WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      195,264
COMMITMENTS
  30,927   48,301    8,791  135,815  103,039  175,533  160,131   19,731   35,133

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     -7,243)
  -5,601      609     -548      563   -8,811   -5,586   -8,750   -1,657    1,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     24.7      4.5     69.6     52.8     89.9     82.0     10.1     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      42       80       29       39       50      106      140
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,304
COMMITMENTS
  99,970  133,257   44,718  415,888  307,549  560,576  485,524  112,728  187,780

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      9,515)
   6,361   31,579    5,473    8,849  -20,777   20,683   16,275  -11,168   -6,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     19.8      6.6     61.8     45.7     83.3     72.1     16.7     27.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      466)
     116      112       89      159      163      325      335
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,547
COMMITMENTS
   2,066    1,165      113    1,622    4,915    3,801    6,193    3,746    1,354

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -642)
    -741      847       -9      603   -1,679     -147     -841     -495      199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     15.4      1.5     21.5     65.1     50.4     82.1     49.6     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       7        9        4       10       16       21       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      241,954
COMMITMENTS
  42,480   29,853   26,785  125,995  107,966  195,260  164,604   46,694   77,350

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -13,454)
 -10,448   -2,424    4,644   -3,975   -8,796   -9,779   -6,576   -3,675   -6,878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     12.3     11.1     52.1     44.6     80.7     68.0     19.3     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      89       75       74       75       91      220      201
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,028
COMMITMENTS
  10,987    2,924      264      121      722   11,372    3,910    2,656   10,118

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:         57)
     245    1,178      -29     -304     -178      -88      971      145     -914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    78.3     20.8      1.9      0.9      5.1     81.1     27.9     18.9     72.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
      12        6        6        1        3       15       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      144,393
COMMITMENTS
  28,237   14,851   17,618   74,316   97,638  120,171  130,107   24,222   14,286

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,034)
  -1,056    3,026      468    2,710   -3,885    2,122     -391   -1,088    1,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     10.3     12.2     51.5     67.6     83.2     90.1     16.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      43       25       33       45       44      106       95
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      716,898
COMMITMENTS
 102,324  111,028   17,381  447,759  430,114  567,464  558,523  149,434  158,375

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      9,316)
  -2,878      804    4,120   -7,738    9,622   -6,496   14,546   15,812   -5,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     15.5      2.4     62.5     60.0     79.2     77.9     20.8     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      34       31       26       63       76      110      122
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      132,321
COMMITMENTS
  29,893   12,881   15,241   57,837   83,620  102,971  111,742   29,350   20,579

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -11,006)
  -3,868   -1,178   -1,272   -3,246   -7,530   -8,386   -9,980   -2,620   -1,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      9.7     11.5     43.7     63.2     77.8     84.4     22.2     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      42       27       34       48       56      117      104
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,783
COMMITMENTS
   3,205    1,295      637      781    3,819    4,623    5,751    2,160    1,032

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:       -299)
    -228     -194      185     -400     -279     -443     -288      144      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     19.1      9.4     11.5     56.3     68.2     84.8     31.8     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      16       11        8        7       14       28       28
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      335,267
COMMITMENTS
 113,492   83,691    1,790  158,812  147,624  274,094  233,105   61,173  102,162

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     19,925)
   8,069   10,180    1,567   13,201    5,480   22,837   17,227   -2,912    2,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     25.0      0.5     47.4     44.0     81.8     69.5     18.2     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      18       28        4       39       43       61       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,119,888
COMMITMENTS
 364,656  465,754  178,861  1333135  1070971  1876652  1715586  243,236  404,302

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:     76,655)
  22,323   -5,845   76,505  -18,429   38,907   80,399  109,567   -3,744  -32,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     22.0      8.4     62.9     50.5     88.5     80.9     11.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      42       87       44       81      132      153      233
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,377,412
COMMITMENTS
 151,861  286,743   47,664  1020720  759,565  1220245  1093972  157,167  283,440

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      6,680)
  12,954    1,878    6,137  -14,788    4,334    4,303   12,349    2,377   -5,669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     20.8      3.5     74.1     55.1     88.6     79.4     11.4     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      33       50       22       66       92      110      153
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      410,130
COMMITMENTS
 145,930   20,172   57,955  174,385  305,158  378,270  383,285   31,860   26,845

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:    -91,932)
 -55,695   -3,964  -18,930  -11,903  -64,798  -86,528  -87,692   -5,404   -4,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.6      4.9     14.1     42.5     74.4     92.2     93.5      7.8      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      35       11       28       42       47       86       79
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       41,616
COMMITMENTS
  10,839    5,111      403   20,653   28,315   31,895   33,829    9,721    7,787

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        343)
     689   -6,604       10     -276    6,466      423     -128      -80      471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     12.3      1.0     49.6     68.0     76.6     81.3     23.4     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      24       12        3       20       11       46       24
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       63,058
COMMITMENTS
   9,225   24,642      427   37,631   18,378   47,283   43,447   15,775   19,611

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      3,013)
    -346      652       -6    2,209   -1,482    1,857     -836    1,156    3,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     39.1      0.7     59.7     29.1     75.0     68.9     25.0     31.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      20       26        3       12       13       34       40
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,423
COMMITMENTS
   4,372    5,958    1,046   29,891   27,883   35,309   34,887    1,114    1,536

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:        896)
     410      137        0      207      636      617      773      279      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     16.4      2.9     82.1     76.6     96.9     95.8      3.1      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8       20        4       17       19       28       40
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 05/03/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,323
COMMITMENTS
       0    1,039        0   14,025   12,946   14,025   13,985      298      338

CHANGES FROM 04/26/05 (CHANGE IN OPEN INTEREST:      1,634)
       0        1        0    1,642    1,695    1,642    1,696       -8      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      0.0     97.9     90.4     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        7        0        5       12        5       19
 

Updated May 6, 2005