949    2,848    2,134    9,530   25,360   26,613   30,342    5,458    1,729

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        120)
    -881       80       69      466      129     -346      278      466     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6      8.9      6.7     29.7     79.1     83.0     94.6     17.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      66       18       24       24       15      105       48
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      135,666
COMMITMENTS
  32,911    4,038    9,127   81,433  115,681  123,471  128,846   12,195    6,820

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -2,438)
  -3,389     -453      337    1,503   -2,780   -1,549   -2,896     -889      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      3.0      6.7     60.0     85.3     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      60       17       39       50       41      138       87
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,104
COMMITMENTS
  36,300    4,491    8,790   79,930  118,461  125,020  131,742   13,084    6,362

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -14,668)
 -13,929   -1,425   -2,595    2,575  -10,099  -13,949  -14,119     -719     -549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      3.3      6.4     57.9     85.8     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      62       21       40       43       43      133       95
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      363,911
COMMITMENTS
  70,850   63,066   27,919  195,661  215,950  294,430  306,935   69,481   56,976

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     11,827)
  -5,243   18,771    3,177    9,952  -14,454    7,886    7,494    3,941    4,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     17.3      7.7     53.8     59.3     80.9     84.3     19.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      159)
      51       39       40       57       48      124      112
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      352,084
COMMITMENTS
  76,093   44,295   24,742  185,709  230,404  286,544  299,441   65,540   52,643

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,371)
 -14,024   15,561   -1,413   12,232  -26,831   -3,205  -12,683   -3,166    6,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     12.6      7.0     52.7     65.4     81.4     85.0     18.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      49       34       33       56       46      120       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      116,331
COMMITMENTS
  46,792   11,173   13,295   44,636   84,547  104,723  109,015   11,608    7,316

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        481)
    -199      246    1,638     -767   -1,391      672      493     -191      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.2      9.6     11.4     38.4     72.7     90.0     93.7     10.0      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      342)
     143       49       79       90      104      280      209
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,850
COMMITMENTS
  46,991   10,927   11,657   45,403   85,938  104,051  108,522   11,799    7,328

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -7,160)
  -7,149   -3,725     -297       95   -3,691   -7,351   -7,713      191      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      9.4     10.1     39.2     74.2     89.8     93.7     10.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     145       55       85       90      105      288      214
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       17,753
COMMITMENTS
   5,927    5,370    2,115    5,848    7,584   13,890   15,069    3,863    2,684

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -326)
     720   -2,647      -15   -1,725    2,645   -1,020      -17      694     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4     30.2     11.9     32.9     42.7     78.2     84.9     21.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      15       17        3        6        4       24       22
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,079
COMMITMENTS
   5,207    8,017    2,130    7,573    4,939   14,910   15,086    3,169    2,993

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,981)
      46   -4,131      -17   -2,242    2,339   -2,213   -1,809      232     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     44.3     11.8     41.9     27.3     82.5     83.4     17.5     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       21        4        6        4       20       26
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      184,610
COMMITMENTS
  40,472   35,433   15,580   96,100  106,294  152,152  157,307   32,458   27,303

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,034)
   3,739    2,578   -2,776   -2,024      135   -1,061      -63    2,095    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     19.2      8.4     52.1     57.6     82.4     85.2     17.6     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      37       28       23       56       55      110       89
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,576
COMMITMENTS
  36,733   32,855   18,356   98,124  106,159  153,213  157,370   30,363   26,206

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,000)
    -616    4,323   -1,792     -623   -4,922   -3,031   -2,391    1,031      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0     17.9     10.0     53.5     57.8     83.5     85.7     16.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      32       35       30       58       59      114      101
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      473,862
COMMITMENTS
  58,548   52,547  154,638  189,422  238,332  402,608  445,517   71,254   28,345

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     13,651)
   6,123    3,903    6,973    2,138    6,555   15,234   17,431   -1,583   -3,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     11.1     32.6     40.0     50.3     85.0     94.0     15.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      49       43       69       81       69      174      147
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      460,211
COMMITMENTS
  52,425   48,644  147,665  187,284  231,777  387,374  428,086   72,837   32,125

