WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      299,546
COMMITMENTS
  56,446   27,574   65,734  145,926  165,915  268,106  259,223   31,440   40,323

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -10,396)
  -6,600    2,226   -4,741      723   -5,282  -10,618   -7,798      222   -2,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      9.2     21.9     48.7     55.4     89.5     86.5     10.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      91       66       77       46       61      183      166
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      309,942
COMMITMENTS
  63,046   25,349   70,475  145,203  171,197  278,724  267,021   31,218   42,921

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      87       76       79       48       62      192      169
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      809,917
COMMITMENTS
 107,707   77,665  108,763  452,327  391,124  668,797  577,552  141,120  232,365

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -18,079)
 -10,104   11,247   -2,601   -5,255  -23,915  -17,959  -15,269     -120   -2,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      9.6     13.4     55.8     48.3     82.6     71.3     17.4     28.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     128       87      114      216      212      406      363
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      827,996
COMMITMENTS
 117,810   66,418  111,364  457,582  415,039  686,756  592,821  141,240  235,175

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     127       95      117      220      219      415      374
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,497
COMMITMENTS
   2,407      730      462      921    5,659    3,790    6,851    4,706    1,646

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        359)
     247      -11       63     -107      339      202      391      156      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.3      8.6      5.4     10.8     66.6     44.6     80.6     55.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        4        5       10       16       25       25
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,138
COMMITMENTS
   2,161      741      400    1,028    5,319    3,588    6,460    4,550    1,678

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        7        4       10       14       24       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,844
COMMITMENTS
  59,551   24,101   85,650  193,787  177,726  338,987  287,476   70,857  122,369

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -26,038)
  -7,167   -1,361  -11,419   -6,741   -9,437  -25,328  -22,217     -710   -3,821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      5.9     20.9     47.3     43.4     82.7     70.1     17.3     29.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     115      116      136      104      115      306      289
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      435,882
COMMITMENTS
  66,718   25,462   97,069  200,528  187,162  364,315  309,693   71,567  126,190

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     132      119      149      110      116      326      306
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,753
COMMITMENTS
  12,957    3,632      416      312      865   13,685    4,913    3,068   11,840

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        2        3       20       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,264
COMMITMENTS
  14,005    4,266      313      312      863   14,630    5,442    2,634   11,822

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      15        8       10        2        3       23       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      180,379
COMMITMENTS
  32,646   11,687   32,681   84,427  120,568  149,754  164,937   30,625   15,442

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,372)
  -1,868      126      642   -2,311   -3,559   -3,536   -2,791    1,164      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      6.5     18.1     46.8     66.8     83.0     91.4     17.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      40       31       37       44       47      110       98
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      182,751
COMMITMENTS
  34,514   11,561   32,039   86,737  124,127  153,290  167,727   29,460   15,023

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      48       28       39       44       47      113      102
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,174
COMMITMENTS
 102,075  153,214  149,274  573,089  460,047  824,438  762,536  131,735  193,638

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -54,098)
 -21,902   -6,244  -14,415   -8,593  -24,461  -44,910  -45,120   -9,188   -8,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     16.0     15.6     59.9     48.1     86.2     79.7     13.8     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      37       42       54       74       81      137      151
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,010,271
COMMITMENTS
 123,977  159,459  163,689  581,682  484,508  869,349  807,656  140,923  202,615

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       49       59       84       86      154      162
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      158,594
COMMITMENTS
  31,059   12,031   28,841   66,425   94,875  126,325  135,747   32,269   22,847

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -4,095)
  -4,165     -105     -554      870   -3,504   -3,849   -4,163     -246       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      7.6     18.2     41.9     59.8     79.7     85.6     20.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      46       31       39       56       54      130      109
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      162,689
COMMITMENTS
  35,223   12,137   29,395   65,555   98,379  130,174  139,910   32,516   22,779

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      50       33       43       54       55      134      114
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,683
COMMITMENTS
   3,289    1,679      568      865    3,183    4,722    5,430    1,961    1,253

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        239)
     265      -43       65      -79      218      251      240      -12       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2     25.1      8.5     12.9     47.6     70.7     81.2     29.3     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16       10        9        9       13       28       29
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,444
COMMITMENTS
   3,024    1,722      503      944    2,965    4,471    5,190    1,973    1,254

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       11        6        9       13       25       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      331,639
COMMITMENTS
 114,442   79,228      145  164,377  145,686  278,964  225,059   52,675  106,580

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,103)
    -861    3,689     -724    7,874   -1,678    6,289    1,287   -5,186     -184

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       28        2       41       43       60       72
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      330,537
COMMITMENTS
 115,303   75,539      869  156,503  147,364  272,675  223,772   57,862  106,765

