WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,888
COMMITMENTS
  61,173   29,813   63,883  139,754  163,422  264,810  257,118   34,079   41,771

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     24,400)
   5,241    1,450   10,281    4,024    6,963   19,547   18,693    4,853    5,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     10.0     21.4     46.8     54.7     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      92       67       79       47       59      191      163
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      274,489
COMMITMENTS
  55,932   28,364   53,601  135,730  156,459  245,263  238,424   29,226   36,064

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        145)
   7,783   -6,313    2,654   -1,274   13,475    9,163    9,816   -9,019   -9,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     10.3     19.5     49.4     57.0     89.4     86.9     10.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      80       74       76       47       57      183      161
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      839,037
COMMITMENTS
 128,308   75,990  113,138  443,970  416,363  685,417  605,491  153,621  233,546

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     68,340)
  15,000   -6,470    7,873   29,912   53,693   52,786   55,097   15,554   13,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      9.1     13.5     52.9     49.6     81.7     72.2     18.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     134       96      116      216      212      412      372
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      770,697
COMMITMENTS
 113,308   82,460  105,265  414,058  362,670  632,631  550,394  138,066  220,303

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      3,392)
   7,554  -14,893       44      920   13,764    8,518   -1,085   -5,126    4,477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7     10.7     13.7     53.7     47.1     82.1     71.4     17.9     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     126      102      124      203      197      400      368
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,457
COMMITMENTS
   2,240      712      394    1,084    5,768    3,718    6,874    4,739    1,583

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        558)
     128      -11      -52      -17      883       58      820      500     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      8.4      4.7     12.8     68.2     44.0     81.3     56.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        7        4       12       15       27       23
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,899
COMMITMENTS
   2,113      723      446    1,101    4,885    3,660    6,054    4,239    1,845

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:       -235)
     169      179      110     -464     -169     -185      120      -50     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.7      9.2      5.6     13.9     61.8     46.3     76.6     53.7     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        6        6        8       13       26       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,618
COMMITMENTS
  67,369   36,125   96,612  201,072  185,318  365,054  318,055   79,564  126,563

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     38,301)
   2,241    3,148    2,937   24,493   26,322   29,671   32,407    8,630    5,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.1     21.7     45.2     41.7     82.1     71.5     17.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     121      125      136      109      113      312      297
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      406,317
COMMITMENTS
  65,128   32,977   93,675  176,579  158,996  335,382  285,648   70,934  120,669

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     22,981)
  11,800   -5,233    3,755    5,664   11,410   21,219    9,932    1,762   13,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      8.1     23.1     43.5     39.1     82.5     70.3     17.5     29.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     110      125      134       93      112      291      290
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,108
COMMITMENTS
  13,097    4,153      197      488      848   13,782    5,198    3,326   11,910

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        8        9        3        3       20       16
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,527
COMMITMENTS
  10,970    3,743      158      350      587   11,478    4,488    3,049   10,039

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        782)
     654     -311       81        0       32      735     -198       47      980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    75.5     25.8      1.1      2.4      4.0     79.0     30.9     21.0     69.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        7        6        1        2       15       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      191,986
COMMITMENTS
  39,156   11,277   36,144   83,645  129,035  158,946  176,457   33,041   15,530

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     12,268)
   4,243   -2,935    1,048    3,475   12,591    8,765   10,703    3,503    1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      5.9     18.8     43.6     67.2     82.8     91.9     17.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      50       29       41       44       47      120      101
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      179,718
COMMITMENTS
  34,913   14,212   35,096   80,171  116,444  150,180  165,753   29,538   13,965

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     10,978)
   6,899   -2,294      573      180   13,716    7,652   11,994    3,326   -1,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      7.9     19.5     44.6     64.8     83.6     92.2     16.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      47       33       44       43       46      121      105
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,017,626
COMMITMENTS
 122,548  148,017  179,721  568,172  484,318  870,441  812,056  147,185  205,570

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     26,501)
   1,923   15,361   12,563   20,197   -2,757   34,684   25,167   -8,182    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     14.5     17.7     55.8     47.6     85.5     79.8     14.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       45       57       81       83      149      156
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      991,125
COMMITMENTS
 120,625  132,657  167,158  547,975  487,074  835,758  786,889  155,367  204,236

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -6,999)
   7,432   -2,221    8,105     -179   -9,562   15,358   -3,679  -22,357   -3,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     13.4     16.9     55.3     49.1     84.3     79.4     15.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       37       53       80       84      147      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      172,976
COMMITMENTS
  37,241   11,912   27,552   72,749  110,564  137,542  150,028   35,434   22,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,672)
   2,585   -1,809   -5,560    2,117    8,908     -858    1,539    2,530      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      6.9     15.9     42.1     63.9     79.5     86.7     20.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      52       24       39       53       61      126      115
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,304
COMMITMENTS
  34,656   13,721   33,112   70,632  101,656  138,400  148,489   32,904   22,815

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,473)
   8,105   -1,691   -2,312   -3,915    7,437    1,878    3,434     -405   -1,961

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.2      8.0     19.3     41.2     59.3     80.8     86.7     19.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      44       35       46       52       63      131      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,306
COMMITMENTS
   2,960    1,664      537      924    2,677    4,421    4,877    1,885    1,429

