WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      309,942
COMMITMENTS
  63,046   25,349   70,475  145,203  171,197  278,724  267,021   31,218   42,921

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     11,053)
   1,873   -4,465    6,592    5,449    7,775   13,914    9,903   -2,860    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      8.2     22.7     46.8     55.2     89.9     86.2     10.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      87       76       79       48       62      192      169
 
 
WHEAT - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      298,888
COMMITMENTS
  61,173   29,813   63,883  139,754  163,422  264,810  257,118   34,079   41,771

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     24,400)
   5,241    1,450   10,281    4,024    6,963   19,547   18,693    4,853    5,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5     10.0     21.4     46.8     54.7     88.6     86.0     11.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      92       67       79       47       59      191      163
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      827,996
COMMITMENTS
 117,810   66,418  111,364  457,582  415,039  686,756  592,821  141,240  235,175

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -11,041)
 -10,498   -9,572   -1,774   13,612   -1,324    1,340  -12,670  -12,381    1,630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      8.0     13.4     55.3     50.1     82.9     71.6     17.1     28.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      492)
     127       95      117      220      219      415      374
 
 
CORN - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      839,037
COMMITMENTS
 128,308   75,990  113,138  443,970  416,363  685,417  605,491  153,621  233,546

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     68,340)
  15,000   -6,470    7,873   29,912   53,693   52,786   55,097   15,554   13,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      9.1     13.5     52.9     49.6     81.7     72.2     18.3     27.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      497)
     134       96      116      216      212      412      372
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:        8,138
COMMITMENTS
   2,161      741      400    1,028    5,319    3,588    6,460    4,550    1,678

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -319)
     -80       30        6      -56     -449     -130     -414     -189       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      9.1      4.9     12.6     65.4     44.1     79.4     55.9     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      11        7        4       10       14       24       22
 
 
OATS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,457
COMMITMENTS
   2,240      712      394    1,084    5,768    3,718    6,874    4,739    1,583

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        558)
     128      -11      -52      -17      883       58      820      500     -262

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.5      8.4      4.7     12.8     68.2     44.0     81.3     56.0     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12        7        4       12       15       27       23
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      435,882
COMMITMENTS
  66,718   25,462   97,069  200,528  187,162  364,315  309,693   71,567  126,190

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -8,736)
    -651  -10,663      457     -544    1,844     -739   -8,362   -7,997     -374

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      5.8     22.3     46.0     42.9     83.6     71.0     16.4     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      394)
     132      119      149      110      116      326      306
 
 
SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      444,618
COMMITMENTS
  67,369   36,125   96,612  201,072  185,318  365,054  318,055   79,564  126,563

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     38,301)
   2,241    3,148    2,937   24,493   26,322   29,671   32,407    8,630    5,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      8.1     21.7     45.2     41.7     82.1     71.5     17.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      382)
     121      125      136      109      113      312      297
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(THOUSAND BUSHELS)                                   OPEN INTEREST:       17,108
COMMITMENTS
  13,097    4,153      197      488      848   13,782    5,198    3,326   11,910

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,581)
   2,127      410       39      138      261    2,304      710      277    1,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    76.6     24.3      1.2      2.9      5.0     80.6     30.4     19.4     69.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      13        8        9        3        3       20       16
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      182,751
COMMITMENTS
  34,514   11,561   32,039   86,737  124,127  153,290  167,727   29,460   15,023

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -9,236)
  -4,642      283   -4,105    3,092   -4,907   -5,655   -8,729   -3,580     -507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      6.3     17.5     47.5     67.9     83.9     91.8     16.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      143)
      48       28       39       44       47      113      102
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      191,986
COMMITMENTS
  39,156   11,277   36,144   83,645  129,035  158,946  176,457   33,041   15,530

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     12,268)
   4,243   -2,935    1,048    3,475   12,591    8,765   10,703    3,503    1,564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      5.9     18.8     43.6     67.2     82.8     91.9     17.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      50       29       41       44       47      120      101
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:    1,010,271
COMMITMENTS
 123,977  159,459  163,689  581,682  484,508  869,349  807,656  140,923  202,615

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,354)
   1,429   11,441  -16,032   13,510      191   -1,093   -4,400   -6,262   -2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     15.8     16.2     57.6     48.0     86.1     79.9     13.9     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      38       49       59       84       86      154      162
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,017,626
COMMITMENTS
 122,548  148,017  179,721  568,172  484,318  870,441  812,056  147,185  205,570

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     26,501)
   1,923   15,361   12,563   20,197   -2,757   34,684   25,167   -8,182    1,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.0     14.5     17.7     55.8     47.6     85.5     79.8     14.5     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      39       45       57       81       83      149      156
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      162,689
COMMITMENTS
  35,223   12,137   29,395   65,555   98,379  130,174  139,910   32,516   22,779

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -10,287)
  -2,018      225    1,842   -7,193  -12,185   -7,368  -10,118   -2,919     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      7.5     18.1     40.3     60.5     80.0     86.0     20.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      165)
      50       33       43       54       55      134      114
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      172,976
COMMITMENTS
  37,241   11,912   27,552   72,749  110,564  137,542  150,028   35,434   22,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,672)
   2,585   -1,809   -5,560    2,117    8,908     -858    1,539    2,530      134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      6.9     15.9     42.1     63.9     79.5     86.7     20.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      160)
      52       24       39       53       61      126      115
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:        6,444
COMMITMENTS
   3,024    1,722      503      944    2,965    4,471    5,190    1,973    1,254