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -17,397)
   2,670   -1,076   -7,403   -9,153   -7,873  -13,886  -16,352   -3,511   -1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     10.6     32.1     40.7     50.4     84.2     93.0     15.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      58       45       66       78       68      177      143
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       94,113
COMMITMENTS
  10,446    4,048        0   74,971   86,115   85,417   90,163    8,696    3,950

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,831)
    -988      180     -180    3,084    2,166    1,916    2,166      -85     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      4.3      0.0     79.7     91.5     90.8     95.8      9.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       18       25       19       26
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,282
COMMITMENTS
  11,434    3,868      180   71,887   83,949   83,501   87,997    8,781    4,285

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,974)
   1,208     -840      180    1,615    2,689    3,003    2,029      -29      945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      4.2      0.2     77.9     91.0     90.5     95.4      9.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       19       24       21       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,009
COMMITMENTS
       0    5,340    3,926   47,924   37,612   51,850   46,878    2,159    7,131

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,967)
       0   -1,178    1,208      666    3,252    1,874    3,282       93   -1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.9      7.3     88.7     69.6     96.0     86.8      4.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       13       13       16
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       47,101
COMMITMENTS
   5,743      844    3,175   33,221   36,853   42,139   40,872    4,962    6,229

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -3,138)
     560     -224       94   -4,948   -4,862   -4,294   -4,992    1,156    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      1.8      6.7     70.5     78.2     89.5     86.8     10.5     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       17       15       20       18
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,239
COMMITMENTS
   5,183    1,068    3,081   38,169   41,715   46,433   45,864    3,806    4,375

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      3,443)
    -266      144     -262    4,373    3,253    3,845    3,135     -402      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      2.1      6.1     76.0     83.0     92.4     91.3      7.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       18       23       21
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       60,131
COMMITMENTS
       0    3,527    4,270   45,465   42,854   49,735   50,651   10,396    9,480

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -6,293)
    -148    1,986     -725   -7,193   -7,654   -8,066   -6,393    1,773      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      7.1     75.6     71.3     82.7     84.2     17.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        2       18       15       20       17
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,424
COMMITMENTS
     148    1,541    4,995   52,658   50,508   57,801   57,044    8,623    9,380

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,355)
  -1,908     -676    1,910      193     -905      195      329    1,160    1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      2.3      7.5     79.3     76.0     87.0     85.9     13.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       20       17       22       19
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,880
COMMITMENTS
   2,100    2,190        0   27,360   26,474   29,460   28,664      420    1,216

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      7.3      0.0     91.6     88.6     98.6     95.9      1.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       12        9       14       11
 
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       27,343
COMMITMENTS
   2,100    2,370        0   23,909   23,223   26,009   25,593    1,334    1,750

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      8.7      0.0     87.4     84.9     95.1     93.6      4.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       11       13       13       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      935,649
COMMITMENTS
 272,952   67,790  137,342  501,818  717,672  912,112  922,804   23,537   12,845

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:    -46,292)
   3,900      525  -17,466  -30,430  -25,020  -43,996  -41,961   -2,296   -4,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2      7.2     14.7     53.6     76.7     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      19        9       25       75       74      103      101
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      981,941
COMMITMENTS
 269,052   67,265  154,808  532,248  742,692  956,108  964,765   25,833   17,176

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     18,844)
   7,252    1,289   -2,461    4,466   12,641    9,257   11,469    9,587    7,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4      6.9     15.8     54.2     75.6     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24        6       28       85       80      116      110
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      142,847
COMMITMENTS
  34,162   42,884   32,714   70,591   63,258  137,467  138,856    5,380    3,991

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      5,476)
   4,707    1,065   -2,641    3,556    6,611    5,622    5,035     -146      441

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     30.0     22.9     49.4     44.3     96.2     97.2      3.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        7       12       22       22       39       35
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,371
COMMITMENTS
  29,455   41,819   35,355   67,035   56,647  131,845  133,821    5,526    3,550