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        390)
      53     -517       59      -53      930       59      472      332      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     26.4      8.5     14.7     42.4     70.1     77.3     29.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       10        5        8       11       23       24
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,916
COMMITMENTS
   2,908    2,180      477      978    1,747    4,363    4,405    1,553    1,511

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        613)
     745       23       62     -324      500      483      585      130       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     36.9      8.1     16.5     29.5     73.7     74.5     26.3     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       11        7       10       10       26       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      321,579
COMMITMENTS
 104,568   71,833    2,291  160,808  137,654  267,667  211,778   53,912  109,801

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -6,991)
  -7,552    2,527     -605    4,085  -11,877   -4,072   -9,955   -2,919    2,964

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       25        3       40       42       56       70
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      328,570
COMMITMENTS
 112,120   69,306    2,896  156,723  149,531  271,739  221,733   56,831  106,837

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -36,026)
  -6,876     -146   -3,355  -22,069   -8,671  -32,300  -12,172   -3,726  -23,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.1     21.1      0.9     47.7     45.5     82.7     67.5     17.3     32.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       26        3       37       46       53       75
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,906,287
COMMITMENTS
 394,750  549,012  484,711  1779980  1234650  2659441  2268374  246,846  637,913

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    301,688)
  19,405   67,549   86,744  157,724   83,480  263,874  237,773   37,814   63,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     18.9     16.7     61.2     42.5     91.5     78.1      8.5     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      43       88       84      119      146      218      262
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,604,599
COMMITMENTS
 375,345  481,463  397,967  1622255  1151170  2395567  2030601  209,032  573,999

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     70,648)
 -12,216   77,215   66,805  110,383  -33,695  164,972  110,326  -94,325  -39,678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     18.5     15.3     62.3     44.2     92.0     78.0      8.0     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      41       87       78      116      140      209      254
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,829,972
COMMITMENTS
 235,390  372,358  304,292  1138454  786,669  1678136  1463319  151,836  366,653

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    161,232)
    -627   52,798   36,266  127,968   93,511  163,607  182,575   -2,375  -21,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     20.3     16.6     62.2     43.0     91.7     80.0      8.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      33       62       58       78       98      145      184
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,668,740
COMMITMENTS
 236,016  319,560  268,026  1010487  693,158  1514529  1280744  154,211  387,996

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     83,754)
  15,816   66,966   50,991   15,124  -31,144   81,930   86,812    1,824   -3,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1     19.1     16.1     60.6     41.5     90.8     76.7      9.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      39       55       55       73       91      138      175
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      650,103
COMMITMENTS
 229,134   51,733  170,126  210,115  389,365  609,375  611,223   40,728   38,880

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     78,406)
  35,205    5,490   11,654   28,206   58,381   75,064   75,524    3,342    2,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      8.0     26.2     32.3     59.9     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      32       19       32       52       55       96       94
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      571,697
COMMITMENTS
 193,929   46,243  158,472  181,910  330,984  534,311  535,698   37,386   35,998

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -39,778)
  -5,890    6,194    4,424  -11,601  -18,939  -13,067   -8,321  -26,711  -31,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.9      8.1     27.7     31.8     57.9     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      31       20       33       51       53       96       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,566
COMMITMENTS
  14,686    3,672    3,233   37,283   43,889   55,202   50,795   10,365   14,772

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      7,645)
  -2,255    1,019    1,555   13,189      875   12,490    3,449   -4,844    4,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      5.6      4.9     56.9     66.9     84.2     77.5     15.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       15       15       26       21       60       42
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,921
COMMITMENTS
  16,940    2,654    1,678   24,094   43,014   42,712   47,345   15,209   10,576

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      3,013)
     341     -223      870    1,209    1,839    2,420    2,486      593      527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      4.6      2.9     41.6     74.3     73.7     81.7     26.3     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24        9        9       22       18       51       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,588
COMMITMENTS
  11,985   23,147   11,598   37,357   35,461   60,940   70,206   21,648   12,382

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,728)
   1,826   -2,649    3,798  -20,199    9,286  -14,575   10,435   11,847  -13,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     28.0     14.0     45.2     42.9     73.8     85.0     26.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       21       38       21       22       69       65
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,315
COMMITMENTS
  10,158   25,796    7,801   57,555   26,175   75,515   59,771    9,801   25,544

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      6,620)
    -794    1,189    2,379    4,361      519    5,945    4,087      675    2,533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9     30.2      9.1     67.5     30.7     88.5     70.1     11.5     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       29       20       21       14       54       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,501
COMMITMENTS
   4,073    6,876    1,111   31,221   27,304   36,405   35,291       96    1,210

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4       22        4       18       20       25       43
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,699
COMMITMENTS
   6,324    6,979    1,111   30,382   28,799   37,817   36,889      882    1,810

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -1,730)
     360      723     -328   -1,560   -1,802   -1,528   -1,407     -202     -323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     18.0      2.9     78.5     74.4     97.7     95.3      2.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       25        4       18       21       25       47
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,038
COMMITMENTS
       0    3,010        0   14,037   10,916   14,037   13,926        1      112

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0       10        0        5       10        5       20
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       17,180
COMMITMENTS
   5,726    2,996        0   11,360   13,996   17,086   16,992       94      188

