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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      58       68       53       45       51      141      145
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      678,519
COMMITMENTS
 107,584   93,084   44,526  408,035  330,125  560,145  467,735  118,374  210,784

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     124       79       82      173      191      337      327
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,727
COMMITMENTS
   2,692      131       27      783    6,392    3,502    6,550    4,225    1,177

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        2        3        8       16       23       19
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      281,916
COMMITMENTS
  52,451   43,780   24,322  157,699  123,439  234,472  191,541   47,444   90,375

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
     100      106       90       85      105      249      253
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,487
COMMITMENTS
  12,310    3,315      669      212      870   13,191    4,854    3,296   11,633

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      14        7        7        2        3       19       14
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      152,399
COMMITMENTS
  31,016   13,583   18,573   73,484  107,299  123,073  139,455   29,326   12,944

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      42       28       33       44       42      110       89
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      735,433
COMMITMENTS
  96,681  142,720   21,182  481,571  389,007  599,434  552,909  135,999  182,524

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      38       29       21       57       77      108      116
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      127,264
COMMITMENTS
  24,714   17,246   12,953   60,350   76,055   98,017  106,254   29,247   21,010

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      142)
      38       25       36       51       49      115       98
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,836
COMMITMENTS
   3,355    1,876      968      702    2,669    5,025    5,513    1,811    1,323

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      16       13        9        7       10       28       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      313,417
COMMITMENTS
 102,991   64,478        6  151,902  141,978  254,899  206,462   58,518  106,955

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      19       25        1       38       42       58       67
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,986,875
COMMITMENTS
 340,979  542,574   74,894  1383775  881,234  1799648  1498702  187,227  488,173

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
      37       74       38       78      117      135      209
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,386,332
COMMITMENTS
 178,243  354,769   32,966  1030269  680,195  1241478  1067930  144,854  318,402

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      184)
      34       51       19       63       77      107      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      443,838
COMMITMENTS
 178,355   26,457   57,020  173,868  328,514  409,243  411,991   34,595   31,847

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      103)
      36       10       27       44       50       85       83
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,218
COMMITMENTS
   9,412   10,806        0   20,357   20,793   29,769   31,599    8,449    6,619

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      17       11        0       18       10       35       21
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       40,314
COMMITMENTS
  12,875   17,027      374   15,297   12,406   28,546   29,807   11,768   10,507

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      27       17        3       12       11       41       29
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       33,800
COMMITMENTS
   4,219    6,077    1,046   28,426   25,160   33,691   32,283      109    1,517

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5       22        4       20       19       28       42
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 04/05/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,587
COMMITMENTS
       0    1,992        0   12,586   10,182   12,586   12,174        1      413

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        9        0        5        8        5       17
 

Updated April 8, 2005