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      17       29        3       38       45       56       76
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,808,860
COMMITMENTS
 414,770  641,609  424,851  1765382  1207442  2605003  2273902  203,857  534,958

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:   -195,956)
  14,200    2,175  -66,660 -101,210  -37,346 -153,670 -101,831  -42,286  -94,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     22.8     15.1     62.9     43.0     92.7     81.0      7.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      36       84       75      103      133      188      243
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,004,816
COMMITMENTS
 400,570  639,434  491,512  1866592  1244788  2758674  2375734  246,143  629,082

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      39       94       82      117      145      210      267
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,717,417
COMMITMENTS
 202,782  311,433  282,992  1081161  749,008  1566934  1343433  150,483  373,984

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -90,125)
 -29,549  -21,516  -41,618   -1,476   -4,604  -72,643  -67,739  -17,482  -22,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8     18.1     16.5     63.0     43.6     91.2     78.2      8.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      33       53       47       68       84      126      159
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,807,542
COMMITMENTS
 232,331  332,949  324,610  1082637  753,613  1639577  1411172  167,965  396,370

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      45       52       54       71       88      139      171
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      685,250
COMMITMENTS
 199,805   45,841  188,479  253,064  411,945  641,348  646,265   43,902   38,984

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -8,370)
 -30,299   -6,772   13,556   13,698  -11,651   -3,046   -4,867   -5,324   -3,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      6.7     27.5     36.9     60.1     93.6     94.3      6.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      38       19       41       58       58      111      105
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      693,619
COMMITMENTS
 230,104   52,613  174,923  239,366  423,596  644,393  651,132   49,226   42,487

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      38       18       39       55       56      106      101
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,061
COMMITMENTS
   9,777    6,330      616   20,557   26,635   30,950   33,581    9,111    6,480

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:         10)
    -284    1,016       44     -877       96   -1,117    1,155    1,127   -1,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4     15.8      1.5     51.3     66.5     77.3     83.8     22.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       13        6       18       12       41       26
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,051
COMMITMENTS
  10,061    5,314      572   21,434   26,539   32,067   32,426    7,984    7,625

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      22        9        6       19       11       44       23
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,839
COMMITMENTS
   9,785   10,011    3,775   12,565   16,221   26,125   30,007   11,714    7,832

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,363)
     732    2,034      580    1,753   -2,105    3,066      510   -1,703      853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.9     26.5     10.0     33.2     42.9     69.0     79.3     31.0     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       20       20       12       14       48       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       36,476
COMMITMENTS
   9,053    7,977    3,195   10,811   18,326   23,059   29,498   13,417    6,978

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       18       19       11       18       45       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,368
COMMITMENTS
   4,243    6,863    1,046   28,921   24,692   34,210   32,601      158    1,767

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       23        4       19       21       27       45
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,615
COMMITMENTS
   4,182    6,574    1,046   29,229   25,573   34,457   33,193      158    1,422

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5       23        4       18       20       26       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,983
COMMITMENTS
       0    2,204        0   12,838   10,666   12,838   12,870      145      113

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,185
COMMITMENTS
       0    2,681        0   13,125   10,666   13,125   13,347    1,060      838

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,750
COMMITMENTS
   1,521    2,469    5,543   17,971   16,702   25,035   24,714    6,714    7,035

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        439)
     179      -43      111       35      268      324      336      115      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      7.8     17.5     56.6     52.6     78.9     77.8     21.1     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      14        5       16       23       20       40       38
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,310
COMMITMENTS
   1,342    2,512    5,433   17,936   16,434   24,711   24,379    6,600    6,932

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,250)
    -201      182      629    1,386      958    1,814    1,769      436      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      8.0     17.4     57.3     52.5     78.9     77.9     21.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        8       15       23       20       39       37
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       95,215
COMMITMENTS
  17,710    4,590   16,242   44,470   41,765   78,422   62,598   16,793   32,618

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -941)
    -560     -191     -299     -201     -666   -1,061   -1,156      119      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      4.8     17.1     46.7     43.9     82.4     65.7     17.6     34.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      55       26       53       28       35      110      100
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       96,157
COMMITMENTS
  18,270    4,781   16,541   44,672   42,432   79,483   63,754   16,673   32,403

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,379)
    -378   -1,239    1,565    1,317    1,031    2,503    1,357   -1,124       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      5.0     17.2     46.5     44.1     82.7     66.3     17.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      56       22       51       30       37      113       97
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,543
COMMITMENTS
     102      605       84    1,718      611    1,905    1,300      638    1,243