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      2,567)
      70      624        0    2,896    2,328    2,966    2,952     -399     -385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3     17.4      0.0     66.1     81.5     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2       10        0        6       11        8       21
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,060
COMMITMENTS
   1,542    2,330    4,804   16,551   15,476   22,897   22,610    6,164    6,450

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        -89)
    -123      149     -272      339      260      -56      136      -34     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.0     16.5     57.0     53.3     78.8     77.8     21.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        6       16       24       21       41       38
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,150
COMMITMENTS
   1,665    2,181    5,076   16,211   15,217   22,952   22,474    6,197    6,676

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -5,329)
    -952     -350   -1,248   -3,464   -3,214   -5,664   -4,812      335     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      7.5     17.4     55.6     52.2     78.7     77.1     21.3     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        7       17       22       21       41       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,777
COMMITMENTS
  18,648    6,020   14,977   43,355   41,400   76,980   62,397   17,797   32,380

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -14,460)
  -7,874       22   -4,964      459   -5,882  -12,379  -10,824   -2,082   -3,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      6.4     15.8     45.7     43.7     81.2     65.8     18.8     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      50       29       41       30       40      109       90
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      109,237
COMMITMENTS
  26,522    5,998   19,940   42,896   47,283   89,358   73,221   19,879   36,017

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        339)
   3,674      -46   -3,784      924    3,011      813     -819     -474    1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.3      5.5     18.3     39.3     43.3     81.8     67.0     18.2     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      147)
      59       26       44       31       39      125       87
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,029
COMMITMENTS
     346    1,373      165    1,757      418    2,268    1,956      761    1,073

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:         40)
      27      -68       10       60       45       97      -13      -57       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     45.3      5.4     58.0     13.8     74.9     64.6     25.1     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       17        5        8        2       20       19
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,989
COMMITMENTS
     320    1,441      155    1,697      373    2,171    1,969      817    1,020

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        -65)
      61      -35       51       43      -26      155      -10     -221      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     48.2      5.2     56.8     12.5     72.7     65.9     27.3     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       17        5        8        1       18       20
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,459
COMMITMENTS
  53,768    8,293   22,040   70,400   87,894  146,208  118,228   20,251   48,231

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     14,601)
   8,391      129      684    1,660    9,299   10,735   10,112    3,866    4,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      5.0     13.2     42.3     52.8     87.8     71.0     12.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      71       33       46       80      118      178      178
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      151,858
COMMITMENTS
  45,377    8,164   21,357   68,740   78,595  135,474  108,115   16,385   43,743

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      8,915)
   6,257   -3,735      932     -577    5,046    6,612    2,243    2,304    6,672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9      5.4     14.1     45.3     51.8     89.2     71.2     10.8     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      67       28       45       72      104      157      164
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,379
COMMITMENTS
   2,019      237      425      779    3,206    3,224    3,868    2,155    1,511

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -218)
     -56      -37       12     -115     -110     -158     -135      -60      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      4.4      7.9     14.5     59.6     59.9     71.9     40.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        6        8       13       19       39       32
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,597
COMMITMENTS
   2,075      274      413      894    3,316    3,382    4,003    2,215    1,594

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        -76)
     -94       90      -51       26     -180     -119     -141       43       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.1      4.9      7.4     16.0     59.2     60.4     71.5     39.6     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      23        8        8       13       19       39       33
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,599
COMMITMENTS
  10,465      681    7,757    7,564    7,442   25,786   15,880    4,813   14,719

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,363)
   1,746     -497    1,224   -1,725      185    1,245      912      118      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      2.2     25.4     24.7     24.3     84.3     51.9     15.7     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      50       15       26       38       48       99       79
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,236
COMMITMENTS
   8,719    1,178    6,533    9,290    7,257   24,541   14,968    4,695   14,268

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,795)
   1,506     -805      175     -130    1,439    1,551      809      243      986

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      4.0     22.3     31.8     24.8     83.9     51.2     16.1     48.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      43       16       28       42       48       98       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      130,585
COMMITMENTS
  36,405   10,175    1,810   53,681   79,030   91,897   91,016   38,688   39,569

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     20,056)
  18,596   -4,150      820   -7,767    1,536   11,649   -1,794    8,407   21,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      7.8      1.4     41.1     60.5     70.4     69.7     29.6     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       13        7       25       29       53       44
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      110,529
COMMITMENTS
  17,809   14,325      990   61,449   77,494   80,248   92,810   30,282   17,719

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,334)
   5,693   -5,311   -1,428    1,254   14,033    5,518    7,293     -184   -1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     13.0      0.9     55.6     70.1     72.6     84.0     27.4     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      17       12        4       26       27       46       40
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       42,326
COMMITMENTS
  10,655   10,495        1   14,898   22,524   25,554   33,020   16,772    9,306

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -25,926)
   3,181       -6   -1,345  -24,722  -21,034  -22,886  -22,385   -3,040   -3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     24.8      0.0     35.2     53.2     60.4     78.0     39.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        8        9       18       13
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       68,252
COMMITMENTS
   7,474   10,501    1,346   39,620   43,558   48,440   55,405   19,812   12,847

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,024)
     176    1,285      942    2,819    3,780    3,937    6,007    1,087     -983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     15.4      2.0     58.0     63.8     71.0     81.2     29.0     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       8        6        2       17       16       26       24
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       72,172
COMMITMENTS
  49,610    5,187      260   14,212   63,555   64,082   69,003    8,090    3,168