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        138)
      64       58      -34       20      288       49      312       88     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     26.7      7.8     14.7     46.0     69.4     80.5     30.6     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      13       11        6        9       13       25       27
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        6,306
COMMITMENTS
   2,960    1,664      537      924    2,677    4,421    4,877    1,885    1,429

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        390)
      53     -517       59      -53      930       59      472      332      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.9     26.4      8.5     14.7     42.4     70.1     77.3     29.9     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      13       10        5        8       11       23       24
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      330,537
COMMITMENTS
 115,303   75,539      869  156,503  147,364  272,675  223,772   57,862  106,765

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      8,957)
  10,735    3,706   -1,422   -4,305    9,710    5,008   11,994    3,949   -3,037

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    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
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      321,579
COMMITMENTS
 104,568   71,833    2,291  160,808  137,654  267,667  211,778   53,912  109,801

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -6,991)
  -7,552    2,527     -605    4,085  -11,877   -4,072   -9,955   -2,919    2,964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.5     22.3      0.7     50.0     42.8     83.2     65.9     16.8     34.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      16       25        3       40       42       56       70
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:    3,004,816
COMMITMENTS
 400,570  639,434  491,512  1866592  1244788  2758674  2375734  246,143  629,082

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     98,529)
   5,820   90,422    6,800   86,613   10,138   99,233  107,360     -703   -8,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3     21.3     16.4     62.1     41.4     91.8     79.1      8.2     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      39       94       82      117      145      210      267
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,906,287
COMMITMENTS
 394,750  549,012  484,711  1779980  1234650  2659441  2268374  246,846  637,913

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    301,688)
  19,405   67,549   86,744  157,724   83,480  263,874  237,773   37,814   63,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6     18.9     16.7     61.2     42.5     91.5     78.1      8.5     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      43       88       84      119      146      218      262
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:    1,807,542
COMMITMENTS
 232,331  332,949  324,610  1082637  753,613  1639577  1411172  167,965  396,370

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -22,430)
  -3,059  -39,409   20,318  -55,818  -33,056  -38,559  -52,147   16,129   29,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     18.4     18.0     59.9     41.7     90.7     78.1      9.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      45       52       54       71       88      139      171
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,829,972
COMMITMENTS
 235,390  372,358  304,292  1138454  786,669  1678136  1463319  151,836  366,653

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    161,232)
    -627   52,798   36,266  127,968   93,511  163,607  182,575   -2,375  -21,343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9     20.3     16.6     62.2     43.0     91.7     80.0      8.3     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      33       62       58       78       98      145      184
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      693,619
COMMITMENTS
 230,104   52,613  174,923  239,366  423,596  644,393  651,132   49,226   42,487

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     43,516)
     970      880    4,798   29,251   34,231   35,018   39,910    8,498    3,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.2      7.6     25.2     34.5     61.1     92.9     93.9      7.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      38       18       39       55       56      106      101
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS)                   OPEN INTEREST:      650,103
COMMITMENTS
 229,134   51,733  170,126  210,115  389,365  609,375  611,223   40,728   38,880

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     78,406)
  35,205    5,490   11,654   28,206   58,381   75,064   75,524    3,342    2,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    35.2      8.0     26.2     32.3     59.9     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      32       19       32       52       55       96       94
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       40,051
COMMITMENTS
  10,061    5,314      572   21,434   26,539   32,067   32,426    7,984    7,625

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -25,515)
  -4,625    1,642   -2,660  -15,849  -17,350  -23,135  -18,369   -2,381   -7,147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.1     13.3      1.4     53.5     66.3     80.1     81.0     19.9     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      22        9        6       19       11       44       23
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       65,566
COMMITMENTS
  14,686    3,672    3,233   37,283   43,889   55,202   50,795   10,365   14,772

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      7,645)
  -2,255    1,019    1,555   13,189      875   12,490    3,449   -4,844    4,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      5.6      4.9     56.9     66.9     84.2     77.5     15.8     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      25       15       15       26       21       60       42
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       36,476
COMMITMENTS
   9,053    7,977    3,195   10,811   18,326   23,059   29,498   13,417    6,978

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -46,112)
  -2,932  -15,170   -8,403  -26,545  -17,135  -37,881  -40,708   -8,230   -5,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.8     21.9      8.8     29.6     50.2     63.2     80.9     36.8     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      28       18       19       11       18       45       49
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       82,588
COMMITMENTS
  11,985   23,147   11,598   37,357   35,461   60,940   70,206   21,648   12,382

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,728)
   1,826   -2,649    3,798  -20,199    9,286  -14,575   10,435   11,847  -13,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5     28.0     14.0     45.2     42.9     73.8     85.0     26.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       21       38       21       22       69       65
 
 
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
    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 10YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       36,501
COMMITMENTS
   4,073    6,876    1,111   31,221   27,304   36,405   35,291       96    1,210

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,198)
  -2,251     -103        0      839   -1,495   -1,412   -1,598     -786     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     18.8      3.0     85.5     74.8     99.7     96.7      0.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4       22        4       18       20       25       43
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA             OPEN INTEREST:       14,038
COMMITMENTS
       0    3,010        0   14,037   10,916   14,037   13,926        1      112