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -197)
     -30     -260      -43      -26      128     -100     -176      -97      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0     23.8      3.3     67.6     24.0     74.9     51.1     25.1     48.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        9        3       10        3       16       13
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,739
COMMITMENTS
     133      865      127    1,744      483    2,004    1,476      735    1,263

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -290)
    -214     -507      -37      -13       65     -264     -480      -26      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     31.6      4.7     63.7     17.6     73.2     53.9     26.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       14        3        8        2       15       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      171,153
COMMITMENTS
  46,651    8,256   25,661   76,418   90,627  148,730  124,544   22,424   46,610

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,646)
    -640    1,470    1,436      587      364    1,383    3,270    1,263     -624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.3      4.8     15.0     44.6     53.0     86.9     72.8     13.1     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      72       26       52       92      126      190      187
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      168,507
COMMITMENTS
  47,291    6,786   24,225   75,831   90,263  147,347  121,274   21,161   47,233

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,048)
  -6,477   -1,507    2,185    5,430    2,369    1,138    3,046      910     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      4.0     14.4     45.0     53.6     87.4     72.0     12.6     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      64       31       51       91      124      186      185
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,603
COMMITMENTS
   2,003      287      437    1,081    3,554    3,521    4,278    2,083    1,326

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:         34)
      91      -35       24        9      136      124      125      -91      -91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.7      5.1      7.8     19.3     63.4     62.8     76.3     37.2     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      22        8        8       16       19       42       31
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,570
COMMITMENTS
   1,911      322      413    1,072    3,418    3,396    4,153    2,173    1,417

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        191)
    -108       85      -12      293      212      173      285       18      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      5.8      7.4     19.2     61.4     61.0     74.6     39.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        8       15       19       40       31
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       29,976
COMMITMENTS
   9,838      825    7,988    7,216    7,343   25,041   16,155    4,934   13,821

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,375)
  -1,009     -151     -254     -260     -407   -1,522     -812      147     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.8      2.8     26.6     24.1     24.5     83.5     53.9     16.5     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      129)
      50       14       21       36       44       97       71
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       31,351
COMMITMENTS
  10,847      976    8,241    7,475    7,750   26,564   16,968    4,787   14,383

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        752)
     382      295      484      -89      308      777    1,087      -25     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.1     26.3     23.8     24.7     84.7     54.1     15.3     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      54       17       27       36       51      103       83
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       87,203
COMMITMENTS
  35,542    8,844    1,580   15,917   57,815   53,039   68,238   34,165   18,965

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -8,468)
  -7,822   -2,856      105     -324   -6,614   -8,041   -9,365     -427      897

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.8     10.1      1.8     18.3     66.3     60.8     78.3     39.2     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      22       11        6       16       22       43       34
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       95,671
COMMITMENTS
  43,364   11,699    1,475   16,240   64,428   61,080   77,603   34,592   18,068

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -34,914)
   6,959    1,524     -335  -37,441  -14,602  -30,817  -13,412   -4,097  -21,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     12.2      1.5     17.0     67.3     63.8     81.1     36.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       14        6       17       23       45       38
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       43,153
COMMITMENTS
   2,168   16,210        1   30,984   11,683   33,153   27,894   10,000   15,259

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      4,118)
  -3,074     -388        0   10,872     -113    7,798     -501   -3,680    4,619

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0     37.6      0.0     71.8     27.1     76.8     64.6     23.2     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        1       13        4       18       12
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       39,035
COMMITMENTS
   5,242   16,598        1   20,112   11,796   25,355   28,395   13,680   10,640

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,292)
  -5,413    6,103        0    5,213  -10,728     -200   -4,625   -3,092    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     42.5      0.0     51.5     30.2     65.0     72.7     35.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1       11        4       18       11
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       60,731
COMMITMENTS
  32,567    8,882      434   20,643   47,478   53,644   56,794    7,087    3,938

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -5,259)
  -5,095    4,083      165    3,670   -8,984   -1,261   -4,737   -3,999     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.6     14.6      0.7     34.0     78.2     88.3     93.5     11.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      39       16        3       16       18       58       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       65,991
COMMITMENTS
  37,662    4,799      269   16,973   56,462   54,905   61,530   11,086    4,460

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,181)
 -11,948     -389        9    2,762   -7,093   -9,177   -7,473    2,996    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.1      7.3      0.4     25.7     85.6     83.2     93.2     16.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      42       16        3       16       18       60       35
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       69,268
COMMITMENTS
  18,568    6,760    1,193   27,760   48,196   47,520   56,148   21,748   13,120

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -4,623)
 -12,760    2,043      346   11,423   -8,990     -991   -6,601   -3,631    1,978

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8      9.8      1.7     40.1     69.6     68.6     81.1     31.4     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      20       10        6       17       13       38       28
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       73,891
COMMITMENTS
  31,328    4,717      846   16,337   57,186   48,512   62,749   25,379   11,142

