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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      72       71       50       37       53      148      145
 
 
WHEAT - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      227,257
COMMITMENTS
  61,877   46,094   18,417  120,350  126,097  200,644  190,608   26,613   36,649

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     12,104)
   2,457    1,317    3,000    9,741    6,810   15,198   11,127   -3,094      977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     20.3      8.1     53.0     55.5     88.3     83.9     11.7     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      75       77       51       37       54      154      149
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      667,485
COMMITMENTS
 114,254   80,457   34,647  404,092  349,232  552,993  464,336  114,492  203,149

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     132       67       76      178      193      346      313
 
 
CORN - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      676,579
COMMITMENTS
 119,921   70,903   35,734  405,743  364,059  561,398  470,696  115,181  205,883

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,491)
  -9,118   -8,793   -1,337    9,333    1,532   -1,122   -8,598   -6,369    1,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     10.5      5.3     60.0     53.8     83.0     69.6     17.0     30.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      462)
     124       79       76      175      198      343      322
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,444
COMMITMENTS
   2,447      797       56      837    5,240    3,340    6,093    4,104    1,351

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      13        6        4        7       16       22       24
 
 
OATS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:        7,163
COMMITMENTS
   2,245      782        4      939    4,989    3,188    5,775    3,975    1,388

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -326)
     -95       38       -1       28     -360      -68     -323     -258       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3     10.9      0.1     13.1     69.6     44.5     80.6     55.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13        5        2        9       14       23       20
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      297,970
COMMITMENTS
  58,203   44,086   22,827  167,051  136,513  248,081  203,426   49,889   94,544

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      338)
      99       96       86       81      103      244      237
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      304,258
COMMITMENTS
  65,696   48,054   21,667  168,604  139,161  255,967  208,882   48,291   95,376

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,948)
  -1,366   -9,629    4,169   -2,712    3,307       91   -2,153   -4,039   -1,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     15.8      7.1     55.4     45.7     84.1     68.7     15.9     31.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
     105      106       88       86      106      258      251
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,753
COMMITMENTS
  12,957    3,632      416      312      865   13,685    4,913    3,068   11,840

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        2        3       20       15
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      160,122
COMMITMENTS
  33,043   13,909   21,787   76,071  110,184  130,901  145,880   29,221   14,242

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      135)
      42       26       32       42       43      105       90
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      163,125
COMMITMENTS
  34,676   13,884   21,488   78,944  113,935  135,108  149,307   28,017   13,818

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,563)
  -3,813      389   -2,690    3,304   -3,808   -3,199   -6,109   -3,364     -454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      8.5     13.2     48.4     69.8     82.8     91.5     17.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      140)
      46       27       35       42       42      108       94
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      749,499
COMMITMENTS
 115,167  157,507   30,145  490,859  394,700  636,171  582,352  113,328  167,147

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      36       32       28       58       73      107      122
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      741,488
COMMITMENTS
 115,751  152,006   31,001  478,248  391,909  625,000  574,916  116,488  166,572

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -14,004)
 -11,880      371   -6,313    9,696   -4,179   -8,497  -10,121   -5,507   -3,883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     20.5      4.2     64.5     52.9     84.3     77.5     15.7     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      176)
      40       37       29       64       75      116      131
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      136,433
COMMITMENTS
  31,126   19,224   15,373   61,024   81,617  107,523  116,214   28,910   20,219

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      42       29       33       50       49      119       99
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      141,686
COMMITMENTS
  35,185   20,143   16,605   60,817   84,636  112,607  121,384   29,079   20,302

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -9,927)
  -1,881    1,322      896   -6,260  -11,771   -7,245   -9,553   -2,682     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8     14.2     11.7     42.9     59.7     79.5     85.7     20.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      48       29       36       49       48      123      102
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,996
COMMITMENTS
   3,265    1,881      158      792    2,805    4,215    4,844    1,781    1,152

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14       12        8        7       11       26       26
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:        5,816
COMMITMENTS
   3,020    1,873      147      872    2,634    4,039    4,654    1,777    1,162

