WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   222,294:    32,409     73,898     24,551    125,142     86,648    182,102    185,097:    40,192     37,197
Old  :   180,539:    40,207     72,889      9,300     97,639     67,280    147,146    149,469:    33,393     31,070
Other:    41,755:     3,834     12,641      3,619     27,503     19,368     34,956     35,628:     6,799      6,127
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    14,665:       437      1,281      3,495      5,420      1,918      9,352      6,694:     5,313      7,971
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       33.2       11.0       56.3       39.0       81.9       83.3:      18.1       16.7
Old  :     100.0:      22.3       40.4        5.2       54.1       37.3       81.5       82.8:      18.5       17.2
Other:     100.0:       9.2       30.3        8.7       65.9       46.4       83.7       85.3:      16.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       220:        70         82         51         47         48        139        164:
Old  :       216:        75         79         30         37         46        122        146:
Other:       100:        30         26         21         26         36         66         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       24.9       46.0       32.1       31.9       24.2       45.2       30.7
Old  :                 35.3       24.9       47.7       32.7       35.3       24.9       47.3       32.7
Other:                 56.4       37.3       63.4       48.2       54.0       32.6       57.7       43.3
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   207,629:    31,972     72,617     21,056    119,722     84,730    172,750    178,403:    34,879     29,226
Old  :   169,918:    39,863     70,717      7,401     94,601     69,131    141,865    147,249:    28,053     22,669
Other:    37,711:     3,709     13,500      2,055     25,121     15,599     30,885     31,154:     6,826      6,557
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,335:    -4,796     -4,556      2,094      3,675      4,371        973      1,909:     2,362      1,426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       35.0       10.1       57.7       40.8       83.2       85.9:      16.8       14.1
Old  :     100.0:      23.5       41.6        4.4       55.7       40.7       83.5       86.7:      16.5       13.3
Other:     100.0:       9.8       35.8        5.4       66.6       41.4       81.9       82.6:      18.1       17.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       232:        73         86         50         48         50        145        170:
Old  :       227:        80         82         29         37         47        126        151:
Other:        99:        23         34         20         26         33         64         74:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       27.1       46.8       34.2       32.6       26.2       46.4       33.3
Old  :                 36.4       28.1       48.9       36.4       36.4       28.1       48.9       36.4
Other:                 57.6       32.7       64.2       43.0       56.4       29.0       59.8       39.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   649,713:    72,550    186,587     33,355    404,328    244,356    510,233    464,298:   139,480    185,415
Old  :   563,152:    70,292    179,060     26,877    338,624    208,164    435,793    414,101:   127,359    149,051
Other:    86,561:     7,857     13,126        879     65,704     36,192     74,440     50,197:    12,121     36,364
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,779:    -1,039        511     -8,028      2,258       -232     -6,809     -7,749:    11,588     12,528
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       28.7        5.1       62.2       37.6       78.5       71.5:      21.5       28.5
Old  :     100.0:      12.5       31.8        4.8       60.1       37.0       77.4       73.5:      22.6       26.5
Other:     100.0:       9.1       15.2        1.0       75.9       41.8       86.0       58.0:      14.0       42.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       467:       102        139         79        169        150        315        335:
Old  :       456:       108        129         70        163        134        304        307:
Other:       230:        32         50         11         59        120         98        174:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.0       13.0       29.2       17.9       17.9       11.2       28.9       15.7
Old  :                 18.3       14.2       29.6       19.7       18.3       12.3       29.3       17.4
Other:                 49.7        9.9       58.3       17.5       49.7        9.5       58.3       17.1
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   644,934:    73,589    186,076     41,383    402,070    244,588    517,042    472,047:   127,892    172,887
Old  :   561,920:    71,318    179,643     34,059    339,982    209,312    445,359    423,014:   116,561    138,906
Other:    83,014:     8,910     13,072        685     62,088     35,276     71,683     49,033:    11,331     33,981
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    13,377:    -6,616     -8,133     10,768    -18,168    -21,200    -14,016    -18,565:    27,393     31,942
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       28.9        6.4       62.3       37.9       80.2       73.2:      19.8       26.8
Old  :     100.0:      12.7       32.0        6.1       60.5       37.2       79.3       75.3:      20.7       24.7
Other:     100.0:      10.7       15.7        0.8       74.8       42.5       86.4       59.1:      13.6       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       470:       111        137         79        164        148        321        328:
Old  :       460:       117        130         67        157        131        308        299:
Other:       227:        33         48         10         57        118         96        170:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       13.4       29.2       18.9       17.9       12.1       28.6       16.8
Old  :                 18.6       14.4       29.6       20.2       18.6       13.2       29.3       18.2
Other:                 48.5       11.2       57.3       19.4       48.5       10.9       57.3       19.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,935:     3,657        499        155      1,158      5,836      4,970      6,490:     3,965      2,445
Old  :     8,359:     3,606        561         80      1,063      5,615      4,749      6,256:     3,610      2,103
Other:       576:       121          8          5         95        221        221        234:       355        342
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       413:       423        111         80        -96        141        407        332:         6         81
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        5.6        1.7       13.0       65.3       55.6       72.6:      44.4       27.4
Old  :     100.0:      43.1        6.7        1.0       12.7       67.2       56.8       74.8:      43.2       25.2
Other:     100.0:      21.0        1.4        0.9       16.5       38.4       38.4       40.6:      61.6       59.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        19          5          4          8         15         28         23:
Old  :        39:        17          7          4          8         15         28         23:
Other:        12:         4          2          1          2          5          6          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       37.6       41.3       51.7       27.7       33.0       36.0       43.8
Old  :                 31.2       39.0       43.0       53.7       29.6       34.0       38.3       45.7
Other:                 37.0       34.7       38.4       40.6       36.1       34.5       37.2       39.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,522:     3,234        388         75      1,254      5,695      4,563      6,158:     3,959      2,364
Old  :     8,018:     3,189        403         52      1,159      5,504      4,400      5,959:     3,618      2,059
Other:       504:        68          8          0         95        191        163        199:       341        305
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       560:       563        160        -32        149        537        680        665:      -120       -105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        4.6        0.9       14.7       66.8       53.5       72.3:      46.5       27.7
Old  :     100.0:      39.8        5.0        0.6       14.5       68.6       54.9       74.3:      45.1       25.7
Other:     100.0:      13.5        1.6        0.0       18.8       37.9       32.3       39.5:      67.7       60.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:        17          4          3          9         15         27         21:
Old  :        36:        17          4          3          9         15         27         21:
Other:        11:         3          2          0          2          5          5          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.7       40.1       39.7       54.9       25.0       36.7       32.6       47.3
Old  :                 29.3       41.5       41.0       56.9       26.5       37.9       34.5       49.4
Other:                 31.9       34.7       32.3       39.5       31.9       34.3       31.9       39.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   269,530:    31,256    107,015     22,219    161,571     76,931    215,046    206,165:    54,484     63,365
Old  :   246,338:    29,771    111,107     14,582    153,945     64,520    198,298    190,209:    48,040     56,129
Other:    23,192:     8,948      3,371        174      7,626     12,411     16,748     15,956:     6,444      7,236
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,428:     4,035      7,080      2,220      9,712      5,319     15,967     14,619:       461      1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       39.7        8.2       59.9       28.5       79.8       76.5:      20.2       23.5
Old  :     100.0:      12.1       45.1        5.9       62.5       26.2       80.5       77.2:      19.5       22.8
Other:     100.0:      38.6       14.5        0.8       32.9       53.5       72.2       68.8:      27.8       31.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        70        127         84         75         77        206        239:
Old  :       304:        71        132         69         73         69        188        228:
Other:       115:        42         24          4         22         39         67         64:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       16.7       39.9       22.9       28.4       14.3       38.1       19.9
Old  :                 30.4       17.2       42.3       23.4       30.2       16.2       41.8       22.4
Other:                 31.3       43.0       42.8       49.9       31.2       41.4       42.7       47.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :   253,102:    27,221     99,935     19,999    151,859     71,612    199,079    191,546:    54,023     61,556
Old  :   232,341:    26,643    103,679     12,975    144,377     60,248    183,995    176,902:    48,346     55,439
Other:    20,761:     7,444      3,122        158      7,482     11,364     15,084     14,644:     5,677      6,117
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     5,400:      -234     -1,834      3,571     -6,488     -6,163     -3,151     -4,426:     8,551      9,826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       39.5        7.9       60.0       28.3       78.7       75.7:      21.3       24.3
Old  :     100.0:      11.5       44.6        5.6       62.1       25.9       79.2       76.1:      20.8       23.9
Other:     100.0:      35.9       15.0        0.8       36.0       54.7       72.7       70.5:      27.3       29.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        69        109         71         77         87        195        231:
Old  :       293:        68        114         55         75         77        177        217:
Other:       118:        37         24          5         22         45         63         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       16.7       39.1       23.3       28.1       15.3       38.4       21.0
Old  :                 29.8       17.6       41.3       24.0       29.7       17.2       40.8       23.5
Other:                 33.9       43.0       46.2       49.7       33.8       41.8       46.1       48.1
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   176,861:    22,457     57,439     19,638    111,251     73,921    153,346    150,998:    23,515     25,863
Old  :   155,783:    20,532     58,791     11,698    103,787     61,564    136,017    132,053:    19,766     23,730
Other:    21,078:     6,514      3,237      3,351      7,464     12,357     17,329     18,945:     3,749      2,133
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    13,564:        54      6,598        652     11,371      3,355     12,077     10,605:     1,487      2,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       32.5       11.1       62.9       41.8       86.7       85.4:      13.3       14.6
Old  :     100.0:      13.2       37.7        7.5       66.6       39.5       87.3       84.8:      12.7       15.2
Other:     100.0:      30.9       15.4       15.9       35.4       58.6       82.2       89.9:      17.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        27         53         32         54         43        104        120:
Old  :       158:        33         56         26         53         42        101        115:
Other:        46:        13         10         10         20         11         38         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       25.1       36.6       33.7       18.5       16.7       28.5       24.0
Old  :                 24.8       25.2       39.0       33.5       23.4       20.1       35.7       28.4
Other:                 34.6       53.8       53.6       70.4       28.5       48.0       42.4       55.4
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 60,000 POUNDS)                              :
     :          :                                                                            :
All  :   163,297:    22,403     50,841     18,986     99,880     70,566    141,269    140,393:    22,028     22,904
Old  :   145,112:    22,057     51,841     11,648     92,668     60,461    126,373    123,950:    18,739     21,162
Other:    18,185:     4,238      2,892      3,446      7,212     10,105     14,896     16,443:     3,289      1,742
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,840:     1,391     -2,155      1,033     -3,221       -554       -797     -1,676:    -1,043       -164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       31.1       11.6       61.2       43.2       86.5       86.0:      13.5       14.0
Old  :     100.0:      15.2       35.7        8.0       63.9       41.7       87.1       85.4:      12.9       14.6
Other:     100.0:      23.3       15.9       18.9       39.7       55.6       81.9       90.4:      18.1        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        33         46         28         53         41        103        111:
Old  :       156:        40         50         25         52         40        102        107:
Other:        44:        12         10         10         20         10         37         25:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       27.3       35.9       35.8       19.6       20.9       29.4       27.9
Old  :                 24.0       28.2       37.7       36.0       23.2       25.1       36.1       32.9
Other:                 33.5       54.5       50.9       71.4       25.0       46.7       38.5       55.2
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Old  :   754,773:   151,403    168,968     21,164    418,351    397,153    590,918    587,285:   163,855    167,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    35,422:   -35,803     12,055     10,121     45,548     20,273     19,866     42,449:    15,556     -7,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
Old  :     100.0:      20.1       22.4        2.8       55.4       52.6       78.3       77.8:      21.7       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       179:        38         41         20         54         75        107        125:
Old  :       179:        38         41         20         54         75        107        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
Old  :                 24.1       14.8       33.7       26.5       16.8       13.8       23.9       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Old  :   719,351:   187,206    156,913     11,043    372,803    376,880    571,052    544,836:   148,299    174,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    39,829:    -2,328     35,175      3,660      5,646    -48,763      6,978     -9,928:    32,851     49,757
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
Old  :     100.0:      26.0       21.8        1.5       51.8       52.4       79.4       75.7:      20.6       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       166:        40         33         17         53         75        102        117:
Old  :       166:        40         33         17         53         75        102        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
Old  :                 23.5       16.2       34.0       27.1       17.6       15.8       25.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   164,356:    10,304     43,835     28,008     97,604     64,087    135,916    135,930:    28,440     28,426