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,404)
 -10,734      388      358    6,383   -8,924   -3,993   -8,177   -3,411      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      6.4      1.1     22.1     77.4     65.7     84.9     34.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        8        7       13       15       40       29
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      139,691
COMMITMENTS
  11,219   41,594    3,117   97,134   67,824  111,470  112,535   28,221   27,156

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      6,248)
  -4,895   14,009      826   11,181  -12,074    7,112    2,762     -864    3,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     29.8      2.2     69.5     48.6     79.8     80.6     20.2     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18       28       10       28       24       50       58
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      133,444
COMMITMENTS
  16,114   27,585    2,291   85,954   79,897  104,359  109,774   29,085   23,670

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,081)
   1,543    8,277      677    1,895  -10,435    4,114   -1,481   -2,034    3,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     20.7      1.7     64.4     59.9     78.2     82.3     21.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       17        8       20       23       40       47
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      149,283
COMMITMENTS
  29,904   14,596   15,077   46,698   72,332   91,680  102,005   57,604   47,278

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      8,838)
  -5,585    4,037    4,101   13,021    2,451   11,537   10,589   -2,699   -1,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      9.8     10.1     31.3     48.5     61.4     68.3     38.6     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      36       24       32       33       25       82       68
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      140,445
COMMITMENTS
  35,489   10,559   10,976   33,677   69,881   80,142   91,416   60,303   49,028

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,875)
  -4,193     -657   -1,030   -1,094   -4,282   -6,317   -5,969      442       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      7.5      7.8     24.0     49.8     57.1     65.1     42.9     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       15       22       29       24       68       55
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       10,026
COMMITMENTS
   6,097      705        0    2,303    8,695    8,400    9,400    1,626      626

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        2        0        7        8       12       10
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       79,158
COMMITMENTS
  29,932    1,522        0   44,276   69,963   74,208   71,485    4,950    7,673

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       18       20       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       74,746
COMMITMENTS
  30,399    3,261        0   38,676   64,260   69,075   67,521    5,671    7,225

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        0       15       17       19       19
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,526,398
COMMITMENTS
 733,633  1022844  4340486  7450413  6488070 12524532 11851399  1001865  1674998

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    218,435)
  16,661 -193,257  315,760   30,288  195,962  362,710  318,466 -144,274 -100,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      7.6     32.1     55.1     48.0     92.6     87.6      7.4     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      56       75       98      120      132      230      252
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   13,307,962
COMMITMENTS
 716,972  1216101  4024725  7420125  6292107 12161822 11532933  1146140  1775029

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    914,845)
  50,091   60,756  432,723  367,610  355,543  850,424  849,022   64,421   65,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.1     30.2     55.8     47.3     91.4     86.7      8.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      59       73      101      118      130      230      254
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      738,034
COMMITMENTS
  57,540   82,197   37,985  489,993  502,313  585,518  622,495  152,516  115,539

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      3,878)
    -771   -5,358    3,047       -0    4,784    2,275    2,474    1,602    1,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     11.1      5.1     66.4     68.1     79.3     84.3     20.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      48       36       52       99       68      171      132
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      734,156
COMMITMENTS
  58,312   87,555   34,938  489,993  497,529  583,243  620,021  150,914  114,135

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -124,549)
  -8,997  -15,563  -10,610  -66,945  -85,969  -86,552 -112,142  -37,997  -12,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     11.9      4.8     66.7     67.8     79.4     84.5     20.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       38       49       98       67      169      130
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      886,772
COMMITMENTS
 146,743  166,938   22,317  389,612  582,939  558,671  772,194  328,101  114,579

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     21,529)
  -5,779       86    6,530   24,412    3,269   25,163    9,885   -3,634   11,644

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5     18.8      2.5     43.9     65.7     63.0     87.1     37.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      38       50       24       50       51       99      114
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      865,243
COMMITMENTS
 152,522  166,852   15,787  365,200  579,669  533,508  762,308  331,735  102,935

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -390,910)
-124,323  -62,310  -51,159 -235,761 -181,885 -411,243 -295,353   20,333  -95,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     19.3      1.8     42.2     67.0     61.7     88.1     38.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      42       46       16       47       48       98      101
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,750
COMMITMENTS
     725    2,015        0    6,619    8,687    7,344   10,702    4,406    1,048

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        0       14       12       15       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,705
COMMITMENTS
   1,464    2,113        0    6,069    8,536    7,533   10,649    4,172    1,056

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        4        0       13       11       16       15
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,341
COMMITMENTS
   9,559    1,551       25   10,207   17,547   19,791   19,123    5,550    6,218