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -53,488)
 -23,607   -3,256   -1,525  -21,806  -43,632  -46,938  -48,412   -6,550   -5,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7      7.2      0.4     19.7     88.1     88.8     95.6     11.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      53       12        3       15       17       70       30
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:      125,660
COMMITMENTS
  73,217    8,443    1,785   36,018  107,187  111,020  117,415   14,640    8,245

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     23,003)
   2,218     -442    1,529   15,480   17,882   19,227   18,968    3,776    4,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    58.3      6.7      1.4     28.7     85.3     88.3     93.4     11.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      62       11        5       21       27       87       40
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       81,295
COMMITMENTS
  42,062    4,329      489    9,954   66,110   52,505   70,927   28,790   10,368

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -19,777)
  -4,390     -950   -1,462  -11,407  -14,537  -17,259  -16,949   -2,518   -2,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7      5.3      0.6     12.2     81.3     64.6     87.2     35.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28        8        6        8       16       39       27
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:      101,072
COMMITMENTS
  46,452    5,279    1,951   21,361   80,646   69,764   87,876   31,308   13,196

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     18,186)
   8,471      728    1,348    5,183   17,666   15,002   19,743    3,184   -1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.0      5.2      1.9     21.1     79.8     69.0     86.9     31.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      28        8        6       13       19       43       31
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      131,363
COMMITMENTS
  14,571   19,308    1,614   84,059   90,332  100,244  111,254   31,119   20,109

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -63,196)
     585   -3,737   -3,496  -55,817  -51,704  -58,728  -58,937   -4,468   -4,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     14.7      1.2     64.0     68.8     76.3     84.7     23.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       15        6       20       20       39       39
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      194,559
COMMITMENTS
  13,986   23,045    5,110  139,876  142,037  158,972  170,191   35,587   24,368

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     13,772)
     659    3,018    2,234    9,927    7,220   12,819   12,471      953    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2     11.8      2.6     71.9     73.0     81.7     87.5     18.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      18       16        9       27       26       48       48
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      146,320
COMMITMENTS
  39,682   11,216   12,006   34,771   74,163   86,459   97,385   59,860   48,935

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -44,138)
   4,037   -3,063    2,084  -42,819  -38,860  -36,698  -39,840   -7,440   -4,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      7.7      8.2     23.8     50.7     59.1     66.6     40.9     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      40       16       24       29       24       73       60
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      190,458
COMMITMENTS
  35,645   14,279    9,922   77,590  113,023  123,158  137,225   67,300   53,233

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -21,073)
  -7,055    3,610  -11,252      646   -8,076  -17,661  -15,718   -3,412   -5,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      7.5      5.2     40.7     59.3     64.7     72.0     35.3     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      31       25       21       33       34       74       70
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       11,871
COMMITMENTS
   5,933        0        0    3,852   10,846    9,785   10,846    2,086    1,025

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      0.0      0.0     32.4     91.4     82.4     91.4     17.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        0        0        7       11       15       11
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       63,246
COMMITMENTS
  20,278    3,161        0   38,199   54,637   58,477   57,798    4,769    5,448

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       14       19       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       60,857
COMMITMENTS
  14,573    1,906       62   40,533   50,920   55,168   52,888    5,689    7,969

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     27,082)
   4,207      266     -188   22,103   24,766   26,122   24,844      960    2,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.9      3.1      0.1     66.6     83.7     90.7     86.9      9.3     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        2        2       11       16       16       18
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,393,117
COMMITMENTS
 666,881  1155345  3592002  7052515  5936564 11311398 10683911  1081719  1709206

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,166,821)
 -32,095  -26,939 -525,518 -683,549 -651,416 -1241162 -1203872   74,340   37,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.3     29.0     56.9     47.9     91.3     86.2      8.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      56       73       99      116      128      225      251
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,559,938
COMMITMENTS
 698,975  1182284  4117520  7736064  6587980 12552560 11887784  1007378  1672155

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    213,472)
  -4,671   33,527  136,794  114,074   56,327  246,197  226,648  -32,725  -13,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      8.7     30.4     57.1     48.6     92.6     87.7      7.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      57       77      104      131      145      247      271
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      858,705
COMMITMENTS
  67,309  103,119   45,547  556,938  583,498  669,794  732,164  188,911  126,541

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     68,848)
  -1,887   17,899    2,343   38,631   42,651   39,086   62,893   29,762    5,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     12.0      5.3     64.9     68.0     78.0     85.3     22.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      57       36       60      112       77      197      145
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      789,857
COMMITMENTS
  69,197   85,219   43,204  518,307  540,846  630,708  669,270  159,149  120,587

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     24,507)
   2,326    2,439    9,165   15,120   18,076   26,612   29,680   -2,105   -5,174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8     10.8      5.5     65.6     68.5     79.9     84.7     20.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      52       38       52       99       74      179      136
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,256,154
COMMITMENTS
 276,845  229,162   66,946  600,960  761,554  944,752  1057662  311,402  198,492

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    164,196)
  48,312  -37,918   33,429  102,419   65,991  184,160   61,502  -19,964  102,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     18.2      5.3     47.8     60.6     75.2     84.2     24.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      47       56       50       68       62      145      138
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,091,958
COMMITMENTS
 228,533  267,079   33,517  498,541  695,563  760,591  996,159  331,367   95,799