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        164)
      76       51      -19       56      299      113      331       51     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     32.2      2.5     15.0     45.3     69.4     80.0     30.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       12        5        7       11       23       24
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      331,576
COMMITMENTS
 114,442   79,228      145  164,377  145,686  278,964  225,059   52,612  106,517

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       28        2       41       43       60       72
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      330,524
COMMITMENTS
 115,303   75,539      869  156,503  147,364  272,675  223,772   57,849  106,752

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      8,972)
  10,735    3,706   -1,422   -4,305    9,710    5,008   11,994    3,964   -3,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,087,600
COMMITMENTS
 436,571  650,801   72,983  1410297  885,093  1919851  1608877  167,749  478,723

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      259)
      41       77       40       80      118      140      216
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:    2,119,182
COMMITMENTS
 428,369  647,754   60,901  1440222  864,011  1929492  1572666  189,690  546,516

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     62,255)
  14,038   86,369   -2,135   56,912  -10,406   68,815   73,828   -6,560  -11,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2     30.6      2.9     68.0     40.8     91.0     74.2      9.0     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      39       89       37       81      132      139      239
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,366,600
COMMITMENTS
 219,898  337,737   37,733  971,044  637,494  1228675  1012964  137,925  353,636

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      35       49       23       59       76      107      135
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:    1,322,955
COMMITMENTS
 212,996  327,769   29,908  932,369  604,488  1175273  962,165  147,682  360,790

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -65,951)
  -1,873  -38,992   -4,129  -70,884  -44,884  -76,886  -88,005   10,935   22,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     24.8      2.3     70.5     45.7     88.8     72.7     11.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      30       62       27       55       78      103      149
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      504,137
COMMITMENTS
 201,437   39,903   52,129  210,253  376,513  463,819  468,545   40,318   35,592

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      37       13       30       50       49       96       85
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:      524,578
COMMITMENTS
 230,539   49,119   45,919  201,909  389,688  478,367  484,726   46,211   39,852

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     34,917)
   4,542    2,973   -3,962   26,125   31,650   26,705   30,661    8,212    4,256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.9      9.4      8.8     38.5     74.3     91.2     92.4      8.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      37       12       27       47       45       90       79
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       38,330
COMMITMENTS
   9,745    6,152        0   20,292   26,351   30,037   32,503    8,293    5,827

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      17       13        0       15       11       32       24
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:       38,488
COMMITMENTS
  10,008    5,153        0   21,239   26,291   31,247   31,444    7,241    7,044

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -24,849)
  -4,594    1,505   -2,487  -15,546  -17,197  -22,627  -18,179   -2,222   -6,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     13.4      0.0     55.2     68.3     81.2     81.7     18.8     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      20        9        0       17       10       37       19
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       31,697
COMMITMENTS
  11,498    9,439      442    9,452   14,754   21,392   24,635   10,305    7,062

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      27       16        2       10       12       37       30
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
FUTURES ONLY 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:       30,878
COMMITMENTS
  10,296    7,461      544    8,238   16,955   19,078   24,960   11,800    5,918

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -39,311)
  -1,327  -20,077   -3,274  -25,825  -10,295  -30,426  -33,646   -8,885   -5,665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     24.2      1.8     26.7     54.9     61.8     80.8     38.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      23       13        2       10       15       34       29
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,368
COMMITMENTS
   4,243    6,863    1,046   28,921   24,692   34,210   32,601      158    1,767

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       5       23        4       19       21       27       45
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,983
COMMITMENTS
       0    2,204        0   12,838   10,666   12,838   12,870      145      113

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,121
COMMITMENTS
   2,671    2,621    1,192   15,767   15,416   19,630   19,229    5,491    5,892

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        6       14       19       18       36       34
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       24,864
COMMITMENTS
   2,356    2,590    1,291   15,772   15,177   19,419   19,058    5,445    5,806

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,721)
     -20      138      224    1,163      943    1,367    1,305      354      416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     10.4      5.2     63.4     61.0     78.1     76.6     21.9     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      11        6       13       19       19       35       34
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       89,828
COMMITMENTS
  17,885    7,024   12,357   44,021   40,149   74,263   59,530   15,565   30,298

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      54       26       49       22       33      100       98
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       91,044
COMMITMENTS
  18,294    6,994   13,019   44,230   40,933   75,543   60,946   15,501   30,098