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        1       12       18       21       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       22,563
COMMITMENTS
   7,689    1,614        2    9,616   15,165   17,307   16,781    5,256    5,782

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        4        1       12       17       18       22
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,988
COMMITMENTS
   3,986   17,314      116   36,133   27,867   40,235   45,298   15,753   10,691

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      2,056)
  -1,155     -314       -2    1,799      719      643      404    1,413    1,652

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1     30.9      0.2     64.5     49.8     71.9     80.9     28.1     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      10       23        3       37       31       50       54
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,933
COMMITMENTS
   5,141   17,628      118   34,333   27,148   39,593   44,894   14,340    9,039

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -50,219)
     916      393   -3,966  -20,253  -43,362  -23,303  -46,935  -26,916   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     32.7      0.2     63.7     50.3     73.4     83.2     26.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       23        2       36       30       51       53
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      281,334
COMMITMENTS
  74,661  116,321    3,684  171,116  115,098  249,460  235,102   31,874   46,232

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     12,140)
  -2,916   -3,681      742   18,780   14,769   16,605   11,829   -4,464      311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5     41.3      1.3     60.8     40.9     88.7     83.6     11.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       68       11       39       37       82      109
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      269,194
COMMITMENTS
  77,577  120,002    2,942  152,336  100,329  232,855  223,273   36,338   45,920

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -221,458)
 -10,728   12,557   -7,612 -201,372 -105,890 -219,712 -100,945   -1,745 -120,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     44.6      1.1     56.6     37.3     86.5     82.9     13.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       68        9       33       36       85      106
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       89,331
COMMITMENTS
  28,911    3,594    5,796   31,646   70,996   66,354   80,386   22,978    8,945

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -22,763)
 -28,595      193    1,262   10,602  -24,808  -16,731  -23,354   -6,032      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      4.0      6.5     35.4     79.5     74.3     90.0     25.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      15        3        4       21       16       37       22
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      112,094
COMMITMENTS
  57,506    3,401    4,534   21,044   95,805   83,085  103,740   29,009    8,355

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,301)
   1,372      455      676    1,546    1,357    3,595    2,488     -294      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3      3.0      4.0     18.8     85.5     74.1     92.5     25.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        2        5       14       18       41       25
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,288
COMMITMENTS
   1,190   10,246        0   24,338   14,099   25,528   24,345    4,760    5,943

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      1,438)
       0       25        0    1,588    1,950    1,588    1,975     -150     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     33.8      0.0     80.4     46.5     84.3     80.4     15.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       12        0       26       24       29       36
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       28,850
COMMITMENTS
   1,190   10,221        0   22,749   12,149   23,939   22,370    4,910    6,480

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -20,348)
    -504   -8,567   -1,607  -12,828  -11,389  -14,939  -21,563   -5,409    1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     35.4      0.0     78.9     42.1     83.0     77.5     17.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       11        0       26       24       29       35
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      163,479
COMMITMENTS
  33,281   31,832    1,471  111,154  117,247  145,906  150,550   17,573   12,929

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      7,491)
  -4,207      163      119   12,552    6,986    8,464    7,267     -973      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4     19.5      0.9     68.0     71.7     89.3     92.1     10.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      22       36        9       28       41       54       82
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      155,988
COMMITMENTS
  37,488   31,669    1,353   98,601  110,261  137,442  143,283   18,546   12,705

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -94,955)
 -36,695   -7,142  -13,254  -54,073  -50,802 -104,023  -71,197    9,068  -23,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     20.3      0.9     63.2     70.7     88.1     91.9     11.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       32        8       28       41       52       78
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,800
COMMITMENTS
  12,140   11,531      351   13,080   16,722   25,571   28,604   12,229    9,196

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1     30.5      0.9     34.6     44.2     67.6     75.7     32.4     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      22       15        3       15       20       39       37
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       33,740
COMMITMENTS
  12,552   11,210      272   10,196   15,040   23,020   26,522   10,720    7,218

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.2     33.2      0.8     30.2     44.6     68.2     78.6     31.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       14        3       14       19       37       35
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,064
COMMITMENTS
  10,400      350        0   12,144    1,754   22,544    2,104    4,520   24,960

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
      10        1        0        8        3       18        4
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,186
COMMITMENTS
   3,246    7,728      250   49,123   25,570   52,619   33,548   14,567   33,638

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       14        1       19       28       23       43
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,720
COMMITMENTS
   3,246    7,628        0   48,325   25,810   51,571   33,438   16,149   34,282

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3       13        0       19       29       22       42
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      116,597
COMMITMENTS
  38,376    4,697   20,074   22,204   80,826   80,655  105,597   35,942   10,999