Old  :   146,586:    14,055     42,174     18,895     87,787     58,375    120,737    119,444:    25,849     27,142
Other:    17,770:     2,177      7,589      3,185      9,817      5,712     15,179     16,486:     2,591      1,284
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,819:     1,153      2,275      1,043      5,748      2,338      7,944      5,656:      -125      2,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       26.7       17.0       59.4       39.0       82.7       82.7:      17.3       17.3
Old  :     100.0:       9.6       28.8       12.9       59.9       39.8       82.4       81.5:      17.6       18.5
Other:     100.0:      12.3       42.7       17.9       55.2       32.1       85.4       92.8:      14.6        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       160:        19         57         50         50         48        111        133:
Old  :       159:        28         54         45         48         47        107        129:
Other:        61:        14         16          9         28         13         50         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       17.3       39.2       25.7       21.5        8.8       29.0       14.5
Old  :                 25.4       17.8       38.7       25.5       22.5       10.7       31.6       17.7
Other:                 39.1       53.7       54.1       70.7       35.9       46.2       45.3       56.5
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (CONTRACTS OF 100 TONS)                                 :
     :          :                                                                            :
All  :   156,537:     9,151     41,560     26,965     91,856     61,749    127,972    130,274:    28,565     26,263
Old  :   139,820:    12,437     40,055     18,565     82,257     56,305    113,259    114,925:    26,561     24,895
Other:    16,717:     1,986      6,777      3,128      9,599      5,444     14,713     15,349:     2,004      1,368
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,456:     1,902      1,559        164     -7,147     -6,876     -5,081     -5,153:     1,625      1,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       26.5       17.2       58.7       39.4       81.8       83.2:      18.2       16.8
Old  :     100.0:       8.9       28.6       13.3       58.8       40.3       81.0       82.2:      19.0       17.8
Other:     100.0:      11.9       40.5       18.7       57.4       32.6       88.0       91.8:      12.0        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        17         58         52         52         48        114        135:
Old  :       163:        28         54         46         50         46        108        131:
Other:        63:        15         16         13         27         12         52         33:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.9       19.9       37.8       27.8       22.4        9.3       29.5       15.8
Old  :                 25.8       19.3       37.2       27.3       23.2       11.3       31.2       18.0
Other:                 40.7       51.8       57.2       69.1       37.4       43.6       47.1       55.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     5,233:     1,798      2,005        411      1,651      1,029      3,860      3,445:     1,373      1,788
Old  :     5,224:     1,798      2,012        403      1,651      1,026      3,852      3,441:     1,372      1,783
Other:         9:         7          0          1          0          3          8          4:         1          5
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,002:       192        487        348        551       -186      1,091        649:       -89        353
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.4       38.3        7.9       31.5       19.7       73.8       65.8:      26.2       34.2
Old  :     100.0:      34.4       38.5        7.7       31.6       19.6       73.7       65.9:      26.3       34.1
Other:     100.0:      77.8        0.0       11.1        0.0       33.3       88.9       44.4:      11.1       55.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13         13          6         11          7         28         22:
Old  :        38:        13         13          6         11          7         28         22:
Other:         4:         2          0          1          0          1          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       30.6       47.6       45.6       28.0       29.8       39.3       40.1
Old  :                 34.0       30.6       47.7       45.6       28.0       29.8       39.3       40.1
Other:                 88.9       44.4       88.9       44.4       77.8       33.3       77.8       33.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :     4,231:     1,606      1,518         63      1,100      1,215      2,769      2,796:     1,462      1,435
Old  :     4,225:     1,606      1,522         57      1,100      1,212      2,763      2,791:     1,462      1,434
Other:         6:         4          0          2          0          3          6          5:         0          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        88:       -25        -35        -26         -5         53        -56         -8:       144         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       35.9        1.5       26.0       28.7       65.4       66.1:      34.6       33.9
Old  :     100.0:      38.0       36.0        1.3       26.0       28.7       65.4       66.1:      34.6       33.9
Other:     100.0:      66.7        0.0       33.3        0.0       50.0      100.0       83.3:       0.0       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        12          9          3          8          8         23         17:
Old  :        32:        12          9          2          8          8         22         17:
Other:         4:         1          0          2          0          1          3          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       41.1       46.4       53.3       31.6       40.4       42.6       51.3
Old  :                 35.4       41.1       46.5       53.3       31.6       40.4       42.7       51.4
Other:                100.0       83.3      100.0       83.3       66.7       50.0       66.7       50.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Old  :   308,462:    87,641     80,483          0    167,129    131,755    254,770    212,238:    53,692     96,224
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -3,504:     7,633        449       -700    -14,920     -5,048     -7,987     -5,299:     4,483      1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
Old  :     100.0:      28.4       26.1        0.0       54.2       42.7       82.6       68.8:      17.4       31.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        13         35          0         41         42         54         77:
Old  :       112:        13         35          0         41         42         54         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       17.1       43.7       25.0       31.3       17.0       43.4       24.1
Old  :                 31.3       17.1       43.7       25.0       31.3       17.0       43.4       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $200,000 FACE VALUE)                           :
     :          :                                                                            :
All  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Old  :   311,966:    80,008     80,034        700    182,049    136,803    262,757    217,537:    49,209     94,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    16,363:       376     -8,680       -374     -3,790    -11,531     -3,788    -20,585:    20,151     36,948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
Old  :     100.0:      25.6       25.7        0.2       58.4       43.9       84.2       69.7:      15.8       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        14         32          1         37         43         52         75:
Old  :       108:        14         32          1         37         43         52         75:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
Old  :                 32.2       16.6       45.9       24.7       31.8       16.6       44.8       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Old  : 1,749,409:   261,427    316,883     50,765  1,122,142    830,638  1,434,334  1,198,286:   315,075    551,123
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   105,948:   -15,202    -13,332     16,328     53,863     40,222     54,989     43,218:    50,959     62,730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
Old  :     100.0:      14.9       18.1        2.9       64.1       47.5       82.0       68.5:      18.0       31.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        43         64         38         72        123        137        203:
Old  :       254:        43         64         38         72        123        137        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       11.1       46.9       19.4       33.7        9.8       41.8       15.1
Old  :                 37.0       11.1       46.9       19.4       33.7        9.8       41.8       15.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Old  : 1,643,461:   276,629    330,215     34,437  1,068,279    790,416  1,379,345  1,155,068:   264,116    488,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -24,687:  -138,339    -51,207      5,545     15,078   -140,353   -117,716   -186,015:    93,029    161,328
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
Old  :     100.0:      16.8       20.1        2.1       65.0       48.1       83.9       70.3:      16.1       29.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       254:        45         64         33         77        124        141        202:
Old  :       254:        45         64         33         77        124        141        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
Old  :                 39.5       12.4       49.1       21.3       36.6       11.1       44.8       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Old  : 1,220,394:   254,711    190,320     13,968    810,650    712,524  1,079,329    916,812:   141,065    303,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    61,004:   -27,729     15,793      2,010     71,235     25,684     45,516     43,487:    15,488     17,517
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       24.9
Old  :     100.0:      20.9       15.6        1.1       66.4       58.4       88.4       75.1:      11.6       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        32         49         20         61         91        104        149:
Old  :       193:        32         49         20         61         91        104        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
Old  :                 26.9       18.2       45.5       27.7       22.7       16.5       39.9       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Old  : 1,159,390:   282,440    174,527     11,958    739,415    686,840  1,033,813    873,325:   125,577    286,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,589:   -45,664    -47,450       -263    -17,357    -82,049    -63,284   -129,762:    54,695    121,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
Old  :     100.0:      24.4       15.1        1.0       63.8       59.2       89.2       75.3:      10.8       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        37         41         20         62         88        109        139:
Old  :       187:        37         41         20         62         88        109        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
Old  :                 27.6       19.9       44.7       30.3       23.7       18.8       39.2       27.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Old  :   490,328:   186,415     48,525     47,890    188,962    349,417    423,267    445,832:    67,061     44,496
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    48,227:    27,559     -7,304     -1,984    -14,887     37,102     10,688     27,814:    37,539     20,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        9.1
Old  :     100.0:      38.0        9.9        9.8       38.5       71.3       86.3       90.9:      13.7        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        37         14         20         49         50         92         78:
Old  :       114:        37         14         20         49         50         92         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
Old  :                 36.3       38.7       48.6       50.2       28.0       38.3       39.4       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (INTEREST ON $5,000,000 FED FUNDS)                           :
     :          :                                                                            :
All  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Old  :   442,101:   158,856     55,829     49,874    203,849    312,315    412,579    418,018:    29,522     24,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    70,745:    30,179     13,759       -907     30,104     48,514     59,376     61,366:    11,369      9,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
Old  :     100.0:      35.9       12.6       11.3       46.1       70.6       93.3       94.6:       6.7        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       112:        36         14         21         48         48         90         78:
Old  :       112:        36         14         21         48         48         90         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       37.7       49.9       52.1       27.2       36.9       39.8       48.8
Old  :                 35.4       37.7       49.9       52.1       27.2       36.9       39.8       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Old  :    47,494:    12,528      8,634          0     21,698     31,362     34,226     39,996:    13,268      7,498
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -675:      -951     -1,271        -10       -915         61     -1,876     -1,220:     1,201        545
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       15.8
Old  :     100.0:      26.4       18.2        0.0       45.7       66.0       72.1       84.2:      27.9       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        24         10          0         21         10         45         20:
Old  :        62:        24         10          0         21         10         45         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
Old  :                 29.4       65.5       41.5       76.2       29.4       65.0       41.5       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($10 X DJIA INDEX)                                   :
     :          :                                                                            :
All  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Old  :    48,169:    13,479      9,905         10     22,613     31,301     36,102     41,216:    12,067      6,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,587:    -1,412      1,216        -59     -2,758       -935     -4,229        222:     5,816      1,365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       14.4
Old  :     100.0:      28.0       20.6        0.0       46.9       65.0       74.9       85.6:      25.1       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        25         15          1         20         11         46         26:
Old  :        68:        25         15          1         20         11         46         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       74.3
Old  :                 31.5       64.7       45.3       74.9       31.5       64.2       45.3       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Old  :    77,997:    10,773     24,497        358     46,738     25,846     57,869     50,701:    20,128     27,296
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,803:     1,203       -955         80        510        649      1,793       -226:     9,010     11,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
Old  :     100.0:      13.8       31.4        0.5       59.9       33.1       74.2       65.0:      25.8       35.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        64:        17         21          3         20         10         38         33:
Old  :        64:        17         21          3         20         10         38         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Old  :                 37.1       42.4       54.5       49.9       37.1       42.4       54.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Old  :    67,194:     9,570     25,452        278     46,228     25,197     56,076     50,927:    11,118     16,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     8,052:    -3,864      4,315         97      8,411     -3,792      4,644        620:     3,408      7,432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
Old  :     100.0:      14.2       37.9        0.4       68.8       37.5       83.5       75.8:      16.5       24.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:        19         21          3         21         11         40         35:
Old  :        68:        19         21          3         21         11         40         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