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -3,142)
  -5,726       14        0    2,677   -3,080   -3,049   -3,066      -93      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.4      0.0    100.0     77.8    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0       10        0        5       10        5       20
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       31,310
COMMITMENTS
   1,342    2,512    5,433   17,936   16,434   24,711   24,379    6,600    6,932

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,250)
    -201      182      629    1,386      958    1,814    1,769      436      481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      8.0     17.4     57.3     52.5     78.9     77.9     21.1     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10        8       15       23       20       39       37
 
 
MILK - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,060
COMMITMENTS
   1,542    2,330    4,804   16,551   15,476   22,897   22,610    6,164    6,450

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        -89)
    -123      149     -272      339      260      -56      136      -34     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.0     16.5     57.0     53.3     78.8     77.8     21.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      12        6       16       24       21       41       38
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       96,157
COMMITMENTS
  18,270    4,781   16,541   44,672   42,432   79,483   63,754   16,673   32,403

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,379)
    -378   -1,239    1,565    1,317    1,031    2,503    1,357   -1,124       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      5.0     17.2     46.5     44.1     82.7     66.3     17.3     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      56       22       51       30       37      113       97
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:       94,777
COMMITMENTS
  18,648    6,020   14,977   43,355   41,400   76,980   62,397   17,797   32,380

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -14,460)
  -7,874       22   -4,964      459   -5,882  -12,379  -10,824   -2,082   -3,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      6.4     15.8     45.7     43.7     81.2     65.8     18.8     34.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      50       29       41       30       40      109       90
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:        2,739
COMMITMENTS
     133      865      127    1,744      483    2,004    1,476      735    1,263

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -290)
    -214     -507      -37      -13       65     -264     -480      -26      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8     31.6      4.7     63.7     17.6     73.2     53.9     26.8     46.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4       14        3        8        2       15       16
 
 
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:        3,029
COMMITMENTS
     346    1,373      165    1,757      418    2,268    1,956      761    1,073

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:         40)
      27      -68       10       60       45       97      -13      -57       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4     45.3      5.4     58.0     13.8     74.9     64.6     25.1     35.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7       17        5        8        2       20       19
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      168,507
COMMITMENTS
  47,291    6,786   24,225   75,831   90,263  147,347  121,274   21,161   47,233

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,048)
  -6,477   -1,507    2,185    5,430    2,369    1,138    3,046      910     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      4.0     14.4     45.0     53.6     87.4     72.0     12.6     28.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      241)
      64       31       51       91      124      186      185
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      166,459
COMMITMENTS
  53,768    8,293   22,040   70,400   87,894  146,208  118,228   20,251   48,231

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     14,601)
   8,391      129      684    1,660    9,299   10,735   10,112    3,866    4,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.3      5.0     13.2     42.3     52.8     87.8     71.0     12.2     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      240)
      71       33       46       80      118      178      178
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:        5,570
COMMITMENTS
   1,911      322      413    1,072    3,418    3,396    4,153    2,173    1,417

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        191)
    -108       85      -12      293      212      173      285       18      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      5.8      7.4     19.2     61.4     61.0     74.6     39.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      21        8        8       15       19       40       31
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,379
COMMITMENTS
   2,019      237      425      779    3,206    3,224    3,868    2,155    1,511

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -218)
     -56      -37       12     -115     -110     -158     -135      -60      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.5      4.4      7.9     14.5     59.6     59.9     71.9     40.1     28.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      24        6        8       13       19       39       32
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       31,351
COMMITMENTS
  10,847      976    8,241    7,475    7,750   26,564   16,968    4,787   14,383

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        752)
     382      295      484      -89      308      777    1,087      -25     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.6      3.1     26.3     23.8     24.7     84.7     54.1     15.3     45.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      54       17       27       36       51      103       83
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       30,599
COMMITMENTS
  10,465      681    7,757    7,564    7,442   25,786   15,880    4,813   14,719

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,363)
   1,746     -497    1,224   -1,725      185    1,245      912      118      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      2.2     25.4     24.7     24.3     84.3     51.9     15.7     48.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      50       15       26       38       48       99       79
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       95,671
COMMITMENTS
  43,364   11,699    1,475   16,240   64,428   61,080   77,603   34,592   18,068

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -34,914)
   6,959    1,524     -335  -37,441  -14,602  -30,817  -13,412   -4,097  -21,501

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    45.3     12.2      1.5     17.0     67.3     63.8     81.1     36.2     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      23       14        6       17       23       45       38
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS)              OPEN INTEREST:      130,585
COMMITMENTS
  36,405   10,175    1,810   53,681   79,030   91,897   91,016   38,688   39,569

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     20,056)
  18,596   -4,150      820   -7,767    1,536   11,649   -1,794    8,407   21,850

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.9      7.8      1.4     41.1     60.5     70.4     69.7     29.6     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      23       13        7       25       29       53       44
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       39,035
COMMITMENTS
   5,242   16,598        1   20,112   11,796   25,355   28,395   13,680   10,640

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -3,292)
  -5,413    6,103        0    5,213  -10,728     -200   -4,625   -3,092    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     42.5      0.0     51.5     30.2     65.0     72.7     35.0     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        1       11        4       18       11
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS)                  OPEN INTEREST:       42,326
COMMITMENTS
  10,655   10,495        1   14,898   22,524   25,554   33,020   16,772    9,306