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     64,713)
  20,066    3,301   10,996   49,849   56,436   80,910   70,733  -16,197   -6,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     24.5      3.1     45.7     63.7     69.7     91.2     30.3      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      40       64       29       57       56      116      130
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       19,787
COMMITMENTS
   2,710      608    1,287    8,878   14,671   12,875   16,566    6,912    3,221

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        3       20       16       26       21
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       15,358
COMMITMENTS
   1,795      478      617    7,128   12,397    9,540   13,492    5,818    1,866

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,445)
     228      -45      561      292      685    1,081    1,201      364      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      3.1      4.0     46.4     80.7     62.1     87.8     37.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       17       12       22       16
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       47,874
COMMITMENTS
   3,886    6,008    5,246   28,901   21,824   38,033   33,078    9,841   14,796

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        7       21       23       29       30
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       33,166
COMMITMENTS
   3,912    6,008    1,497   22,094   17,981   27,503   25,486    5,663    7,680

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        721)
    -646     -163    1,224      534     -669    1,112      392     -391      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     18.1      4.5     66.6     54.2     82.9     76.8     17.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        5        6       16       20       25       28
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,152
COMMITMENTS
   4,225   17,235    4,084   54,586   70,509   62,895   91,829   41,256   12,323

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     18,195)
    -744    3,969    3,063    9,424    9,922   11,743   16,954    6,452    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     16.5      3.9     52.4     67.7     60.4     88.2     39.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13       26       13       45       43       66       76
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       85,956
COMMITMENTS
   4,969   13,266    1,021   45,162   60,588   51,152   74,875   34,804   11,082

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -4,172)
     450   -6,746      836    4,517    2,885    5,803   -3,025   -9,975   -1,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8     15.4      1.2     52.5     70.5     59.5     87.1     40.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      14       24        7       38       34       59       60
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      490,651
COMMITMENTS
  88,305  107,445   10,554  353,708  206,219  452,568  324,218   38,083  166,433

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     98,309)
   6,259    6,214    7,903   74,450   49,878   88,612   63,995    9,697   34,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     21.9      2.2     72.1     42.0     92.2     66.1      7.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      43       67       27       52       52      107      135
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      392,342
COMMITMENTS
  82,046  101,231    2,651  279,258  156,341  363,956  260,223   28,386  132,119

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -66,131)
 -32,893    1,878     -394  -26,871  -13,054  -60,158  -11,570   -5,973  -54,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9     25.8      0.7     71.2     39.8     92.8     66.3      7.2     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      169)
      51       56       12       43       33       98       97
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      108,793
COMMITMENTS
  56,134    2,946    3,858   19,498   94,448   79,490  101,252   29,303    7,541

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -27,851)
   2,071     -550   -1,042  -20,999  -20,993  -19,970  -22,585   -7,881   -5,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6      2.7      3.5     17.9     86.8     73.1     93.1     26.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24        1        3       12       18       36       22
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      136,644
COMMITMENTS
  54,063    3,496    4,900   40,497  115,441   99,460  123,837   37,184   12,807

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     29,968)
  -1,547    2,625    2,558   23,399   19,935   24,411   25,119    5,558    4,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.6      2.6      3.6     29.6     84.5     72.8     90.6     27.2      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      21        4        4       16       26       39       32
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       49,198
COMMITMENTS
   1,694   18,788    1,607   35,577   23,538   38,878   43,933   10,320    5,265

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,169)
      42    3,094    1,383    3,980    4,245    5,405    8,722    3,764      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     38.2      3.3     72.3     47.8     79.0     89.3     21.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5       13        6       34       30       43       46
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       40,029
COMMITMENTS
   1,652   15,694      224   31,597   19,293   33,473   35,211    6,555    4,818

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      4,242)
     149    1,144      -86    3,939    2,859    4,002    3,917      240      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     39.2      0.6     78.9     48.2     83.6     88.0     16.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5       11        2       28       23       34       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      250,942
COMMITMENTS
  74,184   38,810   14,607  152,675  161,063  241,465  214,480    9,478   36,462

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     36,944)
   7,826    1,734    9,852   20,991      665   38,669   12,250   -1,725   24,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     15.5      5.8     60.8     64.2     96.2     85.5      3.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       36       18       33       46       61       89
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      213,999
COMMITMENTS
  66,357   37,077    4,755  131,684  160,398  202,796  202,230   11,203   11,769

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,568)
   5,019    1,742    3,223   -4,566     -447    3,676    4,518   -2,108   -2,950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     17.3      2.2     61.5     75.0     94.8     94.5      5.2      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      16       33       10       29       43       51       80
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,127
COMMITMENTS
  11,584   10,666      236    9,833   13,432   21,653   24,334   10,474    7,793

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -22,191)
    -823    2,419   -7,023   -6,460  -12,277  -14,306  -16,881   -7,885   -5,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     33.2      0.7     30.6     41.8     67.4     75.7     32.6     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       13        2       13       16       35       31
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       54,318
COMMITMENTS
  12,407    8,247    7,259   16,293   25,709   35,959   41,215   18,359   13,103