Old  :                 47.4       50.3       63.2       57.6       47.3       50.3       63.1       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Old  :    40,945:     8,106     10,265      1,014     31,506     28,219     40,626     39,498:       319      1,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,820:       256         26          0      1,529      1,739      1,785      1,765:        35         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Old  :     100.0:      19.8       25.1        2.5       76.9       68.9       99.2       96.5:       0.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         5         20          3         18         17         26         37:
Old  :        55:         5         20          3         18         17         26         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Old  :                 47.7       45.4       73.2       68.1       47.7       45.0       73.1       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Old  :    39,125:     7,850     10,239      1,014     29,977     26,480     38,841     37,733:       284      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -772:     5,958        -98          0     -6,803       -759       -845       -857:        73         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Old  :     100.0:      20.1       26.2        2.6       76.6       67.7       99.3       96.4:       0.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         6         21          3         17         15         26         36:
Old  :        55:         6         21          3         17         15         26         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
Old  :                 52.3       47.8       76.6       72.4       52.3       47.4       76.5       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Old  :    14,134:     5,689      1,665          0      8,360     12,254     14,049     13,919:        85        215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       -80:       -29         78          0       -120         87       -149        165:        69       -245
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Old  :     100.0:      40.3       11.8        0.0       59.1       86.7       99.4       98.5:       0.6        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          6         11          8         17:
Old  :        24:         2          6          0          6         11          8         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Old  :                 87.9       74.8       99.4       87.1       87.9       72.1       96.7       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Old  :    14,214:     5,718      1,587          0      8,480     12,167     14,198     13,754:        16        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       751:     5,718       -160          0     -4,971        915        747        755:         4         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Old  :     100.0:      40.2       11.2        0.0       59.7       85.6       99.9       96.8:       0.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          6          0          7         10          9         16:
Old  :        24:         2          6          0          7         10          9         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Old  :                 84.4       75.5       99.5       87.0       84.4       72.8       97.2       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,596:     3,634      2,946        967     16,505     15,776     21,106     19,689:     5,490      6,907
Old  :    26,596:     3,634      2,946        967     16,505     15,776     21,106     19,689:     5,490      6,907
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       516:       819        -44       -167       -790        383       -138        172:       654        344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       11.1        3.6       62.1       59.3       79.4       74.0:      20.6       26.0
Old  :     100.0:      13.7       11.1        3.6       62.1       59.3       79.4       74.0:      20.6       26.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13          7         10         21         19         38         32:
Old  :        49:        13          7         10         21         19         38         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       36.2       61.5       54.1       49.3       35.9       59.2       52.1
Old  :                 50.6       36.2       61.5       54.1       49.3       35.9       59.2       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 200,000 POUNDS)                              :
     :          :                                                                            :
All  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Old  :    26,080:     2,815      2,990      1,134     17,295     15,393     21,244     19,517:     4,836      6,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,467:      -110        219         35       -579     -1,275       -654     -1,021:     2,121      2,488
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
Old  :     100.0:      10.8       11.5        4.3       66.3       59.0       81.5       74.8:      18.5       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        14          6         10         25         21         43         33:
Old  :        53:        14          6         10         25         21         43         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
Old  :                 49.7       35.7       60.5       53.1       49.7       35.4       57.2       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   102,802:    24,901      7,442     19,490     38,724     42,593     83,115     69,525:    19,687     33,277
Old  :   101,659:    25,126      7,454     19,253     38,212     42,408     82,591     69,115:    19,068     32,544
Other:     1,143:        12        225          0        512        185        524        410:       619        733
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,469:    -1,228      1,581      2,592      1,448       -827      2,812      3,346:      -343       -877
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        7.2       19.0       37.7       41.4       80.8       67.6:      19.2       32.4
Old  :     100.0:      24.7        7.3       18.9       37.6       41.7       81.2       68.0:      18.8       32.0
Other:     100.0:       1.0       19.7        0.0       44.8       16.2       45.8       35.9:      54.2       64.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        52         33         52         26         39        120        101:
Old  :       152:        52         33         52         25         39        119        101:
Other:        11:         2          1          0          4          5          6          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       21.5       34.8       31.4       24.0       20.7       33.7       28.8
Old  :                 24.3       21.7       35.2       31.8       24.2       21.3       34.0       29.4
Other:                 44.8       35.1       45.8       35.9       42.7       33.5       43.7       33.8
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   100,333:    26,129      5,861     16,898     37,276     43,420     80,303     66,179:    20,030     34,154
Old  :    99,361:    26,328      5,868     16,692     36,834     43,256     79,854     65,816:    19,507     33,545
Other:       972:         7        199          0        442        164        449        363:       523        609
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,582:    -4,899       -106      1,249        928     -4,111     -2,722     -2,968:      -860       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0        5.8       16.8       37.2       43.3       80.0       66.0:      20.0       34.0
Old  :     100.0:      26.5        5.9       16.8       37.1       43.5       80.4       66.2:      19.6       33.8
Other:     100.0:       0.7       20.5        0.0       45.5       16.9       46.2       37.3:      53.8       62.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        54         26         41         24         33        113         84:
Old  :       144:        54         26         40         23         33        112         83:
Other:         9:         1          1          0          4          4          5          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       23.4       34.9       33.6       24.0       22.8       33.7       31.0
Old  :                 24.2       23.6       35.2       33.9       24.2       23.3       34.0       31.6
Other:                 45.5       36.9       46.2       37.3       43.6       35.5       44.3       35.5
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,321:       497        452        257        789        523      1,543      1,232:       778      1,089
Old  :     2,321:       497        452        257        789        523      1,543      1,232:       778      1,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       318:        58        -89        164        -55         85        167        160:       151        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       19.5       11.1       34.0       22.5       66.5       53.1:      33.5       46.9
Old  :     100.0:      21.4       19.5       11.1       34.0       22.5       66.5       53.1:      33.5       46.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         6         10          3          7          4         15         16:
Old  :        25:         6         10          3          7          4         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.2       28.7       57.0       43.5       39.8       24.6       48.0       33.0
Old  :                 40.2       28.7       57.0       43.5       39.8       24.6       48.0       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Old  :     2,003:       439        541         93        844        438      1,376      1,072:       627        931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       -19:        64         78          3        -77         35        -10        116:        -9       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
Old  :     100.0:      21.9       27.0        4.6       42.1       21.9       68.7       53.5:      31.3       46.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         5         13          4          7          3         16         16:
Old  :        26:         5         13          4          7          3         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
Old  :                 48.3       30.5       59.0       44.2       48.3       26.5       58.0       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   149,527:    41,616     16,137     19,647     67,551     75,300    128,814    111,084:    20,713     38,443
Old  :   149,527:    41,616     16,137     19,647     67,551     75,300    128,814    111,084:    20,713     38,443
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,114:     1,247       -115     -2,574      3,324      4,623      1,997      1,934:     2,117      2,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       10.8       13.1       45.2       50.4       86.1       74.3:      13.9       25.7
Old  :     100.0:      27.8       10.8       13.1       45.2       50.4       86.1       74.3:      13.9       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        54         32         48         63        103        145        169:
Old  :       216:        54         32         48         63        103        145        169:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       12.2       38.1       21.0       20.1       10.4       33.3       17.6
Old  :                 22.5       12.2       38.1       21.0       20.1       10.4       33.3       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Old  :   145,413:    40,369     16,252     22,221     64,227     70,677    126,817    109,150:    18,596     36,263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,507:    -3,310         18      1,632      2,774          5      1,096      1,655:       411       -148
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       24.9
Old  :     100.0:      27.8       11.2       15.3       44.2       48.6       87.2       75.1:      12.8       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        52         34         38         59        101        130        161:
Old  :       205:        52         34         38         59        101        130        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
Old  :                 23.7       11.8       40.6       21.8       20.5       10.4       34.0       17.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,352:     1,697        368        107        549      2,698      2,353      3,173:     1,999      1,179
Old  :     4,352:     1,697        368        107        549      2,698      2,353      3,173:     1,999      1,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       448:       184         56         49         47        279        280        384:       168         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        8.5        2.5       12.6       62.0       54.1       72.9:      45.9       27.1
Old  :     100.0:      39.0        8.5        2.5       12.6       62.0       54.1       72.9:      45.9       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        22          6          6         12         19         37         29:
Old  :        53:        22          6          6         12         19         37         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       45.0       27.7       53.3       18.4       45.0       26.6       52.6
Old  :                 19.2       45.0       27.7       53.3       18.4       45.0       26.6       52.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Old  :     3,904:     1,513        312         58        502      2,419      2,073      2,789:     1,831      1,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       383:       251       -346          3         21        522        275        179:       108        204
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
Old  :     100.0:      38.8        8.0        1.5       12.9       62.0       53.1       71.4:      46.9       28.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        20          5          5         12         21         34         29:
Old  :        49:        20          5          5         12         21         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
Old  :                 20.3       42.4       29.8       51.7       19.4       42.4       28.5       51.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,302:     6,358      2,950      2,128      6,996      3,897     15,482      8,975:     3,820     10,327
Old  :    19,302:     6,358      2,950      2,128      6,996      3,897     15,482      8,975:     3,820     10,327
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -647:      -105       -273         27       -499        269       -577         23:       -70       -670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.3       11.0       36.2       20.2       80.2       46.5:      19.8       53.5
Old  :     100.0:      32.9       15.3       11.0       36.2       20.2       80.2       46.5:      19.8       53.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        31         14         18         27         34         66         60:
Old  :        97:        31         14         18         27         34         66         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       13.4       39.8       20.2       22.6       10.8       35.0       16.0
Old  :                 27.0       13.4       39.8       20.2       22.6       10.8       35.0       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                        
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Old  :    19,949:     6,463      3,223      2,101      7,495      3,628     16,059      8,952:     3,890     10,997
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,072:       484        431        116        582         35      1,182        582:      -110        490
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
Old  :     100.0:      32.4       16.2       10.5       37.6       18.2       80.5       44.9:      19.5       55.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        29         16         18         33         39         72         67:
Old  :       105:        29         16         18         33         39         72         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
Old  :                 24.7       13.8       37.5       19.4       21.1       11.5       33.1       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    77,006:    12,127     10,858        396     37,013     50,419     49,536     61,673:    27,470     15,333
Old  :    77,006:    12,127     10,858        396     37,013     50,419     49,536     61,673:    27,470     15,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,844:    -5,225     -3,841        -57      3,928      3,195     -1,354       -703:      -490     -1,141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       14.1        0.5       48.1       65.5       64.3       80.1:      35.7       19.9
Old  :     100.0:      15.7       14.1        0.5       48.1       65.5       64.3       80.1:      35.7       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        18          8          2         22         18         40         28:
Old  :        58:        18          8          2         22         18         40         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       43.7       36.9       59.1       20.4       43.7       33.4       58.8