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -25,926)
   3,181       -6   -1,345  -24,722  -21,034  -22,886  -22,385   -3,040   -3,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2     24.8      0.0     35.2     53.2     60.4     78.0     39.6     22.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        4        1        8        9       18       13
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       65,991
COMMITMENTS
  37,662    4,799      269   16,973   56,462   54,905   61,530   11,086    4,460

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,181)
 -11,948     -389        9    2,762   -7,093   -9,177   -7,473    2,996    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    57.1      7.3      0.4     25.7     85.6     83.2     93.2     16.8      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      42       16        3       16       18       60       35
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS)                 OPEN INTEREST:       72,172
COMMITMENTS
  49,610    5,187      260   14,212   63,555   64,082   69,003    8,090    3,168

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -53,488)
 -23,607   -3,256   -1,525  -21,806  -43,632  -46,938  -48,412   -6,550   -5,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    68.7      7.2      0.4     19.7     88.1     88.8     95.6     11.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      53       12        3       15       17       70       30
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       73,891
COMMITMENTS
  31,328    4,717      846   16,337   57,186   48,512   62,749   25,379   11,142

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,404)
 -10,734      388      358    6,383   -8,924   -3,993   -8,177   -3,411      773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    42.4      6.4      1.1     22.1     77.4     65.7     84.9     34.3     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
      26        8        7       13       15       40       29
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING)                OPEN INTEREST:       81,295
COMMITMENTS
  42,062    4,329      489    9,954   66,110   52,505   70,927   28,790   10,368

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -19,777)
  -4,390     -950   -1,462  -11,407  -14,537  -17,259  -16,949   -2,518   -2,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.7      5.3      0.6     12.2     81.3     64.6     87.2     35.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      28        8        6        8       16       39       27
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      133,444
COMMITMENTS
  16,114   27,585    2,291   85,954   79,897  104,359  109,774   29,085   23,670

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,081)
   1,543    8,277      677    1,895  -10,435    4,114   -1,481   -2,034    3,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.1     20.7      1.7     64.4     59.9     78.2     82.3     21.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      19       17        8       20       23       40       47
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN)               OPEN INTEREST:      131,363
COMMITMENTS
  14,571   19,308    1,614   84,059   90,332  100,244  111,254   31,119   20,109

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -63,196)
     585   -3,737   -3,496  -55,817  -51,704  -58,728  -58,937   -4,468   -4,259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.1     14.7      1.2     64.0     68.8     76.3     84.7     23.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      17       15        6       20       20       39       39
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      140,445
COMMITMENTS
  35,489   10,559   10,976   33,677   69,881   80,142   91,416   60,303   49,028

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,875)
  -4,193     -657   -1,030   -1,094   -4,282   -6,317   -5,969      442       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.3      7.5      7.8     24.0     49.8     57.1     65.1     42.9     34.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      33       15       22       29       24       68       55
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS)                         OPEN INTEREST:      146,320
COMMITMENTS
  39,682   11,216   12,006   34,771   74,163   86,459   97,385   59,860   48,935

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -44,138)
   4,037   -3,063    2,084  -42,819  -38,860  -36,698  -39,840   -7,440   -4,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      7.7      8.2     23.8     50.7     59.1     66.6     40.9     33.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      40       16       24       29       24       73       60
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE)                 OPEN INTEREST:       63,246
COMMITMENTS
  20,278    3,161        0   38,199   54,637   58,477   57,798    4,769    5,448

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,389)
   5,705    1,255      -62   -2,334    3,717    3,309    4,910     -920   -2,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      5.0      0.0     60.4     86.4     92.5     91.4      7.5      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        0       15       14       19       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:   13,307,962
COMMITMENTS
 716,972  1216101  4024725  7420125  6292107 12161822 11532933  1146140  1775029

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    914,845)
  50,091   60,756  432,723  367,610  355,543  850,424  849,022   64,421   65,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.1     30.2     55.8     47.3     91.4     86.7      8.6     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      267)
      59       73      101      118      130      230      254
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE)                 OPEN INTEREST:   12,393,117
COMMITMENTS
 666,881  1155345  3592002  7052515  5936564 11311398 10683911  1081719  1709206

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST: -1,166,821)
 -32,095  -26,939 -525,518 -683,549 -651,416 -1241162 -1203872   74,340   37,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      9.3     29.0     56.9     47.9     91.3     86.2      8.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      56       73       99      116      128      225      251
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      734,156
COMMITMENTS
  58,312   87,555   34,938  489,993  497,529  583,243  620,021  150,914  114,135

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -124,549)
  -8,997  -15,563  -10,610  -66,945  -85,969  -86,552 -112,142  -37,997  -12,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9     11.9      4.8     66.7     67.8     79.4     84.5     20.6     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      202)
      47       38       49       98       67      169      130
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      858,705
COMMITMENTS
  67,309  103,119   45,547  556,938  583,498  669,794  732,164  188,911  126,541

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     68,848)
  -1,887   17,899    2,343   38,631   42,651   39,086   62,893   29,762    5,954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8     12.0      5.3     64.9     68.0     78.0     85.3     22.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      57       36       60      112       77      197      145
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      865,243
COMMITMENTS
 152,522  166,852   15,787  365,200  579,669  533,508  762,308  331,735  102,935