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,253)
    -417   -1,288    1,575    1,319    1,002    2,477    1,289   -1,224      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      7.7     14.3     48.6     45.0     83.0     66.9     17.0     33.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      54       23       48       23       35      103       95
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        2,513
COMMITMENTS
      95      605       74    1,718      611    1,887    1,290      626    1,223

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        9        2       10        3       14       12
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:        2,717
COMMITMENTS
     126      861      122    1,744      483    1,992    1,466      725    1,251

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -284)
    -213     -505      -33      -13       65     -259     -473      -25      189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     31.7      4.5     64.2     17.8     73.3     54.0     26.7     46.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3       14        2        8        2       13       16
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      153,910
COMMITMENTS
  46,067   17,604   13,842   73,291   80,960  133,200  112,406   20,710   41,504

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      62       32       41       71      115      159      172
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      152,539
COMMITMENTS
  46,706   15,780   13,159   73,036   81,485  132,901  110,424   19,638   42,115

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,043)
  -6,506   -1,744    2,813    5,703    2,596    2,010    3,665    1,033     -622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.3      8.6     47.9     53.4     87.1     72.4     12.9     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      54       36       40       69      117      152      175
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,023
COMMITMENTS
   1,983      512       84    1,059    3,346    3,126    3,942    1,897    1,081

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      21        7        5       16       16       40       25
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:        5,022
COMMITMENTS
   1,891      519       95    1,050    3,235    3,036    3,849    1,986    1,173

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        198)
     -94       81      -12      296      191      190      260        8      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     10.3      1.9     20.9     64.4     60.5     76.6     39.5     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      19        9        6       14       16       38       26
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       26,454
COMMITMENTS
   9,733    2,354    5,749    6,780    6,442   22,262   14,545    4,192   11,909

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      47       15       16       25       43       79       70
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       26,889
COMMITMENTS
  10,667    2,785    5,270    6,924    6,440   22,861   14,495    4,028   12,394

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        771)
     317       36      605     -116      381      806    1,022      -35     -251

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     10.4     19.6     25.8     24.0     85.0     53.9     15.0     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      47       18       18       25       45       80       74
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:       81,193
COMMITMENTS
  35,455    8,765      630   14,226   56,091   50,311   65,486   30,882   15,707

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24        9        2       15       21       40       31
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       89,844
COMMITMENTS
  43,143   11,596      625   14,685   62,757   58,453   74,978   31,391   14,866

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -35,347)
   6,884    1,487     -279  -37,506  -14,667  -30,901  -13,459   -4,446  -21,888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     12.9      0.7     16.3     69.9     65.1     83.5     34.9     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      25       12        3       16       22       42       36
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       42,256
COMMITMENTS
   2,168   16,210        1   30,785   11,683   32,954   27,894    9,302   14,362

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        8        1       13        4       18       12
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       38,278
COMMITMENTS
   5,242   16,598        1   19,966   11,796   25,209   28,395   13,069    9,883

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,526)
  -5,413    6,103        0    5,136  -10,728     -277   -4,625   -3,249    1,099

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     43.4      0.0     52.2     30.8     65.9     74.2     34.1     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1       11        4       18       11
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       60,526
COMMITMENTS
  32,692    8,860      300   20,465   47,469   53,457   56,629    7,069    3,897

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      40       15        2       14       17       56       33
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       65,784
COMMITMENTS
  37,662    4,651      260   16,793   56,453   54,715   61,364   11,069    4,420

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,179)
 -11,948     -364        9    2,758   -7,093   -9,181   -7,448    3,002    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.3      7.1      0.4     25.5     85.8     83.2     93.3     16.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      42       15        2       14       17       57       33
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       66,380
COMMITMENTS
  18,587    6,713        1   27,558   47,831   46,146   54,545   20,234   11,835

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      19        9        1       15       12       35       21
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       71,769
COMMITMENTS
  31,332    4,677       87   16,237   56,958   47,656   61,722   24,113   10,047

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,670)
 -10,674      495       55    6,370   -9,003   -4,249   -8,453   -3,421      783