Old  :                 23.0       43.7       36.9       59.1       20.4       43.7       33.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :            (CONTRACTS OF 100,000 CANADIAN DOLLARS)                         :
     :          :                                                                            :
All  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Old  :    78,850:    17,352     14,699        453     33,085     47,224     50,890     62,376:    27,960     16,474
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,465:    -2,421        426         50      3,823     -2,059      1,452     -1,583:        13      3,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
Old  :     100.0:      22.0       18.6        0.6       42.0       59.9       64.5       79.1:      35.5       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:        22         11          4         20         17         42         32:
Old  :        62:        22         11          4         20         17         42         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
Old  :                 22.3       40.1       35.5       55.6       20.4       40.1       32.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    51,859:     6,322     13,722        437     34,468     23,345     41,227     37,504:    10,632     14,355
Old  :    51,859:     6,322     13,722        437     34,468     23,345     41,227     37,504:    10,632     14,355
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       790:    -1,721        498        410      4,660        453      3,349      1,361:    -2,559       -571
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2       26.5        0.8       66.5       45.0       79.5       72.3:      20.5       27.7
Old  :     100.0:      12.2       26.5        0.8       66.5       45.0       79.5       72.3:      20.5       27.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         7         10          2         13          6         21         17:
Old  :        33:         7         10          2         13          6         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       47.1       62.4       62.4       45.3       47.0       62.4       62.2
Old  :                 45.3       47.1       62.4       62.4       45.3       47.0       62.4       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 125,000 SWISS FRANCS)                           :
     :          :                                                                            :
All  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Old  :    51,069:     8,043     13,224         27     29,808     22,892     37,878     36,143:    13,191     14,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,082:    -3,174        907         12      2,502     -4,384       -660     -3,465:      -422      2,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
Old  :     100.0:      15.7       25.9        0.1       58.4       44.8       74.2       70.8:      25.8       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10          8          2         13          6         23         16:
Old  :        33:        10          8          2         13          6         23         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
Old  :                 42.8       46.1       59.3       61.4       42.8       46.0       59.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    79,368:    53,672      6,438        686     15,846     68,417     70,204     75,541:     9,164      3,827
Old  :    79,368:    53,672      6,438        686     15,846     68,417     70,204     75,541:     9,164      3,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    10,280:    10,704     -1,650       -113     -2,107     12,303      8,484     10,540:     1,796       -260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.6        8.1        0.9       20.0       86.2       88.5       95.2:      11.5        4.8
Old  :     100.0:      67.6        8.1        0.9       20.0       86.2       88.5       95.2:      11.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        86:        46          9          2         12         21         60         31:
Old  :        86:        46          9          2         12         21         60         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       51.6       50.2       73.6       33.3       51.4       50.2       73.4
Old  :                 33.3       51.6       50.2       73.6       33.3       51.4       50.2       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Old  :    69,088:    42,968      8,088        799     17,953     56,114     61,720     65,001:     7,368      4,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -3,330:    -4,934      2,966        299      3,661     -5,699       -974     -2,434:    -2,356       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
Old  :     100.0:      62.2       11.7        1.2       26.0       81.2       89.3       94.1:      10.7        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        82:        40         12          3         15         16         58         29:
Old  :        82:        40         12          3         15         16         58         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
Old  :                 35.3       52.9       53.6       74.0       35.3       52.7       53.6       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    65,926:    19,591      2,898        494     24,406     49,927     44,491     53,319:    21,435     12,607
Old  :    65,926:    19,591      2,898        494     24,406     49,927     44,491     53,319:    21,435     12,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,955:       975        272        447        941      4,399      2,363      5,118:      -408     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        4.4        0.7       37.0       75.7       67.5       80.9:      32.5       19.1
Old  :     100.0:      29.7        4.4        0.7       37.0       75.7       67.5       80.9:      32.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16          8          3         12         12         30         21:
Old  :        43:        16          8          3         12         12         30         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       52.2       38.8       72.4       24.8       51.5       36.5       68.2
Old  :                 26.0       52.2       38.8       72.4       24.8       51.5       36.5       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 62,500 POUNDS STERLING)                          :
     :          :                                                                            :
All  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Old  :    63,971:    18,616      2,626         47     23,465     45,528     42,128     48,201:    21,843     15,770
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -537:    -2,391        334         34      1,902     -1,974       -455     -1,606:       -82      1,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Old  :     100.0:      29.1        4.1        0.1       36.7       71.2       65.9       75.3:      34.1       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        15          6          2         13         12         29         19:
Old  :        41:        15          6          2         13         12         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
Old  :                 26.6       47.1       38.8       68.0       25.6       45.1       37.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   167,125:    31,214     30,815          2     98,634    122,710    129,850    153,527:    37,275     13,598
Old  :   167,125:    31,214     30,815          2     98,634    122,710    129,850    153,527:    37,275     13,598
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     4,943:    -2,394     -1,869       -121      7,799     11,374      5,284      9,384:      -341     -4,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       18.4        0.0       59.0       73.4       77.7       91.9:      22.3        8.1
Old  :     100.0:      18.7       18.4        0.0       59.0       73.4       77.7       91.9:      22.3        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:        27         10          2         21         21         49         32:
Old  :        69:        27         10          2         21         21         49         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       55.7       57.0       71.3       36.6       49.6       46.8       61.8
Old  :                 44.1       55.7       57.0       71.3       36.6       49.6       46.8       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF 12,500,000 JAPANESE YEN)                         :
     :          :                                                                            :
All  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Old  :   162,182:    33,608     32,684        123     90,835    111,336    124,566    144,143:    37,616     18,039
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -8,927:    -6,264        691        122      2,551     -8,799     -3,591     -7,986:    -5,336       -941
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Old  :     100.0:      20.7       20.2        0.1       56.0       68.6       76.8       88.9:      23.2       11.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:        28         12          2         21         18         50         31:
Old  :        70:        28         12          2         21         18         50         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
Old  :                 42.1       57.4       54.2       70.2       34.3       49.4       43.4       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   129,210:    25,980     24,055        530     57,821     64,246     84,331     88,831:    44,879     40,379
Old  :   129,210:    25,980     24,055        530     57,821     64,246     84,331     88,831:    44,879     40,379
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,993:       579       -578        -44      1,812      2,839      2,347      2,217:    -4,340     -4,210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       18.6        0.4       44.7       49.7       65.3       68.7:      34.7       31.3
Old  :     100.0:      20.1       18.6        0.4       44.7       49.7       65.3       68.7:      34.7       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        34         18          7         30         23         65         47:
Old  :        91:        34         18          7         30         23         65         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.1       29.7       35.8       44.9       23.7       28.8       32.2       42.4
Old  :                 27.1       29.7       35.8       44.9       23.7       28.8       32.2       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 125,000 EUROS)                              :
     :          :                                                                            :
All  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Old  :   131,203:    25,401     24,633        574     56,009     61,407     81,984     86,614:    49,219     44,589
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -458:    -2,979      6,166       -315     11,596       -893      8,302      4,958:    -8,760     -5,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
Old  :     100.0:      19.4       18.8        0.4       42.7       46.8       62.5       66.0:      37.5       34.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        32         24          8         31         20         65         50:
Old  :        94:        32         24          8         31         20         65         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
Old  :                 24.7       30.9       34.3       43.0       24.7       28.4       33.6       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Old  :    42,638:    11,396          0        189     28,449     36,663     40,034     36,852:     2,604      5,786
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,092:     3,135          0         89      5,596      8,052      8,820      8,141:      -728        -49
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Old  :     100.0:      26.7        0.0        0.4       66.7       86.0       93.9       86.4:       6.1       13.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          0          2         14         23         19         25:
Old  :        31:         5          0          2         14         23         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
Old  :                 54.9       33.7       74.2       54.1       49.2       33.7       66.9       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Old  :    34,546:     8,261          0        100     22,853     28,611     31,214     28,711:     3,332      5,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   -15,921:    -1,867       -700          0     -6,418    -16,812     -8,285    -17,512:    -7,636      1,591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Old  :     100.0:      23.9        0.0        0.3       66.2       82.8       90.4       83.1:       9.6       16.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          0          1         11         20         14         21:
Old  :        25:         3          0          1         11         20         14         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Old  :                 52.9       39.1       77.5       59.4       48.4       39.1       70.2       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,573,472:   633,896    989,943    794,808  5,295,102  4,371,240  6,723,806  6,155,991:   849,666  1,417,481
Old  : 7,573,472:   633,896    989,943    794,808  5,295,102  4,371,240  6,723,806  6,155,991:   849,666  1,417,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   247,206:     2,744     55,164     32,464    180,169     98,634    215,377    186,262:    31,829     60,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       13.1       10.5       69.9       57.7       88.8       81.3:      11.2       18.7
Old  :     100.0:       8.4       13.1       10.5       69.9       57.7       88.8       81.3:      11.2       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        43         63         66        117        121        197        216:
Old  :       239:        43         63         66        117        121        197        216:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       14.7       45.8       24.0       26.3       12.3       38.6       18.5
Old  :                 28.8       14.7       45.8       24.0       26.3       12.3       38.6       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Old  : 7,326,266:   631,152    934,779    762,344  5,114,933  4,272,606  6,508,429  5,969,729:   817,837  1,356,537
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :   109,963:    61,586   -261,733   -123,939   -187,681   -101,683   -250,034   -487,355:   359,997    597,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Old  :     100.0:       8.6       12.8       10.4       69.8       58.3       88.8       81.5:      11.2       18.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       236:        36         65         69        119        125        199        218:
Old  :       236:        36         65         69        119        125        199        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
Old  :                 29.8       14.7       47.5       24.6       27.4       12.7       40.3       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   668,608:    61,875     82,792      4,971    458,173    487,390    525,019    575,153:   143,589     93,455
Old  :   668,608:    61,875     82,792      4,971    458,173    487,390    525,019    575,153:   143,589     93,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -8,986:   -10,121      6,290     -5,034      1,628     -7,109    -13,527     -5,853:     4,541     -3,133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       12.4        0.7       68.5       72.9       78.5       86.0:      21.5       14.0
Old  :     100.0:       9.3       12.4        0.7       68.5       72.9       78.5       86.0:      21.5       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       188:        39         35         17         90         62        141        102:
Old  :       188:        39         35         17         90         62        141        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       32.3       29.1       46.8       19.4       32.3       28.0       46.6
Old  :                 20.4       32.3       29.1       46.8       19.4       32.3       28.0       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (S&P 500 INDEX X $250.00)                                :
     :          :                                                                            :
All  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Old  :   677,594:    71,996     76,502     10,005    456,545    494,499    538,546    581,006:   139,048     96,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       697:     2,304     20,394        721        297    -17,255      3,322      3,860:    -2,625     -3,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       14.3
Old  :     100.0:      10.6       11.3        1.5       67.4       73.0       79.5       85.7:      20.5       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        38         33         18         88         65        140        102:
Old  :       187:        38         33         18         88         65        140        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Old  :                 20.3       32.0       29.7       46.4       19.6       32.0       28.6       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   812,013:   158,466    161,886      7,070    370,991    541,274    536,527    710,230:   275,486    101,783