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -390,910)
-124,323  -62,310  -51,159 -235,761 -181,885 -411,243 -295,353   20,333  -95,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6     19.3      1.8     42.2     67.0     61.7     88.1     38.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      42       46       16       47       48       98      101
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,256,154
COMMITMENTS
 276,845  229,162   66,946  600,960  761,554  944,752  1057662  311,402  198,492

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    164,196)
  48,312  -37,918   33,429  102,419   65,991  184,160   61,502  -19,964  102,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.0     18.2      5.3     47.8     60.6     75.2     84.2     24.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      47       56       50       68       62      145      138
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:       19,787
COMMITMENTS
   2,710      608    1,287    8,878   14,671   12,875   16,566    6,912    3,221

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,429)
     915      130      670    1,750    2,274    3,335    3,074    1,094    1,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      3.1      6.5     44.9     74.1     65.1     83.7     34.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        3       20       16       26       21
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       47,874
COMMITMENTS
   3,886    6,008    5,246   28,901   21,824   38,033   33,078    9,841   14,796

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     14,708)
     -26        0    3,749    6,807    3,843   10,530    7,592    4,178    7,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1     12.5     11.0     60.4     45.6     79.4     69.1     20.6     30.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        5        7       21       23       29       30
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       53,933
COMMITMENTS
   5,141   17,628      118   34,333   27,148   39,593   44,894   14,340    9,039

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -50,219)
     916      393   -3,966  -20,253  -43,362  -23,303  -46,935  -26,916   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5     32.7      0.2     63.7     50.3     73.4     83.2     26.6     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      13       23        2       36       30       51       53
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:      104,152
COMMITMENTS
   4,225   17,235    4,084   54,586   70,509   62,895   91,829   41,256   12,323

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     18,195)
    -744    3,969    3,063    9,424    9,922   11,743   16,954    6,452    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     16.5      3.9     52.4     67.7     60.4     88.2     39.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      13       26       13       45       43       66       76
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      269,194
COMMITMENTS
  77,577  120,002    2,942  152,336  100,329  232,855  223,273   36,338   45,920

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:   -221,458)
 -10,728   12,557   -7,612 -201,372 -105,890 -219,712 -100,945   -1,745 -120,513

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.8     44.6      1.1     56.6     37.3     86.5     82.9     13.5     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      45       68        9       33       36       85      106
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      490,651
COMMITMENTS
  88,305  107,445   10,554  353,708  206,219  452,568  324,218   38,083  166,433

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     98,309)
   6,259    6,214    7,903   74,450   49,878   88,612   63,995    9,697   34,314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     21.9      2.2     72.1     42.0     92.2     66.1      7.8     33.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      43       67       27       52       52      107      135
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      112,094
COMMITMENTS
  57,506    3,401    4,534   21,044   95,805   83,085  103,740   29,009    8,355

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      3,301)
   1,372      455      676    1,546    1,357    3,595    2,488     -294      813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.3      3.0      4.0     18.8     85.5     74.1     92.5     25.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      27        2        5       14       18       41       25
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS             OPEN INTEREST:      108,793
COMMITMENTS
  56,134    2,946    3,858   19,498   94,448   79,490  101,252   29,303    7,541

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -27,851)
   2,071     -550   -1,042  -20,999  -20,993  -19,970  -22,585   -7,881   -5,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    51.6      2.7      3.5     17.9     86.8     73.1     93.1     26.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      24        1        3       12       18       36       22
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       28,850
COMMITMENTS
   1,190   10,221        0   22,749   12,149   23,939   22,370    4,910    6,480

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -20,348)
    -504   -8,567   -1,607  -12,828  -11,389  -14,939  -21,563   -5,409    1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1     35.4      0.0     78.9     42.1     83.0     77.5     17.0     22.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3       11        0       26       24       29       35
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       49,198
COMMITMENTS
   1,694   18,788    1,607   35,577   23,538   38,878   43,933   10,320    5,265

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      9,169)
      42    3,094    1,383    3,980    4,245    5,405    8,722    3,764      447

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     38.2      3.3     72.3     47.8     79.0     89.3     21.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5       13        6       34       30       43       46
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      155,988
COMMITMENTS
  37,488   31,669    1,353   98,601  110,261  137,442  143,283   18,546   12,705

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -94,955)
 -36,695   -7,142  -13,254  -54,073  -50,802 -104,023  -71,197    9,068  -23,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.0     20.3      0.9     63.2     70.7     88.1     91.9     11.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      106)
      21       32        8       28       41       52       78
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      250,942
COMMITMENTS
  74,184   38,810   14,607  152,675  161,063  241,465  214,480    9,478   36,462

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     36,944)
   7,826    1,734    9,852   20,991      665   38,669   12,250   -1,725   24,693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     15.5      5.8     60.8     64.2     96.2     85.5      3.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      17       36       18       33       46       61       89
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       33,740
COMMITMENTS
  12,552   11,210      272   10,196   15,040   23,020   26,522   10,720    7,218

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 TRADER
    37.2     33.2      0.8     30.2     44.6     68.2     78.6     31.8     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      21       14        3       14       19       37       35
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,127
COMMITMENTS
  11,584   10,666      236    9,833   13,432   21,653   24,334   10,474    7,793

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -22,191)
    -823    2,419   -7,023   -6,460  -12,277  -14,306  -16,881   -7,885   -5,310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.1     33.2      0.7     30.6     41.8     67.4     75.7     32.6     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      21       13        2       13       16       35       31
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE)               OPEN INTEREST:       67,478
COMMITMENTS
   3,476    7,628        0   47,979   26,271   51,455   33,899   16,023   33,579

