WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      248,729
COMMITMENTS
  37,574   37,062   39,956  146,686  134,504  224,216  211,521   24,513   37,208

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -32,281)
     611   -1,567  -16,374  -13,127  -14,240  -28,891  -32,181   -3,390     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.1     14.9     16.1     59.0     54.1     90.1     85.0      9.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      62       83       66       48       55      160      163
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      789,190
COMMITMENTS
  86,295   99,085  104,602  448,607  364,784  639,504  568,470  149,686  220,720

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -51,576)
  -1,725  -16,844  -24,325  -27,270   -5,942  -53,320  -47,110    1,744   -4,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9     12.6     13.3     56.8     46.2     81.0     72.0     19.0     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      476)
     107      117      119      208      202      386      378
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        9,311
COMMITMENTS
   2,718       79      745    1,136    7,100    4,599    7,923    4,712    1,387

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -380)
    -223       75      119     -382     -449     -486     -255      106     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.2      0.8      8.0     12.2     76.3     49.4     85.1     50.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13        3        5        9       16       24       22
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      333,078
COMMITMENTS
  55,795   22,444   63,113  146,058  145,767  264,967  231,324   68,111  101,754

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -49,700)
    -796   -3,617  -21,891  -22,233  -13,342  -44,920  -38,851   -4,780  -10,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      6.7     18.9     43.9     43.8     79.6     69.5     20.4     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
     111       75      106       95      103      268      236
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       13,971
COMMITMENTS
  10,742    1,746      293      425      900   11,460    2,939    2,511   11,032

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -1,582)
      69   -1,149     -699        0     -280     -630   -2,128     -952      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.9     12.5      2.1      3.0      6.4     82.0     21.0     18.0     79.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
      10        5        7        3        4       16       13
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      156,119
COMMITMENTS
  27,397   11,343   25,129   76,721  105,984  129,247  142,456   26,872   13,663

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     -7,637)
  -2,103     -241     -790   -2,880   -4,170   -5,773   -5,201   -1,864   -2,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      7.3     16.1     49.1     67.9     82.8     91.2     17.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      46       22       36       43       46      108       98
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      875,387
COMMITMENTS
  93,281   99,845  118,906  518,173  471,097  730,359  689,848  145,028  185,539

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -59,756)
   4,924  -43,211  -26,792  -30,323    6,270  -52,192  -63,734   -7,565    3,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7     11.4     13.6     59.2     53.8     83.4     78.8     16.6     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      37       36       45       78       87      139      144
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      158,700
COMMITMENTS
  33,945   10,160   24,386   65,793  100,972  124,125  135,518   34,575   23,182

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,002)
   4,968   -1,293   -3,751     -690    7,188      527    2,144      474   -1,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      6.4     15.4     41.5     63.6     78.2     85.4     21.8     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      158)
      48       22       38       56       63      129      113
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        7,862
COMMITMENTS
   3,572    1,350      820    1,219    4,590    5,610    6,760    2,252    1,102

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:       -204)
      16      107     -435      202       98     -217     -230       12       26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.4     17.2     10.4     15.5     58.4     71.4     86.0     28.6     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
      21        6        9       12       15       34       29
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      315,516
COMMITMENTS
 105,423   73,511      223  145,611  142,144  251,257  215,878   64,259   99,638

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     11,527)
   9,550   12,695      212    3,844   -3,178   13,606    9,728   -2,078    1,799

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.4     23.3      0.1     46.2     45.1     79.6     68.4     20.4     31.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      102)
      19       27        3       37       40       59       67
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,751,287
COMMITMENTS
 334,224  403,874  488,963  1655427  1378591  2478614  2271428  272,673  479,859

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -86,156)
  48,747   -1,738  -82,644  -72,427  -19,593 -106,325 -103,975   20,169   17,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     14.7     17.8     60.2     50.1     90.1     82.6      9.9     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      51       78       84      110      150      211      262
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,663,808
COMMITMENTS
 131,217  288,212  215,310  1145728  846,047  1492255  1349569  171,553  314,239

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:    -69,563)
     782  -17,232  -36,065  -12,245      632  -47,528  -52,665  -22,035  -16,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     17.3     12.9     68.9     50.9     89.7     81.1     10.3     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      32       52       49       71       94      131      167
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      681,280
COMMITMENTS
 217,057   30,877  203,223  219,635  412,481  639,915  646,581   41,365   34,699

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:     30,140)
  34,085    5,653    3,301   -3,976   22,684   33,409   31,637   -3,269   -1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.9      4.5     29.8     32.2     60.5     93.9     94.9      6.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      43       24       47       52       59      112      113
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       43,495
COMMITMENTS
  10,083   11,984    1,351   21,185   22,125   32,619   35,461   10,876    8,034

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      1,136)
   1,278     -355      190      101      357    1,569      192     -433      944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.2     27.6      3.1     48.7     50.9     75.0     81.5     25.0     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       16        9       19       12       46       31
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       65,352
COMMITMENTS
   9,103   24,525    2,904   37,876   21,550   49,883   48,979   15,469   16,373

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:      4,737)
  -2,669    4,625      889    9,864   -1,395    8,084    4,118   -3,347      618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9     37.5      4.4     58.0     33.0     76.3     74.9     23.7     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      22       27       17       16       16       45       53
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       35,527
COMMITMENTS
   3,962    5,821    1,046   29,684   27,247   34,692   34,114      835    1,413

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        368)
   1,025      167        0     -701      774      324      941       44     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     16.4      2.9     83.6     76.7     97.6     96.0      2.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7       22        4       20       21       30       44
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       12,689
COMMITMENTS
       0    1,038        0   12,383   11,251   12,383   12,289      306      400

CHANGES FROM 04/19/05 (CHANGE IN OPEN INTEREST:        797)
       0     -206        0      739      947      739      741       58       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.2      0.0     97.6     88.7     97.6     96.8      2.4      3.2

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

Updated April 29, 2005