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.7      6.5      0.1     22.6     79.4     66.4     86.0     33.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        8        3       12       15       37       25
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      114,268
COMMITMENTS
  11,033   41,222      680   76,938   47,486   88,651   89,388   25,617   24,880

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      16       25        3       25       18       43       44
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      108,865
COMMITMENTS
  15,675   27,578       73   65,906   59,607   81,654   87,258   27,211   21,607

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,431)
   1,731    8,288        0    1,651  -10,534    3,382   -2,246   -1,951    3,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     25.3      0.1     60.5     54.8     75.0     80.2     25.0     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       16        2       17       18       34       35
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      116,888
COMMITMENTS
  30,250   12,497      218   39,394   63,903   69,862   76,618   47,026   40,270

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      32       19        6       28       22       61       46
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      115,071
COMMITMENTS
  36,967    9,768      183   27,075   63,385   64,225   73,336   50,846   41,735

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,300)
  -5,680   -2,967      -44      116   -5,222   -5,608   -8,233   -1,692      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      8.5      0.2     23.5     55.1     55.8     63.7     44.2     36.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      29       12        3       24       23       53       38
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000)                           OPEN INTEREST:       10,026
COMMITMENTS
   6,097      705        0    2,303    8,695    8,400    9,400    1,626      626

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        0       17       18       20       19
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:    8,023,087
COMMITMENTS
 812,993  1327291  867,841  5504548  4325777  7185382  6520909  837,705  1502178

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      47       70       73      112      126      202      229
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:    8,073,726
COMMITMENTS
 776,997  1515350  766,226  5545559  4193566  7088782  6475142  984,944  1598584

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    391,139)
  54,662   71,300   89,555  208,529  183,210  352,746  344,065   38,393   47,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     18.8      9.5     68.7     51.9     87.8     80.2     12.2     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      47       74       76      109      123      204      230
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      672,431
COMMITMENTS
  54,797   78,872    7,203  474,727  484,816  536,727  570,891  135,704  101,540

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      30       35       12       89       62      129       99
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      672,423
COMMITMENTS
  55,754   84,441    5,864  475,630  480,723  537,248  571,028  135,175  101,395

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -122,834)
 -11,125  -19,398   -6,891  -65,468  -86,036  -83,484 -112,325  -39,350  -10,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3     12.6      0.9     70.7     71.5     79.9     84.9     20.1     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      183)
      30       37       13       88       61      129      100
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:      864,119
COMMITMENTS
 145,794  165,678   16,573  378,934  571,317  541,301  753,568  322,818  110,551

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      36       50       14       44       51       86      109
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      843,641
COMMITMENTS
 151,451  165,491   11,432  355,462  568,512  518,345  745,435  325,296   98,206

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -382,767)
-124,632  -62,057  -46,489 -230,317 -178,317 -401,438 -286,863   18,671  -95,904

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     19.6      1.4     42.1     67.4     61.4     88.4     38.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      41       46        9       43       48       90       97
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       11,750
COMMITMENTS
     725    2,015        0    6,619    8,687    7,344   10,702    4,406    1,048

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        5        0       14       12       15       17
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       25,341
COMMITMENTS
   9,559    1,551       25   10,207   17,547   19,791   19,123    5,550    6,218

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       9        4        1       12       18       21       23
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,775
COMMITMENTS
   3,986   17,416        5   36,052   27,784   40,043   45,205   15,732   10,570

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      10       22        1       35       28       46       50
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       53,688
COMMITMENTS
   5,141   17,734        0   34,243   27,103   39,384   44,837   14,304    8,851

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -50,067)
     916      392   -3,847  -20,232  -43,289  -23,163  -46,744  -26,904   -3,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     33.0      0.0     63.8     50.5     73.4     83.5     26.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       22        0       34       28       47       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      280,671
COMMITMENTS
  74,661  116,377    3,612  170,944  114,699  249,217  234,688   31,454   45,983

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      36       68        9       37       36       79      107
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      268,573
COMMITMENTS
  77,577  120,051    2,874  152,169   99,969  232,620  222,894   35,953   45,679