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:    -47,899)
   3,276   -1,971   -2,219   -8,541  -45,734   -7,484  -49,924  -40,415    2,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.3      0.0     71.1     38.9     76.3     50.2     23.7     49.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3       13        0       19       28       22       41
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED 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:      127,066
COMMITMENTS
  46,630    5,647   22,943   21,147   86,533   90,720  115,122   36,346   11,944

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -186)
  -2,883    2,561     -349    2,957   -1,393     -276      818       90   -1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.7      4.4     18.1     16.6     68.1     71.4     90.6     28.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      174)
      98       30       58       28       34      153      101
 
 
SILVER - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 TROY OUNCES)                     OPEN INTEREST:      127,252
COMMITMENTS
  49,513    3,086   23,292   18,190   87,926   90,996  114,304   36,256   12,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -748)
  -2,125   -1,268       88    1,564      356     -473     -824     -275       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.9      2.4     18.3     14.3     69.1     71.5     89.8     28.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      171)
      94       27       52       24       39      144       98
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED 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:      124,316
COMMITMENTS
  47,341   15,948   25,512   34,252   69,642  107,106  111,103   17,210   13,213

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      5,938)
     326      923    4,716       64   -1,205    5,106    4,434      832    1,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.1     12.8     20.5     27.6     56.0     86.2     89.4     13.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      190)
      71       59       47       41       44      146      124
 
 
COPPER-GRADE #1 - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 25,000 POUNDS)                         OPEN INTEREST:      118,378
COMMITMENTS
  47,015   15,026   20,796   34,188   70,847  102,000  106,669   16,378   11,709

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -2,840)
  -5,395     -153    2,875      264   -6,234   -2,256   -3,512     -585      672

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.7     12.7     17.6     28.9     59.8     86.2     90.1     13.8      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      185)
      76       53       43       41       44      143      120
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED 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:      395,166
COMMITMENTS
 150,243   30,687   82,126  100,242  257,263  332,611  370,076   62,556   25,091

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -44,234)
 -31,064   -8,456   -4,624   -5,877  -31,255  -41,564  -44,335   -2,670      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.0      7.8     20.8     25.4     65.1     84.2     93.7     15.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      251)
     148       47       70       39       39      217      134
 
 
GOLD - COMMODITY EXCHANGE INC.
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:      439,401
COMMITMENTS
 181,307   39,143   86,750  106,118  288,518  374,175  414,410   65,225   24,990

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     37,371)
  35,427   -6,717    1,260    1,046   40,427   37,734   34,970     -363    2,401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.3      8.9     19.7     24.2     65.7     85.2     94.3     14.8      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      260)
     153       45       72       41       46      223      141
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
VIX FUTURES - CBOE FUTURES EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X VBI)                                         OPEN INTEREST:       12,014
COMMITMENTS
   7,165    1,436      451      540    8,225    8,156   10,112    3,858    1,902

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,623)
     360      318       82       31      437      473      837    1,150      786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    59.6     12.0      3.8      4.5     68.5     67.9     84.2     32.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      23        4        5        3        4       29       11
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       83,079
COMMITMENTS
  19,335    4,858    8,356   40,844   46,074   68,535   59,288   14,545   23,791

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:       -922)
    -316      144      666      297   -1,299      647     -489   -1,568     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      5.8     10.1     49.2     55.5     82.5     71.4     17.5     28.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       18       14       38       47       75       72
 
 
WHEAT - KANSAS CITY BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       84,001
COMMITMENTS
  19,651    4,715    7,690   40,548   47,373   67,888   59,778   16,113   24,223

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,385)
   3,351   -1,372    1,152    3,887    5,835    8,390    5,615    1,995    4,770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.4      5.6      9.2     48.3     56.4     80.8     71.2     19.2     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      30       19       17       42       49       83       76
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED 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:       37,900
COMMITMENTS
   1,835    1,954    2,057   22,995   20,054   26,887   24,066   11,013   13,834

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:        169)
     298     -231      998      121     -146    1,417      621   -1,248     -452

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.2      5.4     60.7     52.9     70.9     63.5     29.1     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       10        9       24       18       37       30
 
 
WHEAT - MINNEAPOLIS GRAIN EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       37,731
COMMITMENTS
   1,537    2,185    1,059   22,875   20,200   25,470   23,444   12,261   14,287

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,599)
     426     -717        7    1,627    1,565    2,059      855      540    1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      5.8      2.8     60.6     53.5     67.5     62.1     32.5     37.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        6        3       21       17       27       24
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      174,168
COMMITMENTS
  45,562    5,425   44,527   63,061  113,629  153,149  163,580   21,018   10,588

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -7,691)
  -5,500     -599   -1,441    1,587   -4,991   -5,354   -7,030   -2,337     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.2      3.1     25.6     36.2     65.2     87.9     93.9     12.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
     104       39       60       72       71      205      146
 
 
COTTON NO. 2 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:      181,859
COMMITMENTS
  51,062    6,023   45,968   61,474  118,619  158,504  170,610   23,356   11,249

