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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      80       74       76       47       57      183      161
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      770,697
COMMITMENTS
 113,308   82,460  105,265  414,058  362,670  632,631  550,394  138,066  220,303

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      486)
     126      102      124      203      197      400      368
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,899
COMMITMENTS
   2,113      723      446    1,101    4,885    3,660    6,054    4,239    1,845

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        6        6        8       13       26       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      406,317
COMMITMENTS
  65,128   32,977   93,675  176,579  158,996  335,382  285,648   70,934  120,669

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      368)
     110      125      134       93      112      291      290
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       14,527
COMMITMENTS
  10,970    3,743      158      350      587   11,478    4,488    3,049   10,039

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      11        7        6        1        2       15       12
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      179,718
COMMITMENTS
  34,913   14,212   35,096   80,171  116,444  150,180  165,753   29,538   13,965

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      47       33       44       43       46      121      105
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      991,125
COMMITMENTS
 120,625  132,657  167,158  547,975  487,074  835,758  786,889  155,367  204,236

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      41       37       53       80       84      147      149
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      171,304
COMMITMENTS
  34,656   13,721   33,112   70,632  101,656  138,400  148,489   32,904   22,815

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      44       35       46       52       63      131      128
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,916
COMMITMENTS
   2,908    2,180      477      978    1,747    4,363    4,405    1,553    1,511

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15       11        7       10       10       26       27
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      328,570
COMMITMENTS
 112,120   69,306    2,896  156,723  149,531  271,739  221,733   56,831  106,837

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      101)
      16       26        3       37       46       53       75
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,604,599
COMMITMENTS
 375,345  481,463  397,967  1622255  1151170  2395567  2030601  209,032  573,999

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      41       87       78      116      140      209      254
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,668,740
COMMITMENTS
 236,016  319,560  268,026  1010487  693,158  1514529  1280744  154,211  387,996

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      195)
      39       55       55       73       91      138      175
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      571,697
COMMITMENTS
 193,929   46,243  158,472  181,910  330,984  534,311  535,698   37,386   35,998

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      31       20       33       51       53       96       92
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       57,921
COMMITMENTS
  16,940    2,654    1,678   24,094   43,014   42,712   47,345   15,209   10,576

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      24        9        9       22       18       51       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       85,315
COMMITMENTS
  10,158   25,796    7,801   57,555   26,175   75,515   59,771    9,801   25,544

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      23       29       20       21       14       54       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       38,699
COMMITMENTS
   6,324    6,979    1,111   30,382   28,799   37,817   36,889      882    1,810

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4       25        4       18       21       25       47
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       17,180
COMMITMENTS
   5,726    2,996        0   11,360   13,996   17,086   16,992       94      188

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2       10        0        6       11        8       21
 

Updated March 11, 2005