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     13,297)
   1,459     -251    6,205     -401    1,801    7,263    7,755    6,034    5,542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.8     15.2     13.4     30.0     47.3     66.2     75.9     33.8     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      24       20       12       18       26       52       49
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       37,666
COMMITMENTS
   7,588      485    4,458    7,979    4,852   20,025    9,795   17,641   27,871

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      1.3     11.8     21.2     12.9     53.2     26.0     46.8     74.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      11        3        5        9        7       21       14
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,478
COMMITMENTS
   3,476    7,628        0   47,979   26,271   51,455   33,899   16,023   33,579

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -47,899)
   3,276   -1,971   -2,219   -8,541  -45,734   -7,484  -49,924  -40,415    2,025

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       13        0       19       28       22       41
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:      115,377
COMMITMENTS
     200    9,599    2,219   56,520   72,005   58,939   83,823   56,438   31,554

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     -3,198)
     100     -912     -399   -1,669   -3,317   -1,968   -4,628   -1,230    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.3      1.9     49.0     62.4     51.1     72.7     48.9     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2       16        3       22       29       26       47
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      127,252
COMMITMENTS
  49,513    3,086   23,292   18,190   87,926   90,996  114,304   36,256   12,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -748)
  -2,125   -1,268       88    1,564      356     -473     -824     -275       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      2.4     18.3     14.3     69.1     71.5     89.8     28.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      94       27       52       24       39      144       98
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      128,000
COMMITMENTS
  51,638    4,354   23,205   16,626   87,570   91,469  115,129   36,532   12,872

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      6,261)
   2,422      287    1,832     -433    3,704    3,821    5,823    2,440      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3      3.4     18.1     13.0     68.4     71.5     89.9     28.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      88       32       47       23       36      138       93
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      118,378
COMMITMENTS
  47,015   15,026   20,796   34,188   70,847  102,000  106,669   16,378   11,709

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,840)
  -5,395     -153    2,875      264   -6,234   -2,256   -3,512     -585      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     12.7     17.6     28.9     59.8     86.2     90.1     13.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      76       53       43       41       44      143      120
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      121,218
COMMITMENTS
  52,410   15,179   17,921   33,924   77,082  104,256  110,182   16,963   11,037

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,223)
   3,124       36    1,513     -335    2,449    4,302    3,997      921    1,226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.2     12.5     14.8     28.0     63.6     86.0     90.9     14.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      73       51       39       41       47      141      115
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      439,401
COMMITMENTS
 181,307   39,143   86,750  106,118  288,518  374,175  414,410   65,225   24,990

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     37,371)
  35,427   -6,717    1,260    1,046   40,427   37,734   34,970     -363    2,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      8.9     19.7     24.2     65.7     85.2     94.3     14.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     153       45       72       41       46      223      141
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      402,030
COMMITMENTS
 145,880   45,861   85,489  105,072  248,090  336,441  379,440   65,588   22,590

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     16,876)
   8,205   -5,868    4,244      222   18,963   12,672   17,339    4,204     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.3     11.4     21.3     26.1     61.7     83.7     94.4     16.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
     148       34       65       41       49      212      131
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,014
COMMITMENTS
   7,165    1,436      451      540    8,225    8,156   10,112    3,858    1,902

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      23        4        5        3        4       29       11
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,391
COMMITMENTS
   6,805    1,118      369      509    7,788    7,683    9,275    2,708    1,116

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,084)
     613      243       22      109      804      744    1,069      340       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    65.5     10.8      3.6      4.9     74.9     73.9     89.3     26.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      21        4        3        3        4       27        9
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       84,001
COMMITMENTS
  19,651    4,715    7,690   40,548   47,373   67,888   59,778   16,113   24,223

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,385)
   3,351   -1,372    1,152    3,887    5,835    8,390    5,615    1,995    4,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      5.6      9.2     48.3     56.4     80.8     71.2     19.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      30       19       17       42       49       83       76
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       73,616
COMMITMENTS
  16,300    6,087    6,537   36,660   41,538   59,498   54,162   14,118   19,454

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        504)
   1,719     -968      651     -954    2,276    1,416    1,960     -912   -1,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      8.3      8.9     49.8     56.4     80.8     73.6     19.2     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      33       22       17       41       43       83       73
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       37,731
COMMITMENTS
   1,537    2,185    1,059   22,875   20,200   25,470   23,444   12,261   14,287

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,599)
     426     -717        7    1,627    1,565    2,059      855      540    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.8      2.8     60.6     53.5     67.5     62.1     32.5     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        6        3       21       17       27       24
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,132
COMMITMENTS
   1,111    2,902    1,052   21,248   18,635   23,411   22,590   11,721   12,542

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:       -990)
      48     -725     -371     -493     -374     -816   -1,470     -174      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.3      3.0     60.5     53.0     66.6     64.3     33.4     35.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        7        3       21       20       28       28
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      181,859
COMMITMENTS
  51,062    6,023   45,968   61,474  118,619  158,504  170,610   23,356   11,249

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     17,418)
   5,414   -1,211    7,444    3,678   10,488   16,536   16,721      882      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      3.3     25.3     33.8     65.2     87.2     93.8     12.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     121       32       65       69       68      213      146
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      164,441
COMMITMENTS
  45,647    7,234   38,524   57,796  108,131  141,967  153,889   22,473   10,552