Old  :   812,013:   158,466    161,886      7,070    370,991    541,274    536,527    710,230:   275,486    101,783
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -37,665:   -13,366     48,045     -2,552     20,896    -89,090      4,978    -43,597:   -42,643      5,932
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       19.9        0.9       45.7       66.7       66.1       87.5:      33.9       12.5
Old  :     100.0:      19.5       19.9        0.9       45.7       66.7       66.1       87.5:      33.9       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        29         43         14         51         49         92         94:
Old  :       147:        29         43         14         51         49         92         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       34.5       31.7       45.9       18.2       31.3       29.5       41.4
Old  :                 19.7       34.5       31.7       45.9       18.2       31.3       29.5       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     ($50 X S&P 500 INDEX)                                  :
     :          :                                                                            :
All  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Old  :   849,678:   171,832    113,841      9,622    350,095    630,364    531,549    753,827:   318,129     95,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,355:   -16,569     -9,919       -814        835     -2,145    -16,548    -12,878:    22,903     19,233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
Old  :     100.0:      20.2       13.4        1.1       41.2       74.2       62.6       88.7:      37.4       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       149:        33         37         13         50         53         94         92:
Old  :       149:        33         37         13         50         53         94         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
Old  :                 18.8       34.3       28.6       48.0       16.7       32.5       25.2       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Old  :    13,084:     1,399          0          0      5,783     11,710      7,182     11,710:     5,902      1,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        63:         9          0          0       -627         81       -618         81:       681        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       10.5
Old  :     100.0:      10.7        0.0        0.0       44.2       89.5       54.9       89.5:      45.1       10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          0          0         13         13         15         13:
Old  :        27:         2          0          0         13         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
Old  :                 26.5       44.3       41.2       72.7       26.5       44.1       41.2       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $500)                                 :
     :          :                                                                            :
All  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Old  :    13,021:     1,390          0          0      6,410     11,629      7,800     11,629:     5,221      1,392
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :        64:      -665          0          0     -1,735       -482     -2,400       -482:     2,464        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Old  :     100.0:      10.7        0.0        0.0       49.2       89.3       59.9       89.3:      40.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          0         13         13         15         13:
Old  :        28:         2          0          0         13         13         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Old  :                 26.3       44.2       43.3       72.5       26.3       44.2       43.3       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Old  :    28,975:     2,171      5,360        204     23,238     17,843     25,613     23,407:     3,362      5,568
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,215:     1,546        118        104        249      1,725      1,899      1,947:       316        268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
Old  :     100.0:       7.5       18.5        0.7       80.2       61.6       88.4       80.8:      11.6       19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          5          1         19         18         22         24:
Old  :        38:         3          5          1         19         18         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
Old  :                 47.7       38.8       67.6       56.6       47.7       34.1       63.0       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (S&P 400 INDEX X $100)                                 :
     :          :                                                                            :
All  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Old  :    26,760:       625      5,242        100     22,989     16,118     23,714     21,460:     3,046      5,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,494:    -1,117        889       -242      2,408     -1,532      1,049       -885:       445      2,379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Old  :     100.0:       2.3       19.6        0.4       85.9       60.2       88.6       80.2:      11.4       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         1          6          1         19         16         21         22:
Old  :        35:         1          6          1         19         16         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Old  :                 52.0       42.0       71.3       60.6       50.1       37.4       64.8       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    75,187:     7,326     15,740        352     31,982     49,513     39,660     65,605:    35,527      9,582
Old  :    75,187:     7,326     15,740        352     31,982     49,513     39,660     65,605:    35,527      9,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,268:       418        434        186       -129        174        475        794:    -1,743     -2,062
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       20.9        0.5       42.5       65.9       52.7       87.3:      47.3       12.7
Old  :     100.0:       9.7       20.9        0.5       42.5       65.9       52.7       87.3:      47.3       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        15         20          2         33         28         48         50:
Old  :        85:        15         20          2         33         28         48         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       43.3       26.4       59.5       17.4       41.5       25.7       56.3
Old  :                 17.4       43.3       26.4       59.5       17.4       41.5       25.7       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Old  :    76,455:     6,908     15,306        166     32,111     49,339     39,185     64,811:    37,270     11,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,845:    -1,332        664       -152     -1,518     -1,721     -3,002     -1,209:     4,847      3,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       15.2
Old  :     100.0:       9.0       20.0        0.2       42.0       64.5       51.3       84.8:      48.7       15.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        85:        15         21          2         34         26         49         49:
Old  :        85:        15         21          2         34         26         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
Old  :                 16.4       41.7       25.0       57.5       15.9       36.3       22.8       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   369,383:    83,133    100,634      2,128    255,231    128,964    340,492    231,726:    28,891    137,657
Old  :   369,383:    83,133    100,634      2,128    255,231    128,964    340,492    231,726:    28,891    137,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    16,664:   -33,878     22,088     -1,130     62,358    -11,533     27,350      9,425:   -10,686      7,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       27.2        0.6       69.1       34.9       92.2       62.7:       7.8       37.3
Old  :     100.0:      22.5       27.2        0.6       69.1       34.9       92.2       62.7:       7.8       37.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        56         60          7         46         33        104         98:
Old  :       183:        56         60          7         46         33        104         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       22.8       61.6       32.8       39.0       18.6       55.9       24.5
Old  :                 44.7       22.8       61.6       32.8       39.0       18.6       55.9       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                ( NASDAQ 100 STOCK INDEX X $20)                             :
     :          :                                                                            :
All  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Old  :   352,719:   117,011     78,546      3,258    192,873    140,497    313,142    222,301:    39,577    130,418
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    10,852:    -4,165     13,240     -1,279     10,545     -9,862      5,101      2,099:     5,751      8,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
Old  :     100.0:      33.2       22.3        0.9       54.7       39.8       88.8       63.0:      11.2       37.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        80         55         11         46         36        130         98:
Old  :       204:        80         55         11         46         36        130         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
Old  :                 32.7       24.5       49.2       37.2       26.3       20.9       42.3       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    79,897:    38,430      2,646      1,003     15,927     67,085     55,360     70,734:    24,537      9,163
Old  :    79,897:    38,430      2,646      1,003     15,927     67,085     55,360     70,734:    24,537      9,163
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     8,083:     6,525      1,644        991     -1,064      7,618      6,452     10,253:     1,631     -2,170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1        3.3        1.3       19.9       84.0       69.3       88.5:      30.7       11.5
Old  :     100.0:      48.1        3.3        1.3       19.9       84.0       69.3       88.5:      30.7       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        17          5          2         12         19         30         25:
Old  :        46:        17          5          2         12         19         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.9       48.1       45.6       69.7       32.9       48.0       45.4       69.5
Old  :                 32.9       48.1       45.6       69.7       32.9       48.0       45.4       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS)                        :
     :          :                                                                            :
All  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Old  :    71,814:    31,905      1,002         12     16,991     59,467     48,908     60,481:    22,906     11,333
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,733:     4,156        468         -3      1,572      5,334      5,725      5,799:     1,008        934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       15.8
Old  :     100.0:      44.4        1.4        0.0       23.7       82.8       68.1       84.2:      31.9       15.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        16          3          1         12         16         29         19:
Old  :        40:        16          3          1         12         16         29         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
Old  :                 31.9       52.4       45.9       75.5       31.6       52.3       45.6       74.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    24,159:     1,004      8,824          0     16,643     10,851     17,647     19,675:     6,512      4,484
Old  :    24,159:     1,004      8,824          0     16,643     10,851     17,647     19,675:     6,512      4,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       401:       -34        267          0        748        402        714        669:      -313       -268
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Old  :     100.0:       4.2       36.5        0.0       68.9       44.9       73.0       81.4:      27.0       18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3         11          0         26         17         29         28:
Old  :        52:         3         11          0         26         17         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
Old  :                 28.9       43.7       41.8       54.3       21.2       39.1       34.0       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Old  :    23,758:     1,038      8,557          0     15,895     10,449     16,933     19,006:     6,825      4,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,208:    -1,001        387       -106       -580       -840     -1,687       -559:     2,895      1,767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
Old  :     100.0:       4.4       36.0        0.0       66.9       44.0       71.3       80.0:      28.7       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         3         11          0         26         17         29         28:
Old  :        51:         3         11          0         26         17         29         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
Old  :                 28.0       43.3       41.2       53.7       21.9       38.6       33.7       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Old  :   160,705:    31,382     22,772      1,114    114,067    119,407    146,563    143,293:    14,142     17,412
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,145:     1,001       -558         61     -1,568        568       -506         71:     1,651      1,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       10.8
Old  :     100.0:      19.5       14.2        0.7       71.0       74.3       91.2       89.2:       8.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        15         23          5         28         39         47         63:
Old  :        91:        15         23          5         28         39         47         63:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
Old  :                 54.9       39.0       68.1       53.8       52.0       38.1       63.2       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $100)                               :
     :          :                                                                            :
All  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Old  :   159,560:    30,381     23,330      1,053    115,635    118,839    147,069    143,222:    12,491     16,338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,038:     7,644      5,836       -100     12,379     10,337     19,923     16,073:    -2,885        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Old  :     100.0:      19.0       14.6        0.7       72.5       74.5       92.2       89.8:       7.8       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        13         26          4         29         37         45         64:
Old  :        92:        13         26          4         29         37         45         64:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Old  :                 57.6       35.7       70.4       51.4       54.5       35.3       65.2       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    34,449:     9,978      7,214        112     11,394     20,957     21,484     28,283:    12,965      6,166
Old  :    34,449:     9,978      7,214        112     11,394     20,957     21,484     28,283:    12,965      6,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,218:       530      1,424        -20      1,049       -287      1,559      1,117:      -341        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.0       20.9        0.3       33.1       60.8       62.4       82.1:      37.6       17.9
Old  :     100.0:      29.0       20.9        0.3       33.1       60.8       62.4       82.1:      37.6       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         16          2         16         18         36         35:
Old  :        66:        19         16          2         16         18         36         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       32.2       28.7       46.9       14.7       28.8       24.2       41.6
Old  :                 16.8       32.2       28.7       46.9       14.7       28.8       24.2       41.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                     (NIKKEI INDEX X $5.00)                                 :
     :          :                                                                            :
All  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Old  :    33,231:     9,448      5,790        132     10,345     21,244     19,925     27,166:    13,306      6,065