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -220,672)
 -10,504   12,539   -7,383 -201,141 -105,344 -219,028 -100,188   -1,644 -120,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     44.7      1.1     56.7     37.2     86.6     83.0     13.4     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       68        7       31       36       82      105
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:       81,324
COMMITMENTS
  30,819    4,195        0   28,694   69,175   59,513   73,370   21,811    7,954

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      14        4        0       19       14       33       18
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      105,846
COMMITMENTS
  58,973    3,982       17   18,980   94,366   77,970   98,365   27,876    7,481

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,998)
   1,563      713       17    1,512    1,308    3,092    2,038      -94      960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7      3.8      0.0     17.9     89.2     73.7     92.9     26.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      25        4        1       12       16       37       21
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       30,258
COMMITMENTS
   1,190   10,246        0   24,336   14,088   25,526   24,334    4,732    5,924

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3       12        0       26       23       29       35
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       28,824
COMMITMENTS
   1,190   10,221        0   22,748   12,139   23,938   22,360    4,886    6,464

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -20,299)
    -504   -8,567   -1,607  -12,808  -11,387  -14,919  -21,561   -5,380    1,262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1     35.5      0.0     78.9     42.1     83.0     77.6     17.0     22.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       11        0       26       23       29       34
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      162,134
COMMITMENTS
  33,253   31,373    1,129  110,537  116,900  144,919  149,402   17,215   12,732

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      21       37        5       28       40       51       80
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:      154,652
COMMITMENTS
  37,464   31,118    1,063   97,869  109,985  136,396  142,166   18,256   12,486

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -94,921)
 -36,796   -7,136  -13,095  -53,985  -50,890 -103,876  -71,121    8,955  -23,800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     20.1      0.7     63.3     71.1     88.2     91.9     11.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       32        4       28       40       50       75
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,850
COMMITMENTS
  12,340   11,531      151   12,130   16,222   24,621   27,904   12,229    8,946

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       15        2       15       20       39       36
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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:       32,790
COMMITMENTS
  12,752   11,210       72    9,246   14,540   22,070   25,822   10,720    6,968

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 TRADERS
    38.9     34.2      0.2     28.2     44.3     67.3     78.7     32.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      22       14        2       14       18       37       33
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN)                             OPEN INTEREST:       27,064
COMMITMENTS
  10,400      350        0   12,144    1,754   22,544    2,104    4,520   24,960

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3       14        1       19       28       23       43
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
     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.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:       96,568
COMMITMENTS
  37,645    4,674    8,573   19,560   74,972   65,778   88,219   30,790    8,349

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      150)
      84       19       35       25       32      125       77
 
 
SILVER - COMMODITY EXCHANGE INC.
FUTURES ONLY 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:      103,328
COMMITMENTS
  45,798    6,246    8,633   17,765   79,887   72,196   94,766   31,132    8,562

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,023)
  -2,157    2,736      565    2,711   -1,075    1,119    2,226      -96   -1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3      6.0      8.4     17.2     77.3     69.9     91.7     30.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      88       19       36       24       33      127       79
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      114,349
COMMITMENTS
  40,691   15,086   23,770   34,543   63,062   99,004  101,918   15,345   12,431

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      179)
      58       62       41       40       42      132      119
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
FUTURES ONLY 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:      120,517
COMMITMENTS
  47,101   16,870   22,842   34,197   68,579  104,140  108,291   16,377   12,226

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      5,561)
     330      887    4,545        9   -1,274    4,884    4,158      677    1,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     14.0     19.0     28.4     56.9     86.4     89.9     13.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      186)
      66       60       37       40       44      138      117
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      281,601
COMMITMENTS
 139,491   37,970   19,722   70,361  204,216  229,574  261,908   52,027   19,693

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      205)
     109       38       38       33       38      166      101
 
 
GOLD - COMMODITY EXCHANGE INC.
FUTURES ONLY 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:      299,531
COMMITMENTS
 148,089   56,328   21,920   74,842  200,820  244,851  279,068   54,680   20,463

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -35,972)
 -30,635  -11,274      288   -3,847  -25,360  -34,194  -36,346   -1,778      374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4     18.8      7.3     25.0     67.0     81.7     93.2     18.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
     118       48       40       35       38      179      108
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       10,297
COMMITMENTS
   7,388      905      617      299    7,817    8,304    9,339    1,993      958