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -10,470)
  -8,253     -950   -2,868    1,057   -5,707  -10,065   -9,525     -405     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9      4.0     17.2     19.0     69.3     69.2     90.6     30.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      168)
      92       29       51       29       34      146       95
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      127,066
COMMITMENTS
  46,630    5,647   22,943   21,147   86,533   90,720  115,122   36,346   11,944

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -186)
  -2,883    2,561     -349    2,957   -1,393     -276      818       90   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      4.4     18.1     16.6     68.1     71.4     90.6     28.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      98       30       58       28       34      153      101
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      117,948
COMMITMENTS
  40,642   14,006   26,544   34,605   64,041  101,791  104,592   16,157   13,356

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -6,368)
  -6,699   -1,942    1,032      353   -5,601   -5,315   -6,511   -1,053      143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.5     11.9     22.5     29.3     54.3     86.3     88.7     13.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      68       55       52       41       42      141      125
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      124,316
COMMITMENTS
  47,341   15,948   25,512   34,252   69,642  107,106  111,103   17,210   13,213

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      5,938)
     326      923    4,716       64   -1,205    5,106    4,434      832    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     12.8     20.5     27.6     56.0     86.2     89.4     13.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      71       59       47       41       44      146      124
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      349,778
COMMITMENTS
 139,214   24,445   59,973   93,132  242,876  292,319  327,295   57,460   22,484

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -45,388)
 -11,030   -6,242  -22,153   -7,110  -14,386  -40,292  -42,781   -5,096   -2,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.8      7.0     17.1     26.6     69.4     83.6     93.6     16.4      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
     126       40       56       38       40      191      120
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      395,166
COMMITMENTS
 150,243   30,687   82,126  100,242  257,263  332,611  370,076   62,556   25,091

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -44,234)
 -31,064   -8,456   -4,624   -5,877  -31,255  -41,564  -44,335   -2,670      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      7.8     20.8     25.4     65.1     84.2     93.7     15.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     148       47       70       39       39      217      134
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,297
COMMITMENTS
   7,388      905      617      299    7,817    8,304    9,339    1,993      958

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24        5        9        4        5       35       16
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,599
COMMITMENTS
   6,693      767      992      464    8,038    8,149    9,797    2,450      802

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      22        6       11        4        5       35       17
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       81,145
COMMITMENTS
  17,931    5,271    8,508   41,079   45,279   67,518   59,059   13,627   22,086

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,935)
  -1,404      412      153      234     -795   -1,017     -230     -918   -1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      6.5     10.5     50.6     55.8     83.2     72.8     16.8     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      29       19       15       42       51       80       76
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       83,079
COMMITMENTS
  19,335    4,858    8,356   40,844   46,074   68,535   59,288   14,545   23,791

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -922)
    -316      144      666      297   -1,299      647     -489   -1,568     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      5.8     10.1     49.2     55.5     82.5     71.4     17.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       18       14       38       47       75       72
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       35,322
COMMITMENTS
   1,782    1,474    1,528   21,669   19,180   24,979   22,183   10,342   13,139

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -2,579)
     -53     -480     -529   -1,326     -874   -1,908   -1,883     -671     -696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.2      4.3     61.3     54.3     70.7     62.8     29.3     37.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        8        7       22       17       33       27
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       37,900
COMMITMENTS
   1,835    1,954    2,057   22,995   20,054   26,887   24,066   11,013   13,834

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        169)
     298     -231      998      121     -146    1,417      621   -1,248     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.2      5.4     60.7     52.9     70.9     63.5     29.1     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       10        9       24       18       37       30
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      179,466
COMMITMENTS
  44,998    4,777   47,118   63,893  115,577  156,009  167,472   23,457   11,993

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:      5,298)
    -564     -647    2,592      832    1,948    2,860    3,893    2,438    1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1      2.7     26.3     35.6     64.4     86.9     93.3     13.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      234)
     112       29       59       71       74      203      148
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      174,168
COMMITMENTS
  45,562    5,425   44,527   63,061  113,629  153,149  163,580   21,018   10,588

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,691)
  -5,500     -599   -1,441    1,587   -4,991   -5,354   -7,030   -2,337     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.1     25.6     36.2     65.2     87.9     93.9     12.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     104       39       60       72       71      205      146
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,853
COMMITMENTS
  16,840    4,295    8,100   12,980   30,088   37,920   42,482    6,933    2,371

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        520)
    -499      327      -77      422      403     -154      654      674     -133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      9.6     18.1     28.9     67.1     84.5     94.7     15.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      77       20       33       28       20      123       61
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       44,333
COMMITMENTS
  17,339    3,968    8,176   12,558   29,684   38,073   41,828    6,259    2,505