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,916)
  -3,386   -4,024   10,524   -1,034   -3,277    6,104    3,223   -1,188    1,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4     30.4     25.7     48.8     41.2     96.0     97.4      4.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       10       11       21       21       37       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,865
COMMITMENTS
   8,442    2,860   10,150   26,769   32,395   45,361   45,405      504      460

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        282)
   1,260     -480      390   -1,556       62       94      -28      188      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      6.2     22.1     58.4     70.6     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       28       27       35       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,583
COMMITMENTS
   7,182    3,340    9,760   28,325   32,333   45,267   45,433      316      150

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        354)
     760     -480     -220     -216    1,184      324      484       30     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      7.3     21.4     62.1     70.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        7       27       25       35       34
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,995
COMMITMENTS
   3,623      326    1,129   13,005   16,302   17,757   17,757      238      238

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     -1,057)
     423     -184     -327   -1,153     -546   -1,057   -1,057        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      1.8      6.3     72.3     90.6     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        4       16       17       20       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,052
COMMITMENTS
   3,200      510    1,456   14,158   16,848   18,814   18,814      238      238

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        256)
      44     -128       86      126      298      256      256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      2.7      7.6     74.3     88.4     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       17       17       22       21
 
 
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:        8,994
COMMITMENTS
     348    5,792      856    7,790    2,346    8,994    8,994        0        0

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     64.4      9.5     86.6     26.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       13        7       16       10
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      859,819
COMMITMENTS
 173,593   84,881  125,312  488,807  566,573  787,712  776,766   72,107   83,053

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:     20,486)
   9,579   -5,341    7,261   -4,491   19,678   12,349   21,598    8,137   -1,112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      9.9     14.6     56.8     65.9     91.6     90.3      8.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      79       76       93       76       79      212      205
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      839,333
COMMITMENTS
 164,014   90,222  118,051  493,298  546,895  775,363  755,168   63,970   84,165

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,514)
  -2,955   -7,238      662   -8,159   -4,168  -10,452  -10,744    3,938    4,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5     10.7     14.1     58.8     65.2     92.4     90.0      7.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      70       84       86       75       78      202      201
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,923
COMMITMENTS
   8,824    1,817       75    1,105   10,396   10,004   12,288    2,919      635

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:        460)
     348       64        0       42      353      390      417       70       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     14.1      0.6      8.6     80.4     77.4     95.1     22.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      66       10        2       10       22       78       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,463
COMMITMENTS
   8,476    1,753       75    1,063   10,043    9,614   11,871    2,849      592

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -433)
    -368      351       -9      145     -834     -232     -492     -201       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.0     14.1      0.6      8.5     80.6     77.1     95.2     22.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      69        9        2       10       22       81       33
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,641
COMMITMENTS
   4,478      550       86      996    6,232    5,560    6,868    2,081      773

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:       -307)
     -80       43       26     -213     -424     -267     -355      -40       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6      7.2      1.1     13.0     81.6     72.8     89.9     27.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      22        3        2        7       16       30       20
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,948
COMMITMENTS
   4,558      507       60    1,209    6,656    5,827    7,223    2,121      725

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -763)
    -334        4      -26     -174     -518     -534     -540     -229     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3      6.4      0.8     15.2     83.7     73.3     90.9     26.7      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        4        2        8       16       32       20
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      178,811
COMMITMENTS
  49,907    5,964   14,493   91,458  144,155  155,858  164,612   22,953   14,199

CHANGES FROM 03/29/05 (CHANGE IN OPEN INTEREST:      1,984)
   2,158   -1,280        5   -4,433      666   -2,270     -609    4,254    2,593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9      3.3      8.1     51.1     80.6     87.2     92.1     12.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      60       22       38       65       84      139      132
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,827
COMMITMENTS
  47,749    7,244   14,488   95,891  143,489  158,128  165,221   18,699   11,606

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,741)
  -1,077    1,283     -148     -375   -4,932   -1,600   -3,797   -1,141    1,056

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0      4.1      8.2     54.2     81.1     89.4     93.4     10.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      57       24       39       75       80      150      128


Updated April 15, 2005