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      24        5        9        4        5       35       16
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       71,721
COMMITMENTS
  17,905    8,827    1,594   39,432   40,809   58,931   51,230   12,790   20,491

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      26       21       10       36       48       71       70
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
FUTURES ONLY 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:       73,844
COMMITMENTS
  19,295    8,213    1,622   39,243   41,849   60,160   51,684   13,684   22,160

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,430)
    -468    1,008      -74      661   -1,760      119     -826   -1,549     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     11.1      2.2     53.1     56.7     81.5     70.0     18.5     30.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       19        8       33       44       67       65
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       32,945
COMMITMENTS
   1,995    1,546    1,053   20,367   18,352   23,415   20,951    9,530   11,994

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       7        6        6       21       16       32       25
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
FUTURES ONLY 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:       35,423
COMMITMENTS
   2,097    2,035    1,563   21,571   19,121   25,231   22,719   10,192   12,704

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        155)
     408     -150      679       67      -10    1,154      519     -999     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      5.7      4.4     60.9     54.0     71.2     64.1     28.8     35.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        8        8       23       17       36       28
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      120,245
COMMITMENTS
  45,040   19,769    6,543   49,573   85,287  101,156  111,599   19,089    8,646

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      86       41       41       54       60      169      123
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      117,769
COMMITMENTS
  45,584   21,155    5,638   49,651   83,432  100,873  110,225   16,896    7,544

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,625)
  -5,533   -2,357       50    1,085   -3,780   -4,398   -6,087   -2,227     -538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.7     18.0      4.8     42.2     70.8     85.7     93.6     14.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      84       48       37       55       59      165      123
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       32,071
COMMITMENTS
  14,949    2,848    2,134    9,530   25,360   26,613   30,342    5,458    1,729

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      66       18       24       24       15      105       48
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       31,951
COMMITMENTS
  15,830    2,768    2,065    9,064   25,231   26,959   30,064    4,992    1,887

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,711)
   1,179     -485      273      648    1,358    2,100    1,146     -389      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5      8.7      6.5     28.4     79.0     84.4     94.1     15.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      74       19       23       22       15      113       47
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      138,104
COMMITMENTS
  36,300    4,491    8,790   79,930  118,461  125,020  131,742   13,084    6,362

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      62       21       40       43       43      133       95
 
 
COCOA - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      152,772
COMMITMENTS
  50,229    5,916   11,385   77,355  128,560  138,969  145,861   13,803    6,911

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,499)
    -625     -191    2,780   -1,400   -2,101      755      488      744    1,011

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      3.9      7.5     50.6     84.2     91.0     95.5      9.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      73       28       47       45       43      154      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      352,084
COMMITMENTS
  76,093   44,295   24,742  185,709  230,404  286,544  299,441   65,540   52,643

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      149)
      49       34       33       56       46      120       99
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      358,455
COMMITMENTS
  90,117   28,734   26,155  173,477  257,235  289,749  312,124   68,706   46,331

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,133)
  -4,906    2,426       92    7,069   -9,790    2,255   -7,272   -3,388    6,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1      8.0      7.3     48.4     71.8     80.8     87.1     19.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      52       28       32       53       47      122       91
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      115,850
COMMITMENTS
  46,991   10,927   11,657   45,403   85,938  104,051  108,522   11,799    7,328

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      347)
     145       55       85       90      105      288      214
 
 
COFFEE C - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:      123,010
COMMITMENTS
  54,140   14,652   11,954   45,308   89,629  111,402  116,235   11,608    6,775

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,601)
    -410      830    1,104    1,556      116    2,250    2,050     -649     -449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0     11.9      9.7     36.8     72.9     90.6     94.5      9.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      360)
     151       55       82       85      110      282      227
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       18,079
COMMITMENTS
   5,207    8,017    2,130    7,573    4,939   14,910   15,086    3,169    2,993

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      10       21        4        6        4       20       26
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
FUTURES ONLY 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:       20,060
COMMITMENTS
   5,161   12,148    2,147    9,815    2,600   17,123   16,895    2,937    3,165