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     11,140)
   4,602     -504    4,282      740    8,092    9,624   11,870    1,517     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      4.4     23.4     35.1     65.8     86.3     93.6     13.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
     100       42       63       66       64      200      143
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,192
COMMITMENTS
  15,545    4,527    9,021   11,725   27,665   36,291   41,213    6,901    1,979

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,879)
   2,345      849      -85     -554      924    1,706    1,687      172      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     10.5     20.9     27.1     64.1     84.0     95.4     16.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      76       27       38       22       21      123       64
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       41,313
COMMITMENTS
  13,200    3,678    9,106   12,279   26,742   34,585   39,525    6,728    1,788

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        755)
   2,138      956     -768   -1,111      288      259      476      496      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.0      8.9     22.0     29.7     64.7     83.7     95.7     16.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      72       20       33       24       21      114       59
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,503
COMMITMENTS
  49,699    5,903   16,582   83,066  134,145  149,347  156,630   14,156    6,874

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      8,437)
   1,142     -543    4,139    1,723    5,323    7,004    8,919    1,434     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      3.6     10.1     50.8     82.0     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      77       28       49       46       42      157      106
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      155,066
COMMITMENTS
  48,557    6,447   12,443   81,344  128,822  142,344  147,711   12,723    7,355

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      7,347)
   9,097      474    1,136   -3,227    3,808    7,007    5,419      340    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      4.2      8.0     52.5     83.1     91.8     95.3      8.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      67       33       42       46       39      140       96
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      485,694
COMMITMENTS
 106,046   14,161   84,940  206,851  340,347  397,836  439,448   87,857   46,246

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,999)
   7,947   -9,790     -322   -3,301   19,736    4,324    9,624    6,675    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.9     17.5     42.6     70.1     81.9     90.5     18.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      63       20       43       56       50      133       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      474,694
COMMITMENTS
  98,099   23,951   85,262  210,152  320,611  393,512  429,824   81,182   44,871

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:    -11,934)
 -14,711    7,065   -2,005    9,494  -18,882   -7,222  -13,822   -4,712    1,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.7      5.0     18.0     44.3     67.5     82.9     90.5     17.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      46       31       40       57       47      125       97
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      171,480
COMMITMENTS
  55,555   11,348   47,860   52,564  102,278  155,978  161,486   15,502    9,994

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,792)
    -212       85     -423    2,505    1,951    1,870    1,613      -78      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      6.6     27.9     30.7     59.6     91.0     94.2      9.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     175       71      128      102      117      327      274
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      169,687
COMMITMENTS
  55,766   11,263   48,283   50,058  100,326  154,108  159,873   15,579    9,815

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     18,279)
   2,267      528   10,858    4,063    5,019   17,188   16,406    1,091    1,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      6.6     28.5     29.5     59.1     90.8     94.2      9.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     179       64      119      103      122      320      274
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,281
COMMITMENTS
   7,043   19,080    2,714   14,208    1,136   23,965   22,930    2,316    3,351

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -5,809)
    -997    2,590     -845   -3,274   -6,691   -5,116   -4,946     -693     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     72.6     10.3     54.1      4.3     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       31        9        6        8       23       42
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       32,090
COMMITMENTS
   8,040   16,490    3,559   17,481    7,827   29,081   27,876    3,009    4,213

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      6,726)
     858    2,009       18    5,373    3,768    6,249    5,795      476      931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     51.4     11.1     54.5     24.4     90.6     86.9      9.4     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       28       11        3       12       19       45
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      210,426
COMMITMENTS
  35,893   29,324   38,111  102,898  114,464  176,903  181,900   33,523   28,526

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     13,970)
     995     -203    3,414   10,296   10,879   14,705   14,090     -735     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     13.9     18.1     48.9     54.4     84.1     86.4     15.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       24       29       61       67      111      106
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      196,456
COMMITMENTS
  34,898   29,527   34,697   92,602  103,586  162,197  167,810   34,258   28,646

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,870)
   7,350    1,158    3,747   -7,853    1,183    3,245    6,088    2,625     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.8     15.0     17.7     47.1     52.7     82.6     85.4     17.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      33       25       31       55       61      109       99
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      725,617
COMMITMENTS
  47,499   58,024  289,616  306,719  342,029  643,834  689,669   81,783   35,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     35,014)
   5,473     -136   11,379   19,150   23,028   36,002   34,271     -988      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      8.0     39.9     42.3     47.1     88.7     95.0     11.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      63       53       79       84       77      189      171
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      690,603
COMMITMENTS
  42,026   58,160  278,237  287,569  319,001  607,832  655,398   82,771   35,206

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     45,474)
   6,350    4,046   22,802   12,795   16,569   41,946   43,417    3,527    2,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      8.4     40.3     41.6     46.2     88.0     94.9     12.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      61       51       80       84       77      184      173
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,089
COMMITMENTS
   8,112    4,708        0   59,001   63,791   67,113   68,499    6,976    5,590

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       22       21       23
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       70,026
COMMITMENTS
   7,696    4,708        0   55,019   60,694   62,715   65,402    7,311    4,624

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      3,534)
   3,348        0        0      186    3,534    3,534    3,534        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      6.7      0.0     78.6     86.7     89.6     93.4     10.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       19       20       20       21
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,582
COMMITMENTS
       0    7,122    2,114   46,402   33,542   48,516   42,778    2,066    7,804