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,141)
   1,794     -559     -844      832    2,019    1,782      616     -641      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      8.9     18.4     28.3     67.0     85.9     94.4     14.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      85       20       36       27       20      133       62
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      149,571
COMMITMENTS
  35,891    3,778   16,741   83,150  122,006  135,782  142,525   13,789    7,046

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -15,708)
 -13,636   -1,944   -2,789    1,669  -10,285  -14,756  -15,018     -952     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0      2.5     11.2     55.6     81.6     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      72       18       52       46       45      145      106
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      165,279
COMMITMENTS
  49,528    5,722   19,531   81,480  132,290  150,538  157,543   14,741    7,736

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,776)
    -172     -181    2,949   -1,586   -1,854    1,191      914      585      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      3.5     11.8     49.3     80.0     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      76       37       58       46       44      165      117
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      474,737
COMMITMENTS
  82,835   34,526   82,559  230,743  299,540  396,137  416,626   78,600   58,112

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -4,520)
 -15,245   17,023   -1,901   16,822  -26,299     -324  -11,177   -4,197    6,657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.4      7.3     17.4     48.6     63.1     83.4     87.8     16.6     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      54       33       42       62       51      132      110
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      479,258
COMMITMENTS
  98,080   17,504   84,459  213,921  325,840  396,461  427,803   82,797   51,455

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,436)
  -7,966    3,343     -480    7,071  -14,508   -1,375  -11,645   -5,061    5,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.7     17.6     44.6     68.0     82.7     89.3     17.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      56       27       41       60       52      134      102
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      157,320
COMMITMENTS
  44,888    8,224   44,618   53,582   95,430  143,088  148,272   14,232    9,048

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -12,235)
  -8,428   -2,625   -3,422     -126   -6,199  -11,976  -12,246     -259       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.5      5.2     28.4     34.1     60.7     91.0     94.2      9.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     179       67      139      103      114      344      275
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      169,555
COMMITMENTS
  53,316   10,849   48,040   53,708  101,629  155,064  160,518   14,491    9,037

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,925)
  -2,238     -499      180    1,144     -649     -914     -968   -1,010     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      6.4     28.3     31.7     59.9     91.5     94.7      8.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     183       65      141      100      117      342      283
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       19,131
COMMITMENTS
   5,158    8,008    2,724    7,694    5,133   15,576   15,865    3,555    3,266

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -1,889)
      11   -4,130       28   -2,192    2,421   -2,153   -1,681      264     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.0     41.9     14.2     40.2     26.8     81.4     82.9     18.6     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      12       22       10        6        5       27       29
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       21,020
COMMITMENTS
   5,147   12,138    2,696    9,886    2,712   17,729   17,546    3,291    3,473

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,261)
  -1,896   -6,942      -18   -4,322    1,576   -6,236   -5,384      975      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     57.7     12.8     47.0     12.9     84.3     83.5     15.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       29       11        4        7       23       39
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      207,690
COMMITMENTS
  36,751   30,942   32,935  105,953  116,115  175,639  179,991   32,052   27,700

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -17,218)
    -619    2,214   -9,829   -7,084   -9,431  -17,532  -17,047      314     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7     14.9     15.9     51.0     55.9     84.6     86.7     15.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      36       33       31       59       59      116      103
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      224,909
COMMITMENTS
  37,370   28,728   42,764  113,037  125,546  193,171  197,037   31,738   27,871

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     14,483)
   1,477     -597    4,653   10,139   11,081   16,268   15,137   -1,785     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     12.8     19.0     50.3     55.8     85.9     87.6     14.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       29       32       64       67      119      111
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      713,855
COMMITMENTS
  59,592   53,887  282,173  293,083  340,742  634,848  676,803   79,006   37,052

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:    -45,687)
   4,874   -4,617  -20,595  -24,760  -18,707  -40,481  -43,919   -5,205   -1,768

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      7.5     39.5     41.1     47.7     88.9     94.8     11.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      64       46       76       81       73      185      159
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      759,541
COMMITMENTS
  54,718   58,504  302,768  317,844  359,450  675,330  720,722   84,212   38,820

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     33,924)
   7,219      480   13,152   11,124   17,421   31,495   31,053    2,429    2,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.7     39.9     41.8     47.3     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      62       56       80       89       81      195      176
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,282
COMMITMENTS
  11,434    3,868      180   71,887   83,949   83,501   87,997    8,781    4,285

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       19       24       21       25
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       89,308
COMMITMENTS
  10,226    4,708        0   70,272   81,260   80,498   85,968    8,810    3,340

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       24       21       25
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       54,009
COMMITMENTS
       0    5,340    3,926   47,924   37,612   51,850   46,878    2,159    7,131