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       659:    -3,957       -862         42         21      1,420     -3,894        600:     4,553         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
Old  :     100.0:      28.4       17.4        0.4       31.1       63.9       60.0       81.7:      40.0       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        66:        19         14          2         18         21         38         36:
Old  :        66:        19         14          2         18         21         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
Old  :                 15.5       34.5       25.9       49.4       12.4       29.1       21.4       41.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   121,270:       594      6,331      2,838     61,170     75,832     64,602     85,001:    56,668     36,269
Old  :   121,270:       594      6,331      2,838     61,170     75,832     64,602     85,001:    56,668     36,269
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -974:       243       -220        106      3,698     -1,809      4,047     -1,923:    -5,021        949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        5.2        2.3       50.4       62.5       53.3       70.1:      46.7       29.9
Old  :     100.0:       0.5        5.2        2.3       50.4       62.5       53.3       70.1:      46.7       29.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         14          4         17         23         22         40:
Old  :        44:         3         14          4         17         23         22         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
Old  :                 42.6       53.0       48.8       60.1        7.4       18.9        9.2       22.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :             (CONTRACTS OF Y100,000,000 FACE VALUE)                         :
     :          :                                                                            :
All  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Old  :   122,244:       351      6,551      2,732     57,472     77,641     60,555     86,924:    61,689     35,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,196:        52        667          0     -3,470     -5,597     -3,418     -4,930:      -778        734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Old  :     100.0:       0.3        5.4        2.2       47.0       63.5       49.5       71.1:      50.5       28.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3         15          3         15         22         20         39:
Old  :        44:         3         15          3         15         22         20         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
Old  :                 42.3       54.1       47.1       61.2        5.8       20.3        6.6       23.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    95,173:    40,985     10,753      6,582     18,725     69,140     66,292     86,475:    28,881      8,698
Old  :    95,173:    40,985     10,753      6,582     18,725     69,140     66,292     86,475:    28,881      8,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,718:       176        170        421       -137     -1,809        460     -1,218:    -2,178       -500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.1       11.3        6.9       19.7       72.6       69.7       90.9:      30.3        9.1
Old  :     100.0:      43.1       11.3        6.9       19.7       72.6       69.7       90.9:      30.3        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        93         19         28         21         32        123         73:
Old  :       154:        93         19         28         21         32        123         73:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.1       32.7       27.1       48.4       16.4       31.4       23.9       47.0
Old  :                 18.1       32.7       27.1       48.4       16.4       31.4       23.9       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (CONTRACTS OF 5,000 TROY OUNCES)                            :
     :          :                                                                            :
All  :    96,891:    40,809     10,583      6,161     18,862     70,949     65,832     87,693:    31,059      9,198
Old  :    96,891:    40,809     10,583      6,161     18,862     70,949     65,832     87,693:    31,059      9,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,071:    -1,479        941        -92     -1,758     -3,280     -3,329     -2,431:     1,258        360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.1       10.9        6.4       19.5       73.2       67.9       90.5:      32.1        9.5
Old  :     100.0:      42.1       10.9        6.4       19.5       73.2       67.9       90.5:      32.1        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        89         19         29         21         38        118         80:
Old  :       154:        89         19         29         21         38        118         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       31.8       27.0       48.6       16.4       31.1       24.4       47.2
Old  :                 17.9       31.8       27.0       48.6       16.4       31.1       24.4       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    88,810:    26,801      9,486     13,148     34,894     57,507     74,843     80,141:    13,967      8,669
Old  :    88,810:    26,801      9,486     13,148     34,894     57,507     74,843     80,141:    13,967      8,669
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     1,352:      -326      2,239         36      1,518     -1,886      1,228        389:       124        963
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       10.7       14.8       39.3       64.8       84.3       90.2:      15.7        9.8
Old  :     100.0:      30.2       10.7       14.8       39.3       64.8       84.3       90.2:      15.7        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        52         38         28         37         36        110         87:
Old  :       143:        52         38         28         37         36        110         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       44.5       38.4       59.6       22.5       38.6       33.5       51.5
Old  :                 25.7       44.5       38.4       59.6       22.5       38.6       33.5       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 25,000 POUNDS)                              :
     :          :                                                                            :
All  :    87,458:    27,127      7,247     13,112     33,376     59,393     73,615     79,752:    13,843      7,706
Old  :    87,458:    27,127      7,247     13,112     33,376     59,393     73,615     79,752:    13,843      7,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     6,210:     3,710      1,411      2,508       -764      1,959      5,454      5,878:       756        332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.0        8.3       15.0       38.2       67.9       84.2       91.2:      15.8        8.8
Old  :     100.0:      31.0        8.3       15.0       38.2       67.9       84.2       91.2:      15.8        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        55         36         26         36         37        110         86:
Old  :       143:        55         36         26         36         37        110         86:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       47.4       37.1       61.6       21.3       43.0       32.7       53.5
Old  :                 24.4       47.4       37.1       61.6       21.3       43.0       32.7       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   253,116:   102,388     74,270     15,382     87,665    145,237    205,435    234,889:    47,681     18,227
Old  :   253,116:   102,388     74,270     15,382     87,665    145,237    205,435    234,889:    47,681     18,227
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -20,314:    -4,990     -4,763     -3,340        834     -1,178     -7,496     -9,281:   -12,818    -11,033
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5       29.3        6.1       34.6       57.4       81.2       92.8:      18.8        7.2
Old  :     100.0:      40.5       29.3        6.1       34.6       57.4       81.2       92.8:      18.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       202:       100         53         31         35         37        152        106:
Old  :       202:       100         53         31         35         37        152        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.5       31.9       36.7       52.5       24.8       28.4       32.3       45.2
Old  :                 27.5       31.9       36.7       52.5       24.8       28.4       32.3       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :   273,430:   107,378     79,033     18,722     86,831    146,415    212,931    244,170:    60,499     29,260
Old  :   273,430:   107,378     79,033     18,722     86,831    146,415    212,931    244,170:    60,499     29,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,200:      -447        774     -1,316     -6,488     -9,844     -8,251    -10,386:     6,051      8,186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       28.9        6.8       31.8       53.5       77.9       89.3:      22.1       10.7
Old  :     100.0:      39.3       28.9        6.8       31.8       53.5       77.9       89.3:      22.1       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:       108         47         42         36         33        171        108:
Old  :       213:       108         47         42         36         33        171        108:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.1       29.9       34.1       48.6       23.8       27.5       30.1       42.3
Old  :                 26.1       29.9       34.1       48.6       23.8       27.5       30.1       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Old  :     9,356:     4,613        629        301      2,259      7,634      7,173      8,564:     2,183        792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       322:        -4         -3         11       -111         40       -104         48:       426        274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Old  :     100.0:      49.3        6.7        3.2       24.1       81.6       76.7       91.5:      23.3        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          3          4          6          6         23         11:
Old  :        25:        13          3          4          6          6         23         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
Old  :                 53.6       86.1       64.9       90.8       45.1       72.3       54.0       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                          ($100 X VBI)                                      :
     :          :                                                                            :
All  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Old  :     9,034:     4,617        632        290      2,370      7,594      7,277      8,516:     1,757        518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,372:      -107       -637         42     -1,043       -773     -1,108     -1,368:      -264         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
Old  :     100.0:      51.1        7.0        3.2       26.2       84.1       80.6       94.3:      19.4        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          4          4          5          6         22         11:
Old  :        24:        13          4          4          5          6         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       73.7
Old  :                 57.6       88.7       69.4       93.4       47.0       73.2       56.2       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    74,049:     8,852     26,081      4,410     44,915     25,611     58,177     56,102:    15,872     17,947
Old  :    53,980:     8,802     24,520        783     33,894     15,292     43,479     40,595:    10,501     13,385
Other:    20,069:     1,834      3,345      1,843     11,021     10,319     14,698     15,507:     5,371      4,562
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     7,427:      -302      7,506        427      6,573     -1,596      6,698      6,337:       729      1,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       35.2        6.0       60.7       34.6       78.6       75.8:      21.4       24.2
Old  :     100.0:      16.3       45.4        1.5       62.8       28.3       80.5       75.2:      19.5       24.8
Other:     100.0:       9.1       16.7        9.2       54.9       51.4       73.2       77.3:      26.8       22.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        21         36         18         45         36         75         84:
Old  :       114:        24         34          9         40         34         66         75:
Other:        63:        12         14          5         25         22         39         39:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       19.5       37.5       31.3       17.9       14.7       26.1       24.0
Old  :                 32.8       20.2       43.6       33.2       29.8       20.2       40.3       33.1
Other:                 31.7       41.8       48.0       57.3       30.1       40.4       39.2       46.9
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    66,622:     9,154     18,575      3,983     38,342     27,207     51,479     49,765:    15,143     16,857
Old  :    50,107:     8,764     17,983        469     30,309     18,581     39,542     37,033:    10,565     13,074
Other:    16,515:     1,876      2,078      2,028      8,033      8,626     11,937     12,732:     4,578      3,783
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -2,456:    -2,730        284       -551     -1,150     -3,954     -4,431     -4,221:     1,975      1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       27.9        6.0       57.6       40.8       77.3       74.7:      22.7       25.3
Old  :     100.0:      17.5       35.9        0.9       60.5       37.1       78.9       73.9:      21.1       26.1
Other:     100.0:      11.4       12.6       12.3       48.6       52.2       72.3       77.1:      27.7       22.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       115:        22         30         17         47         42         78         83:
Old  :       111:        24         28          6         39         36         66         67:
Other:        59:        12         12          6         20         23         34         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       21.1       36.0       33.3       19.5       17.1       28.2       26.8
Old  :                 31.1       23.0       43.2       37.0       29.0       23.0       40.5       36.1
Other:                 31.0       41.0       47.0       56.7       30.6       37.7       37.9       44.3
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    39,806:     1,463      9,329      1,848     25,063     19,340     28,374     30,517:    11,432      9,289
Old  :    34,793:     2,489      9,225        629     21,674     16,698     24,792     26,552:    10,001      8,241
Other:     5,013:        75      1,205        118      3,389      2,642      3,582      3,965:     1,431      1,048
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -930:       224       -296        494     -1,920     -1,914     -1,202     -1,716:       272        786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       23.4        4.6       63.0       48.6       71.3       76.7:      28.7       23.3
Old  :     100.0:       7.2       26.5        1.8       62.3       48.0       71.3       76.3:      28.7       23.7
Other:     100.0:       1.5       24.0        2.4       67.6       52.7       71.5       79.1:      28.5       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         8         15          6         25         21         34         41:
Old  :        53:         9         14          6         25         20         34         40:
Other:        24:         3          4          1         10         12         14         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       26.9       48.5       43.2       23.5       18.8       31.7       29.1
Old  :                 36.6       27.8       48.5       45.1       22.5       21.4       31.6       30.7
Other:                 47.5       51.4       67.1       70.4       45.1       48.9       56.0       61.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    40,736:     1,239      9,625      1,354     26,983     21,254     29,576     32,233:    11,160      8,503
Old  :    36,052:     1,991      9,495        530     23,916     18,603     26,437     28,628:     9,615      7,424
Other:     4,684:        72        954          0      3,067      2,651      3,139      3,605:     1,545      1,079
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     4,286:       259     -1,062        144      1,034      4,072      1,437      3,154:     2,849      1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       23.6        3.3       66.2       52.2       72.6       79.1:      27.4       20.9
Old  :     100.0:       5.5       26.3        1.5       66.3       51.6       73.3       79.4:      26.7       20.6
Other:     100.0:       1.5       20.4        0.0       65.5       56.6       67.0       77.0:      33.0       23.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         7         15          5         26         23         34         42:
Old  :        53:         7         15          3         26         22         34         39:
