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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      91       66       77       46       61      183      166
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      809,917
COMMITMENTS
 107,707   77,665  108,763  452,327  391,124  668,797  577,552  141,120  232,365

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      480)
     128       87      114      216      212      406      363
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,497
COMMITMENTS
   2,407      730      462      921    5,659    3,790    6,851    4,706    1,646

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      15        4        5       10       16       25       25
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      409,844
COMMITMENTS
  59,551   24,101   85,650  193,787  177,726  338,987  287,476   70,857  122,369

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      373)
     115      116      136      104      115      306      289
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       16,753
COMMITMENTS
  12,957    3,632      416      312      865   13,685    4,913    3,068   11,840

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      13        8        9        2        3       20       15
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      180,379
COMMITMENTS
  32,646   11,687   32,681   84,427  120,568  149,754  164,937   30,625   15,442

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      40       31       37       44       47      110       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      956,174
COMMITMENTS
 102,075  153,214  149,274  573,089  460,047  824,438  762,536  131,735  193,638

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      177)
      37       42       54       74       81      137      151
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      158,594
COMMITMENTS
  31,059   12,031   28,841   66,425   94,875  126,325  135,747   32,269   22,847

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      46       31       39       56       54      130      109
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,683
COMMITMENTS
   3,289    1,679      568      865    3,183    4,722    5,430    1,961    1,253

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      16       10        9        9       13       28       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      331,639
COMMITMENTS
 114,442   79,228      145  164,377  145,686  278,964  225,059   52,675  106,580

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      18       28        2       41       43       60       72
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,808,860
COMMITMENTS
 414,770  641,609  424,851  1765382  1207442  2605003  2273902  203,857  534,958

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      36       84       75      103      133      188      243
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,717,417
COMMITMENTS
 202,782  311,433  282,992  1081161  749,008  1566934  1343433  150,483  373,984

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      33       53       47       68       84      126      159
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      685,250
COMMITMENTS
 199,805   45,841  188,479  253,064  411,945  641,348  646,265   43,902   38,984

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      38       19       41       58       58      111      105
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       40,061
COMMITMENTS
   9,777    6,330      616   20,557   26,635   30,950   33,581    9,111    6,480

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      18       13        6       18       12       41       26
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       37,839
COMMITMENTS
   9,785   10,011    3,775   12,565   16,221   26,125   30,007   11,714    7,832

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      31       20       20       12       14       48       49
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       34,368
COMMITMENTS
   4,243    6,863    1,046   28,921   24,692   34,210   32,601      158    1,767

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

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

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

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0       10        0        5        9        5       19
 

Updated April 1, 2005