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,181)
  -1,752   -7,000       -9   -4,324    1,545   -6,085   -5,464      904      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     60.6     10.7     48.9     13.0     85.4     84.2     14.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       29        5        4        6       16       36
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      183,576
COMMITMENTS
  36,733   32,855   18,356   98,124  106,159  153,213  157,370   30,363   26,206

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      32       35       30       58       59      114      101
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:      185,576
COMMITMENTS
  37,349   28,532   20,148   98,747  111,081  156,244  159,761   29,332   25,815

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     12,340)
   1,989   -1,290    2,977    9,110   11,072   14,076   12,759   -1,736     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     15.4     10.9     53.2     59.9     84.2     86.1     15.8     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      34       30       30       63       66      117      107
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      460,211
COMMITMENTS
  52,425   48,644  147,665  187,284  231,777  387,374  428,086   72,837   32,125

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      58       45       66       78       68      177      143
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:      477,608
COMMITMENTS
  49,755   49,720  155,068  196,437  239,650  401,260  444,438   76,348   33,170

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     14,320)
   6,369     -710    1,281    4,647   11,220   12,297   11,791    2,023    2,529

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     10.4     32.5     41.1     50.2     84.0     93.1     16.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      199)
      60       46       71       84       74      181      159
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       92,282
COMMITMENTS
  11,434    3,868      180   71,887   83,949   83,501   87,997    8,781    4,285

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       12       13       13       16
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
     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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,239
COMMITMENTS
   5,183    1,068    3,081   38,169   41,715   46,433   45,864    3,806    4,375

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       20       18       23       21
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       66,424
COMMITMENTS
     148    1,541    4,995   52,658   50,508   57,801   57,044    8,623    9,380

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

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

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

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

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

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

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      24        6       28       85       80      116      110
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      137,371
COMMITMENTS
  29,455   41,819   35,355   67,035   56,647  131,845  133,821    5,526    3,550

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      10       10       11       21       21       37       36
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       45,583
COMMITMENTS
   7,182    3,340    9,760   28,325   32,333   45,267   45,433      316      150

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        7        7       27       25       35       34
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:       45,229
COMMITMENTS
   6,422    3,820    9,980   28,541   31,149   44,943   44,949      286      280

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,746)
   1,580      400      300    1,084    2,226    2,964    2,926     -218     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      8.4     22.1     63.1     68.9     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        7       26       26       35       35
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       19,052
COMMITMENTS
   3,200      510    1,456   14,158   16,848   18,814   18,814      238      238

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       13        7       16       10
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:      839,333
COMMITMENTS
 164,014   90,222  118,051  493,298  546,895  775,363  755,168   63,970   84,165

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      70       84       86       75       78      202      201
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:      845,847
COMMITMENTS
 166,969   97,460  117,389  501,457  551,063  785,815  765,912   60,032   79,935

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,863)
  -1,887   -3,711   -1,651   10,647    6,663    7,109    1,301   -3,246    2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7     11.5     13.9     59.3     65.1     92.9     90.5      7.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      73       84       88       79       84      217      204
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,463
COMMITMENTS
   8,476    1,753       75    1,063   10,043    9,614   11,871    2,849      592

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      69        9        2       10       22       81       33
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        7,948
COMMITMENTS
   4,558      507       60    1,209    6,656    5,827    7,223    2,121      725

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      22        4        2        8       16       32       20
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:        8,711
COMMITMENTS
   4,892      503       86    1,383    7,174    6,361    7,763    2,350      948

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 TRADERS
    56.2      5.8      1.0     15.9     82.4     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
FUTURES ONLY POSITIONS AS OF 03/29/05                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      176,827
COMMITMENTS
  47,749    7,244   14,488   95,891  143,489  158,128  165,221   18,699   11,606

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      57       24       39       75       80      150      128
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
FUTURES ONLY 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:      179,568
COMMITMENTS
  48,826    5,961   14,636   96,266  148,421  159,728  169,018   19,840   10,550

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,711)
   6,706    1,582      205    4,140   11,459   11,051   13,246      660   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2      3.3      8.2     53.6     82.7     89.0     94.1     11.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      54       23       38       73       78      144      126


Updated April 8, 2005