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     17,418)
   5,414   -1,211    7,444    3,678   10,488   16,536   16,721      882      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.1      3.3     25.3     33.8     65.2     87.2     93.8     12.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      243)
     121       32       65       69       68      213      146
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       44,333
COMMITMENTS
  17,339    3,968    8,176   12,558   29,684   38,073   41,828    6,259    2,505

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,141)
   1,794     -559     -844      832    2,019    1,782      616     -641      525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.1      8.9     18.4     28.3     67.0     85.9     94.4     14.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      85       20       36       27       20      133       62
 
 
FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS)                         OPEN INTEREST:       43,192
COMMITMENTS
  15,545    4,527    9,021   11,725   27,665   36,291   41,213    6,901    1,979

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,879)
   2,345      849      -85     -554      924    1,706    1,687      172      191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0     10.5     20.9     27.1     64.1     84.0     95.4     16.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      76       27       38       22       21      123       64
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      165,279
COMMITMENTS
  49,528    5,722   19,531   81,480  132,290  150,538  157,543   14,741    7,736

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      1,776)
    -172     -181    2,949   -1,586   -1,854    1,191      914      585      862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.0      3.5     11.8     49.3     80.0     91.1     95.3      8.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      76       37       58       46       44      165      117
 
 
COCOA - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS)                        OPEN INTEREST:      163,503
COMMITMENTS
  49,699    5,903   16,582   83,066  134,145  149,347  156,630   14,156    6,874

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      8,437)
   1,142     -543    4,139    1,723    5,323    7,004    8,919    1,434     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4      3.6     10.1     50.8     82.0     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      180)
      77       28       49       46       42      157      106
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      479,258
COMMITMENTS
  98,080   17,504   84,459  213,921  325,840  396,461  427,803   82,797   51,455

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -6,436)
  -7,966    3,343     -480    7,071  -14,508   -1,375  -11,645   -5,061    5,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      3.7     17.6     44.6     68.0     82.7     89.3     17.3     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      56       27       41       60       52      134      102
 
 
SUGAR NO. 11 - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS)                        OPEN INTEREST:      485,694
COMMITMENTS
 106,046   14,161   84,940  206,851  340,347  397,836  439,448   87,857   46,246

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     10,999)
   7,947   -9,790     -322   -3,301   19,736    4,324    9,624    6,675    1,375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.9     17.5     42.6     70.1     81.9     90.5     18.1      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      144)
      63       20       43       56       50      133       99
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:      169,555
COMMITMENTS
  53,316   10,849   48,040   53,708  101,629  155,064  160,518   14,491    9,037

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -1,925)
  -2,238     -499      180    1,144     -649     -914     -968   -1,010     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4      6.4     28.3     31.7     59.9     91.5     94.7      8.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
     183       65      141      100      117      342      283
 
 
COFFEE C - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS)                         OPEN INTEREST:      171,480
COMMITMENTS
  55,555   11,348   47,860   52,564  102,278  155,978  161,486   15,502    9,994

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,792)
    -212       85     -423    2,505    1,951    1,870    1,613      -78      179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.4      6.6     27.9     30.7     59.6     91.0     94.2      9.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      388)
     175       71      128      102      117      327      274
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED 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:       21,020
COMMITMENTS
   5,147   12,138    2,696    9,886    2,712   17,729   17,546    3,291    3,473

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     -5,261)
  -1,896   -6,942      -18   -4,322    1,576   -6,236   -5,384      975      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.5     57.7     12.8     47.0     12.9     84.3     83.5     15.7     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       29       11        4        7       23       39
 
 
U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000)                          OPEN INTEREST:       26,281
COMMITMENTS
   7,043   19,080    2,714   14,208    1,136   23,965   22,930    2,316    3,351

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     -5,809)
    -997    2,590     -845   -3,274   -6,691   -5,116   -4,946     -693     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.8     72.6     10.3     54.1      4.3     91.2     87.3      8.8     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10       31        9        6        8       23       42
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      224,909
COMMITMENTS
  37,370   28,728   42,764  113,037  125,546  193,171  197,037   31,738   27,871

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     14,483)
   1,477     -597    4,653   10,139   11,081   16,268   15,137   -1,785     -654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     12.8     19.0     50.3     55.8     85.9     87.6     14.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      138)
      37       29       32       64       67      119      111
 
 
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      210,426
COMMITMENTS
  35,893   29,324   38,111  102,898  114,464  176,903  181,900   33,523   28,526

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     13,970)
     995     -203    3,414   10,296   10,879   14,705   14,090     -735     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.1     13.9     18.1     48.9     54.4     84.1     86.4     15.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      36       24       29       61       67      111      106
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      759,541
COMMITMENTS
  54,718   58,504  302,768  317,844  359,450  675,330  720,722   84,212   38,820

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     33,924)
   7,219      480   13,152   11,124   17,421   31,495   31,053    2,429    2,871

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.7     39.9     41.8     47.3     88.9     94.9     11.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      62       56       80       89       81      195      176
 
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S)                                     OPEN INTEREST:      725,617
COMMITMENTS
  47,499   58,024  289,616  306,719  342,029  643,834  689,669   81,783   35,948

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     35,014)
   5,473     -136   11,379   19,150   23,028   36,002   34,271     -988      743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      8.0     39.9     42.3     47.1     88.7     95.0     11.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      63       53       79       84       77      189      171
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       74,089
COMMITMENTS
   8,112    4,708        0   59,001   63,791   67,113   68,499    6,976    5,590