Other:        24:         3          3          0         10         13         13         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       27.7       50.7       44.4       25.2       19.5       31.2       28.2
Old  :                 36.9       27.7       50.8       46.0       24.0       21.9       31.3       30.2
Other:                 46.3       49.8       64.9       70.8       42.9       47.1       52.5       61.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    90,430:    18,624     28,115      5,604     50,152     46,039     74,380     79,758:    16,050     10,672
Old  :    80,571:    19,240     29,252      3,287     43,606     38,497     66,133     71,036:    14,438      9,535
Other:     9,859:     1,405        884        296      6,546      7,542      8,247      8,722:     1,612      1,137
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,839:   -11,388      7,258     -1,006      5,730    -15,890     -6,664     -9,638:    -1,175      1,799
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       31.1        6.2       55.5       50.9       82.3       88.2:      17.7       11.8
Old  :     100.0:      23.9       36.3        4.1       54.1       47.8       82.1       88.2:      17.9       11.8
Other:     100.0:      14.3        9.0        3.0       66.4       76.5       83.6       88.5:      16.4       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        62         74         51         58         51        156        144:
Old  :       205:        64         71         42         49         48        139        139:
Other:        79:        24         12          7         30         25         58         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       23.9       35.2       32.9       23.2       20.0       32.8       27.2
Old  :                 26.0       24.3       37.2       33.5       26.0       21.4       36.1       29.6
Other:                 42.1       36.1       56.2       56.3       33.9       32.5       41.8       47.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    98,269:    30,012     20,857      6,610     44,422     61,929     81,044     89,396:    17,225      8,873
Old  :    90,243:    29,879     21,812      5,025     39,383     54,967     74,287     81,804:    15,956      8,439
Other:     8,026:     1,324        236        394      5,039      6,962      6,757      7,592:     1,269        434
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     3,538:     2,118     -4,023       -349     -2,519      5,059       -750        687:     4,288      2,851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5       21.2        6.7       45.2       63.0       82.5       91.0:      17.5        9.0
Old  :     100.0:      33.1       24.2        5.6       43.6       60.9       82.3       90.6:      17.7        9.4
Other:     100.0:      16.5        2.9        4.9       62.8       86.7       84.2       94.6:      15.8        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       229:        85         61         58         55         55        178        146:
Old  :       225:        83         66         50         45         54        162        143:
Other:        77:        25         14          4         25         24         50         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       30.6       32.6       41.3       20.7       28.3       31.1       36.7
Old  :                 22.6       30.3       34.3       41.6       22.6       28.7       33.9       37.4
Other:                 41.8       50.2       54.8       64.6       33.4       49.8       43.3       62.8
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    35,098:     9,396      1,836      4,218     17,225     27,842     30,839     33,896:     4,259      1,202
Old  :    35,072:     9,401      1,837      4,212     17,206     27,822     30,819     33,871:     4,253      1,201
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       956:       -91         78        347        825        664      1,081      1,089:      -125       -133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        5.2       12.0       49.1       79.3       87.9       96.6:      12.1        3.4
Old  :     100.0:      26.8        5.2       12.0       49.1       79.3       87.9       96.6:      12.1        3.4
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        45         10         19         30         17         83         42:
Old  :        97:        46         11         19         30         17         83         42:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       58.7       44.3       74.9       16.5       37.2       23.9       52.7
Old  :                 34.7       58.7       44.3       75.0       16.5       37.3       23.9       52.8
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    34,142:     9,487      1,758      3,871     16,400     27,178     29,758     32,807:     4,384      1,335
Old  :    34,116:     9,492      1,759      3,865     16,381     27,158     29,738     32,782:     4,378      1,334
Other:        26:         1          5          0         19         20         20         25:         6          1
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       715:      -502        214        490        772       -489        760        215:       -45        500
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        5.1       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Old  :     100.0:      27.8        5.2       11.3       48.0       79.6       87.2       96.1:      12.8        3.9
Other:     100.0:       3.8       19.2        0.0       73.1       76.9       76.9       96.2:      23.1        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        42         10         19         30         16         80         42:
Old  :        95:        43         11         19         30         16         80         42:
Other:         4:         1          1          0          1          1          2          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       59.0       43.6       76.1       17.1       38.3       24.7       54.7
Old  :                 33.7       59.0       43.6       76.2       17.1       38.4       24.7       54.8
Other:                 76.9       96.2       76.9       96.2       76.9       96.2       76.9       96.2
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   115,044:    23,073     11,004      1,885     82,516    100,344    107,474    113,233:     7,570      1,811
Old  :    71,849:    21,952     11,154        825     42,103     57,960     64,880     69,939:     6,969      1,910
Other:    43,195:     1,838        567        343     40,413     42,384     42,594     43,294:       601        -99
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -757:     3,527     -2,355       -846     -4,240      1,898     -1,559     -1,303:       802        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        9.6        1.6       71.7       87.2       93.4       98.4:       6.6        1.6
Old  :     100.0:      30.6       15.5        1.1       58.6       80.7       90.3       97.3:       9.7        2.7
Other:     100.0:       4.3        1.3        0.8       93.6       98.1       98.6      100.2:       1.4       -0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        44         28         12         47         33         99         68:
Old  :       125:        45         29         11         45         32         96         66:
Other:        43:        10          3          3         22         22         32         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       44.1       51.5       64.8       21.3       28.8       31.0       39.1
Old  :                 29.3       37.4       42.7       56.6       27.7       33.4       40.5       50.4
Other:                 68.1       73.2       82.1       88.5       53.8       62.9       62.9       73.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 10 METRIC TONS)                              :
     :          :                                                                            :
All  :   115,801:    19,546     13,359      2,731     86,756     98,446    109,033    114,536:     6,768      1,265
Old  :    73,510:    19,015     13,233      1,579     46,697     57,459     67,291     72,271:     6,219      1,239
Other:    42,291:     1,300        895        383     40,059     40,987     41,742     42,265:       549         26
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -1,139:       841        767        437     -2,214     -2,054       -936       -850:      -203       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       11.5        2.4       74.9       85.0       94.2       98.9:       5.8        1.1
Old  :     100.0:      25.9       18.0        2.1       63.5       78.2       91.5       98.3:       8.5        1.7
Other:     100.0:       3.1        2.1        0.9       94.7       96.9       98.7       99.9:       1.3        0.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        47         32         12         47         34        100         77:
Old  :       135:        50         34         11         45         32         98         74:
Other:        44:         8          7          3         20         21         29         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       45.2       53.8       63.8       21.7       28.1       31.3       36.5
Old  :                 30.4       38.3       46.6       57.2       29.3       34.0       43.2       49.6
Other:                 69.9       72.6       84.4       87.2       55.3       62.1       64.8       71.9
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   421,891:   115,232     36,592     39,017    179,996    303,913    334,245    379,522:    87,646     42,369
Old  :   421,891:   115,232     36,592     39,017    179,996    303,913    334,245    379,522:    87,646     42,369
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    47,403:    28,076     -5,232      3,349      8,114     51,969     39,539     50,086:     7,864     -2,683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        8.7        9.2       42.7       72.0       79.2       90.0:      20.8       10.0
Old  :     100.0:      27.3        8.7        9.2       42.7       72.0       79.2       90.0:      20.8       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       167:        62         37         44         55         52        149        102:
Old  :       167:        62         37         44         55         52        149        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.7       33.2       25.9       50.1       13.9       26.0       23.5       41.5
Old  :                 15.7       33.2       25.9       50.1       13.9       26.0       23.5       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Old  :   374,488:    87,156     41,824     35,668    171,882    251,944    294,706    329,436:    79,782     45,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,030:       -73     -6,243      4,550      2,090     16,431      6,567     14,738:    17,463      9,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
Old  :     100.0:      23.3       11.2        9.5       45.9       67.3       78.7       88.0:      21.3       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        52         29         42         53         45        133         93:
Old  :       146:        52         29         42         53         45        133         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
Old  :                 15.4       32.2       26.4       49.7       13.9       25.2       23.9       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   105,119:    42,677     12,422     11,028     39,673     75,680     93,378     99,130:    11,741      5,989
Old  :   102,317:    42,722     13,665      9,517     38,652     73,436     90,891     96,618:    11,426      5,699
Other:     2,802:     1,338        140        128      1,021      2,244      2,487      2,512:       315        290
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :     2,128:       -33      1,103        476        853       -442      1,296      1,137:       832        991
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6       11.8       10.5       37.7       72.0       88.8       94.3:      11.2        5.7
Old  :     100.0:      41.8       13.4        9.3       37.8       71.8       88.8       94.4:      11.2        5.6
Other:     100.0:      47.8        5.0        4.6       36.4       80.1       88.8       89.7:      11.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       335:       137         51         68         92        106        271        202:
Old  :       334:       137         56         67         89        106        268        200:
Other:        70:        13          4          6         28         37         43         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0       24.4       24.9       36.3       15.0       21.1       24.3       32.2
Old  :                 15.4       24.9       25.5       36.8       15.4       21.7       25.0       32.9
Other:                 45.3       36.8       62.0       54.3       37.9       35.6       53.0       49.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   102,991:    42,710     11,319     10,552     38,820     76,122     92,082     97,993:    10,909      4,998
Old  :   100,537:    42,707     12,441      9,196     37,998     74,201     89,901     95,838:    10,636      4,699
Other:     2,454:     1,272        147         87        822      1,921      2,181      2,155:       273        299
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,898:       269        286        828      1,053      1,753      2,150      2,867:       748         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       11.0       10.2       37.7       73.9       89.4       95.1:      10.6        4.9
Old  :     100.0:      42.5       12.4        9.1       37.8       73.8       89.4       95.3:      10.6        4.7
Other:     100.0:      51.8        6.0        3.5       33.5       78.3       88.9       87.8:      11.1       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:       146         47         72         93        110        278        205:
Old  :       337:       143         52         72         90        110        275        204:
Other:        71:        13          4          6         28         36         44         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.4       25.4       24.8       38.1       14.3       21.8       24.1       33.6
Old  :                 14.8       25.8       25.4       38.5       14.6       22.4       24.7       34.1
Other:                 51.5       40.0       67.8       54.2       45.6       39.9       60.6       50.9
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,411:     5,932      9,826      2,135      8,361      5,805     16,428     17,766:     2,983      1,645
Old  :    19,411:     5,932      9,826      2,135      8,361      5,805     16,428     17,766:     2,983      1,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       449:       956       -146          1       -398        615        559        470:      -110        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       50.6       11.0       43.1       29.9       84.6       91.5:      15.4        8.5
Old  :     100.0:      30.6       50.6       11.0       43.1       29.9       84.6       91.5:      15.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        15         22          7          8          6         27         32:
Old  :        51:        15         22          7          8          6         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       37.4       76.2       62.6       53.5       33.7       58.9       53.3
Old  :                 65.7       37.4       76.2       62.6       53.5       33.7       58.9       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Old  :    18,962:     4,976      9,972      2,134      8,759      5,190     15,869     17,296:     3,093      1,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,536:       679       -249        122         19      1,893        820      1,766:       716       -230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
Old  :     100.0:      26.2       52.6       11.3       46.2       27.4       83.7       91.2:      16.3        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        12         24          7          6          5         22         33:
Old  :        47:        12         24          7          6          5         22         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Old  :                 68.7       38.2       77.8       61.8       57.8       34.4       62.8       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   157,694:    19,855     24,285     11,982    100,451     97,782    132,288    134,049:    25,406     23,645
Old  :   157,694:    19,855     24,285     11,982    100,451     97,782    132,288    134,049:    25,406     23,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -7,109:     1,768       -121     -1,042     -8,428     -3,175     -7,702     -4,338:       593     -2,771
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       15.4        7.6       63.7       62.0       83.9       85.0:      16.1       15.0
Old  :     100.0:      12.6       15.4        7.6       63.7       62.0       83.9       85.0:      16.1       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        26         28         33         55         68        106        107:
Old  :       128:        26         28         33         55         68        106        107:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       20.9       42.2       32.1       24.3       14.5       32.8       20.7