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       11       12       12       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,078
COMMITMENTS
   3,973        0    3,662   31,115   35,448   38,750   39,110    4,328    3,968

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       19       16       22       19
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       39,625
COMMITMENTS
   3,251        0    4,322   28,212   31,122   35,785   35,444    3,840    4,181

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        856)
    -961     -143       25    2,160      612    1,224      494     -368      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0     10.9     71.2     78.5     90.3     89.4      9.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       17       14       20       17
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,368
COMMITMENTS
   4,078    2,035    2,008   51,952   51,774   58,038   55,817    7,330    9,551

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       20       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       63,122
COMMITMENTS
   4,266    1,607    1,182   51,254   51,264   56,702   54,053    6,420    9,069

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      1,887)
  -1,474        0      276    3,393    1,486    2,195    1,762     -308      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      2.5      1.9     81.2     81.2     89.8     85.6     10.2     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       20       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      945,838
COMMITMENTS
 256,378   60,320  155,772  517,087  719,707  929,237  935,799   16,601   10,039

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21        7       28       75       72      106      102
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      944,623
COMMITMENTS
 254,087   64,344  156,845  516,175  713,481  927,107  934,670   17,516    9,953

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     13,986)
   7,902    2,075     -963    6,374   13,405   13,313   14,517      673     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.9      6.8     16.6     54.6     75.5     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      18        8       24       75       72      103       98
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,062
COMMITMENTS
  23,707   39,201   29,289   61,382   47,781  114,378  116,271    4,684    2,791

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       13       21       22       37       37
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      113,825
COMMITMENTS
  23,413   41,845   28,138   59,341   42,380  110,892  112,363    2,933    1,462

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:      5,418)
  -1,329   -4,045    6,178    3,024    3,623    7,873    5,756   -2,455     -338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     36.8     24.7     52.1     37.2     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      11        8       14       21       20       39       35
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       44,801
COMMITMENTS
   3,923    3,075   11,788   28,553   29,432   44,265   44,295      537      507

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,554)
   1,266      321     -131      288    1,212    1,423    1,402      131      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      6.9     26.3     63.7     65.7     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        8       28       26       37       36
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       43,248
COMMITMENTS
   2,657    2,754   11,919   28,265   28,219   42,842   42,892      406      355

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        119)
     460     -644      940     -277      310    1,123      607   -1,004     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      6.4     27.6     65.4     65.3     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        4        7       26       27       33       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,078
COMMITMENTS
   3,328    1,148    1,244   13,268   15,448   17,840   17,840      238      238

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       17       16       22       20
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       17,864
COMMITMENTS
   3,196    1,196    1,114   13,316   15,316   17,626   17,626      238      238

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:       -909)
     794     -144     -765   -1,176     -198   -1,147   -1,107      238      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.9      6.7      6.2     74.5     85.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       16       16       21       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,317,329
COMMITMENTS
 172,592   64,887  340,780  729,863  820,270  1243235  1225937   74,093   91,391

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     48,949)
  12,064   11,688   25,299   20,697    9,921   58,060   46,908   -9,110    2,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.9     25.9     55.4     62.3     94.4     93.1      5.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      82       96      122       85       90      243      243
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,268,379
COMMITMENTS
 160,528   53,199  315,481  709,166  810,349  1185175  1179030   83,204   89,350

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     90,072)
  25,372   13,405   43,319   12,100   30,153   80,791   86,877    9,281    3,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.2     24.9     55.9     63.9     93.4     93.0      6.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      82       90      114       85       98      237      241
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,942
COMMITMENTS
   8,540    1,379      183    1,088   10,830    9,811   12,392    3,131      550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      73       10        7       12       24       90       39
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       13,148
COMMITMENTS
   8,144    1,661      142    1,691   10,534    9,977   12,337    3,171      811

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:       -142)
     163     -888       49     -706      996     -494      157      352     -299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    61.9     12.6      1.1     12.9     80.1     75.9     93.8     24.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      67       12        6       13       23       85       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,041
COMMITMENTS
   4,324      553        6    1,569    6,286    5,899    6,845    2,142    1,196

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.8      6.9      0.1     19.5     78.2     73.4     85.1     26.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        1        7       15       28       19
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,857
COMMITMENTS
   3,917      474       61    1,619    6,128    5,597    6,663    2,260    1,194

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:        504)
     565       94      -99     -153      276      313      271      191      233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.9      6.0      0.8     20.6     78.0     71.2     84.8     28.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      20        3        1        6       12       27       16
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      211,750
COMMITMENTS
  41,599    5,045   42,114  103,509  147,224  187,222  194,383   24,528   17,367

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,879)
  -1,462      353    3,191    4,960    4,192    6,689    7,736   -1,809   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      2.4     19.9     48.9     69.5     88.4     91.8     11.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      56       23       45       74       82      149      134
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      206,871
COMMITMENTS
  43,061    4,691   38,923   98,549  143,032  180,534  186,647   26,337   20,224

CHANGES FROM 03/01/05 (CHANGE IN OPEN INTEREST:     19,967)
  13,646     -785    5,698   -4,471   11,266   14,873   16,179    5,094    3,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      2.3     18.8     47.6     69.1     87.3     90.2     12.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      57       25       46       64       80      141      134
 

Updated March 25, 2005