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,063)
     416        0        0    3,982    3,097    4,398    3,097     -335      966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      6.4      0.0     79.6     86.1     90.6     92.5      9.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       22       21       23
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       50,582
COMMITMENTS
       0    7,122    2,114   46,402   33,542   48,516   42,778    2,066    7,804

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.1      4.2     91.7     66.3     95.9     84.6      4.1     15.4

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
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       43,078
COMMITMENTS
   3,973        0    3,662   31,115   35,448   38,750   39,110    4,328    3,968

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      3,453)
     722        0     -660    2,903    4,326    2,965    3,666      488     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      8.5     72.2     82.3     90.0     90.8     10.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        3       19       16       22       19
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
     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
 
 
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:       65,368
COMMITMENTS
   4,078    2,035    2,008   51,952   51,774   58,038   55,817    7,330    9,551

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      2,246)
    -188      428      826      698      510    1,336    1,764      910      482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      3.1      3.1     79.5     79.2     88.8     85.4     11.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       20       19
 
 
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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 GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      945,838
COMMITMENTS
 256,378   60,320  155,772  517,087  719,707  929,237  935,799   16,601   10,039

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,215)
   2,291   -4,024   -1,073      912    6,226    2,130    1,129     -915       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      6.4     16.5     54.7     76.1     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      21        7       28       75       72      106      102
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S)                                      OPEN INTEREST:      119,062
COMMITMENTS
  23,707   39,201   29,289   61,382   47,781  114,378  116,271    4,684    2,791

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      5,237)
     294   -2,644    1,151    2,041    5,401    3,486    3,908    1,751    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     32.9     24.6     51.6     40.1     96.1     97.7      3.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      12        6       13       21       22       37       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:       47,571
COMMITMENTS
   5,487    3,479   12,126   29,673   31,687   47,285   47,291      286      280

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:      2,770)
   1,564      404      338    1,119    2,255    3,021    2,997     -251     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      7.3     25.5     62.4     66.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        6        8       26       27       35       37
 
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY)                     OPEN INTEREST:       44,801
COMMITMENTS
   3,923    3,075   11,788   28,553   29,432   44,265   44,295      537      507

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      1,554)
   1,266      321     -131      288    1,212    1,423    1,402      131      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      6.9     26.3     63.7     65.7     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        6        8       28       26       37       36
 
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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 A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS)                    OPEN INTEREST:       18,078
COMMITMENTS
   3,328    1,148    1,244   13,268   15,448   17,840   17,840      238      238

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        214)
     132      -48      130      -48      132      214      214        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.4      6.4      6.9     73.4     85.5     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       17       16       22       20
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:    1,290,006
COMMITMENTS
 172,350   63,726  322,852  725,539  814,262  1220742  1200840   69,264   89,166

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:    -27,322)
    -242   -1,161  -17,928   -4,323   -6,008  -22,493  -25,097   -4,829   -2,225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      4.9     25.0     56.2     63.1     94.6     93.1      5.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      90       92      118       80       87      233      244
 
 
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS)                         OPEN INTEREST:    1,317,329
COMMITMENTS
 172,592   64,887  340,780  729,863  820,270  1243235  1225937   74,093   91,391

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:     48,949)
  12,064   11,688   25,299   20,697    9,921   58,060   46,908   -9,110    2,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.9     25.9     55.4     62.3     94.4     93.1      5.6      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      82       96      122       85       90      243      243
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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 TRADER
    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
 
 
PALLADIUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES)                       OPEN INTEREST:       12,942
COMMITMENTS
   8,540    1,379      183    1,088   10,830    9,811   12,392    3,131      550

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:       -206)
     396     -282       41     -603      296     -166       55      -40     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    66.0     10.7      1.4      8.4     83.7     75.8     95.8     24.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      119)
      73       10        7       12       24       90       39
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:        8,715
COMMITMENTS
   4,892      503       86    1,383    7,174    6,361    7,763    2,354      952

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 TRADER
    56.1      5.8      1.0     15.9     82.3     73.0     89.1     27.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      22        3        2        5       17       28       21
 
 
PLATINUM - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES)                        OPEN INTEREST:        8,041
COMMITMENTS
   4,324      553        6    1,569    6,286    5,899    6,845    2,142    1,196

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:        185)
     407       79      -55      -50      158      302      182     -117        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    53.8      6.9      0.1     19.5     78.2     73.4     85.1     26.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      20        4        1        7       15       28       19
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED 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:      227,128
COMMITMENTS
  47,186    6,518   46,803  108,939  159,312  202,928  212,633   24,201   14,495

CHANGES FROM 03/15/05 (CHANGE IN OPEN INTEREST:     15,378)
   5,587    1,473    4,689    5,430   12,088   15,705   18,250     -327   -2,872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.8      2.9     20.6     48.0     70.1     89.3     93.6     10.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      59       27       46       75       81      151      141
 
 
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/05          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS)                   OPEN INTEREST:      211,750
COMMITMENTS
  41,599    5,045   42,114  103,509  147,224  187,222  194,383   24,528   17,367

CHANGES FROM 03/08/05 (CHANGE IN OPEN INTEREST:      4,879)
  -1,462      353    3,191    4,960    4,192    6,689    7,736   -1,809   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6      2.4     19.9     48.9     69.5     88.4     91.8     11.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      56       23       45       74       82      149      134
 

Updated April 1, 2005