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       13       13       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       52,042
COMMITMENTS
       0    6,518    2,718   47,258   34,360   49,976   43,596    2,066    8,446

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       11       12       12       15
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,239
COMMITMENTS
   5,183    1,068    3,081   38,169   41,715   46,433   45,864    3,806    4,375

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       18       23       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       46,796
COMMITMENTS
   5,449      924    3,343   33,796   38,462   42,588   42,729    4,208    4,067

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       17       23       20
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,424
COMMITMENTS
     148    1,541    4,995   52,658   50,508   57,801   57,044    8,623    9,380

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       20       17       22       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,069
COMMITMENTS
   2,056    2,217    3,085   52,465   51,413   57,606   56,715    7,463    8,354

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       18       22       20
 
 
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       29,880
COMMITMENTS
   2,100    2,190        0   27,360   26,474   29,460   28,664      420    1,216

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       11       13       13       15
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      981,941
COMMITMENTS
 269,052   67,265  154,808  532,248  742,692  956,108  964,765   25,833   17,176

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24        6       28       85       80      116      110
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      963,097
COMMITMENTS
 261,800   65,976  157,269  527,782  730,051  946,851  953,296   16,246    9,801

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      20        7       28       80       75      111      105
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,371
COMMITMENTS
  29,455   41,819   35,355   67,035   56,647  131,845  133,821    5,526    3,550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       10       11       21       21       37       36
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      132,455
COMMITMENTS
  32,841   45,843   24,831   68,069   59,924  125,741  130,598    6,714    1,857

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       12       21       23       37       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       48,113
COMMITMENTS
   6,456    2,971   11,883   29,458   33,108   47,797   47,963      316      150

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:        541)
     969     -508     -243     -215    1,422      511      671       30     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      6.2     24.7     61.2     68.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        8       27       27       35       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       47,571
COMMITMENTS
   5,487    3,479   12,126   29,673   31,687   47,285   47,291      286      280

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,770)
   1,564      404      338    1,119    2,255    3,021    2,997     -251     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      7.3     25.5     62.4     66.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        8       26       27       35       37
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,052
COMMITMENTS
   3,200      510    1,456   14,158   16,848   18,814   18,814      238      238

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       17       17       22       21
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,796
COMMITMENTS
   3,156      638    1,370   14,032   16,550   18,558   18,558      238      238

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       13        7       16       10
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,286,514
COMMITMENTS
 169,823   57,821  323,917  720,001  809,960  1213741  1191698   72,774   94,816

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -3,492)
  -2,527   -5,905    1,065   -5,538   -4,302   -7,001   -9,142    3,509    5,650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2      4.5     25.2     56.0     63.0     94.3     92.6      5.7      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      276)
      89       90      116       77       83      227      236
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,290,006
COMMITMENTS
 172,350   63,726  322,852  725,539  814,262  1220742  1200840   69,264   89,166

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -27,322)
    -242   -1,161  -17,928   -4,323   -6,008  -22,493  -25,097   -4,829   -2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.9     25.0     56.2     63.1     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      90       92      118       80       87      233      244
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,463
COMMITMENTS
   8,476    1,753       75    1,063   10,043    9,614   11,871    2,849      592

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      69        9        2       10       22       81       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,896
COMMITMENTS
   8,844    1,402       84      918   10,877    9,846   12,363    3,050      533

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      75       12        2        9       25       86       38
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,960
COMMITMENTS
   4,558      507       66    1,209    6,656    5,833    7,229    2,127      731

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:       -755)
    -334        4      -20     -174     -518     -528     -534     -227     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.3      6.4      0.8     15.2     83.6     73.3     90.8     26.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        4        2        8       16       32       20
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,715
COMMITMENTS
   4,892      503       86    1,383    7,174    6,361    7,763    2,354      952

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    56.1      5.8      1.0     15.9     82.3     73.0     89.1     27.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        3        2        5       17       28       21
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      217,391
COMMITMENTS
  46,886    7,793   41,285  105,949  152,583  194,119  201,660   23,271   15,730

CHANGES FROM 03/22/05 (CHANGE IN OPEN INTEREST:     -9,738)
    -300    1,275   -5,518   -2,990   -6,729   -8,809  -10,973     -929    1,235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.6      3.6     19.0     48.7     70.2     89.3     92.8     10.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      59       28       47       76       84      155      142
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      227,128
COMMITMENTS
  47,186    6,518   46,803  108,939  159,312  202,928  212,633   24,201   14,495

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     15,378)
   5,587    1,473    4,689    5,430   12,088   15,705   18,250     -327   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      2.9     20.6     48.0     70.1     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      59       27       46       75       81      151      141
 

Updated April 8, 2005