Old  :                 30.0       20.9       42.2       32.1       24.3       14.5       32.8       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   164,803:    18,087     24,406     13,024    108,879    100,957    139,990    138,387:    24,813     26,416
Old  :   164,803:    18,087     24,406     13,024    108,879    100,957    139,990    138,387:    24,813     26,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    10,048:     5,333     -1,670      1,656      3,133      9,776     10,122      9,762:       -74        286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       14.8        7.9       66.1       61.3       84.9       84.0:      15.1       16.0
Old  :     100.0:      11.0       14.8        7.9       66.1       61.3       84.9       84.0:      15.1       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        25         27         33         59         73        108        111:
Old  :       130:        25         27         33         59         73        108        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       17.6       40.7       28.0       25.1       13.4       32.9       19.6
Old  :                 29.0       17.6       40.7       28.0       25.1       13.4       32.9       19.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   391,909:    25,241     55,776    106,055    192,420    196,659    323,716    358,490:    68,193     33,419
Old  :   391,909:    25,241     55,776    106,055    192,420    196,659    323,716    358,490:    68,193     33,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -13,665:     1,571    -13,547     -2,323    -15,983       -172    -16,735    -16,042:     3,070      2,377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       14.2       27.1       49.1       50.2       82.6       91.5:      17.4        8.5
Old  :     100.0:       6.4       14.2       27.1       49.1       50.2       82.6       91.5:      17.4        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        40         50         61         86         69        159        151:
Old  :       183:        40         50         61         86         69        159        151:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       23.9       27.5       38.1        7.8       11.8       11.1       18.5
Old  :                 17.4       23.9       27.5       38.1        7.8       11.8       11.1       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (10,000 MMBTU'S)                                    :
     :          :                                                                            :
All  :   405,574:    23,670     69,323    108,378    208,403    196,831    340,451    374,532:    65,123     31,042
Old  :   405,574:    23,670     69,323    108,378    208,403    196,831    340,451    374,532:    65,123     31,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,679:     1,420     -8,417      1,743    -15,037     -2,339    -11,874     -9,013:     7,195      4,334
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.8       17.1       26.7       51.4       48.5       83.9       92.3:      16.1        7.7
Old  :     100.0:       5.8       17.1       26.7       51.4       48.5       83.9       92.3:      16.1        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       201:        49         51         66         94         76        173        168:
Old  :       201:        49         51         66         94         76        173        168:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.2       23.1       26.1       36.0        7.1       11.0       10.3       17.5
Old  :                 16.2       23.1       26.1       36.0        7.1       11.0       10.3       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Old  :    63,927:     4,479      4,088      1,705     50,798     55,266     56,982     61,059:     6,945      2,868
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,187:     1,036          0     -1,036     -7,809     -5,669     -7,809     -6,705:     1,622        518
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        4.5
Old  :     100.0:       7.0        6.4        2.7       79.5       86.5       89.1       95.5:      10.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          2         26         23         28         25:
Old  :        32:         1          1          2         26         23         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
Old  :                 48.4       58.0       66.7       74.6       46.6       52.5       53.7       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Old  :    70,114:     3,443      4,088      2,741     58,607     60,935     64,791     67,764:     5,323      2,350
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       844:       428       -620        620     -1,088       -288        -40       -288:       884      1,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        3.4
Old  :     100.0:       4.9        5.8        3.9       83.6       86.9       92.4       96.6:       7.6        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          2         28         23         30         25:
Old  :        33:         1          1          2         28         23         30         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
Old  :                 43.8       57.1       63.4       71.8       41.5       51.9       51.8       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Old  :    44,981:     1,906      2,464      1,604     37,994     35,676     41,504     39,744:     3,477      5,237
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        28:         0          0          0        -84        168        -84        168:       112       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       11.6
Old  :     100.0:       4.2        5.5        3.6       84.5       79.3       92.3       88.4:       7.7       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          2         15         15         17         18:
Old  :        23:         1          2          2         15         15         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
Old  :                 49.3       57.5       79.0       74.0       42.3       54.6       66.6       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Old  :    44,953:     1,906      2,464      1,604     38,078     35,508     41,588     39,576:     3,365      5,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -100:    -3,360          0      1,176        958     -1,472     -1,226       -296:     1,126        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
Old  :     100.0:       4.2        5.5        3.6       84.7       79.0       92.5       88.0:       7.5       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         15         14         17         17:
Old  :        22:         1          2          2         15         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
Old  :                 49.4       57.5       77.1       74.0       42.4       53.4       64.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Old  :    36,623:     2,319      4,237      2,066     27,718     27,237     32,103     33,540:     4,520      3,083
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :      -531:      -244      1,034         44        -13     -2,292       -213     -1,214:      -318        683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        8.4
Old  :     100.0:       6.3       11.6        5.6       75.7       74.4       87.7       91.6:      12.3        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          3         18         16         21         20:
Old  :        23:         2          2          3         18         16         21         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
Old  :                 51.7       41.7       68.8       62.6       43.1       40.1       50.7       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Old  :    37,154:     2,563      3,203      2,022     27,731     29,529     32,316     34,754:     4,838      2,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,547:    -1,218       -432        361      1,978      1,645      1,121      1,574:     1,426        973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        6.5
Old  :     100.0:       6.9        8.6        5.4       74.6       79.5       87.0       93.5:      13.0        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          3         21         17         24         21:
Old  :        25:         2          2          3         21         17         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
Old  :                 45.3       36.8       62.9       58.3       39.5       29.1       49.9       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Old  :    58,655:     6,828        321      1,588     45,167     47,422     53,583     49,331:     5,072      9,324
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,772:     1,508       -224       -224     -4,444       -394     -3,160       -842:     1,388       -930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       15.9
Old  :     100.0:      11.6        0.5        2.7       77.0       80.8       91.4       84.1:       8.6       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          2         19         17         21         19:
Old  :        24:         1          1          2         19         17         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
Old  :                 48.1       62.1       72.8       72.1       41.6       50.3       56.7       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Old  :    60,427:     5,320        545      1,812     49,611     47,816     56,743     50,173:     3,684     10,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     1,348:       532         56        134       -575     -1,725         91     -1,535:     1,257      2,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       17.0
Old  :     100.0:       8.8        0.9        3.0       82.1       79.1       93.9       83.0:       6.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          2         21         17         23         19:
Old  :        25:         1          1          2         21         17         23         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
Old  :                 47.1       58.9       70.7       70.5       41.0       49.4       56.9       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Old  :    29,571:     3,108      2,124          0     25,569     22,755     28,677     24,879:       894      4,692
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       15.9
Old  :     100.0:      10.5        7.2        0.0       86.5       77.0       97.0       84.1:       3.0       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         13         11         15         12:
Old  :        24:         2          1          0         13         11         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
Old  :                 67.9       55.6       88.9       78.9       64.4       55.6       84.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Old  :   913,002:   238,184     64,614    155,182    502,630    685,978    895,996    905,774:    17,006      7,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :   -18,508:     9,061      6,049      1,505    -32,236    -27,389    -21,670    -19,835:     3,162      1,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Old  :     100.0:      26.1        7.1       17.0       55.1       75.1       98.1       99.2:       1.9        0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        17         12         24         75         71        105         97:
Old  :       113:        17         12         24         75         71        105         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
Old  :                 31.7       22.7       44.9       36.9       25.2       18.6       31.6       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Old  :   931,510:   229,123     58,565    153,677    534,866    713,367    917,666    925,609:    13,844      5,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    24,714:    12,659     -8,746      9,210      5,064     24,871     26,933     25,335:    -2,219       -621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
Old  :     100.0:      24.6        6.3       16.5       57.4       76.6       98.5       99.4:       1.5        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        20         11         28         87         76        120        106:
Old  :       127:        20         11         28         87         76        120        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
Old  :                 31.3       23.0       43.7       36.6       25.4       18.1       31.1       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Old  :    99,972:    19,201     28,537     27,055     49,641     42,326     95,897     97,918:     4,075      2,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -6,406:   -19,247     -6,485      6,678      7,673     -7,287     -4,896     -7,094:    -1,510        688
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Old  :     100.0:      19.2       28.5       27.1       49.7       42.3       95.9       97.9:       4.1        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         8          6          9         21         20         33         31:
Old  :        38:         8          6          9         21         20         33         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
Old  :                 45.3       50.4       67.8       68.2       27.7       31.3       39.6       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Old  :   106,378:    38,448     35,022     20,377     41,968     49,613    100,793    105,012:     5,585      1,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    17,650:    13,734     12,032         40      2,186      6,192     15,960     18,264:     1,690       -614
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
Old  :     100.0:      36.1       32.9       19.2       39.5       46.6       94.7       98.7:       5.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        10          5         12         24         25         38         38:
Old  :        42:        10          5         12         24         25         38         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
Old  :                 56.1       51.0       69.6       72.5       35.3       40.6       44.2       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    35,237:     4,084      4,670      5,385     25,171     25,043     34,640     35,098:       597        139
Old  :    35,237:     4,084      4,670      5,385     25,171     25,043     34,640     35,098:       597        139
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -1,479:      -652      1,300        -90     -1,195     -2,649     -1,937     -1,439:       458        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6       13.3       15.3       71.4       71.1       98.3       99.6:       1.7        0.4
Old  :     100.0:      11.6       13.3       15.3       71.4       71.1       98.3       99.6:       1.7        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          5          6         21         25         27         33:
Old  :        34:         3          5          6         21         25         27         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       66.9       71.5       78.5       45.4       59.0       58.1       64.9
Old  :                 50.5       66.9       71.5       78.5       45.4       59.0       58.1       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (40 MEGAWATT HOURS PER PEAK DAY)                            :
     :          :                                                                            :
All  :    36,716:     4,736      3,370      5,475     26,366     27,692     36,577     36,537:       139        179
Old  :    36,716:     4,736      3,370      5,475     26,366     27,692     36,577     36,537:       139        179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :     2,406:      -760      1,540        560      2,617        317      2,417      2,417:       -11        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9        9.2       14.9       71.8       75.4       99.6       99.5:       0.4        0.5
Old  :     100.0:      12.9        9.2       14.9       71.8       75.4       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          4          6         24         26         30         33:
Old  :        35:         3          4          6         24         26         30         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       68.6       71.6       79.8       43.8       60.2       56.5       65.3
Old  :                 49.4       68.6       71.6       79.8       43.8       60.2       56.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Old  :    20,757:     2,195      4,558        917     17,645     15,240     20,757     20,715:         0         42
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        46:        92          0          0        -46          4         46          4:         0         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        0.2
Old  :     100.0:      10.6       22.0        4.4       85.0       73.4      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          2         17         15         20         19:
Old  :        26:         3          2          2         17         15         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
Old  :                 76.5       60.8       88.7       80.4       73.7       58.3       80.5       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Old  :    20,711:     2,103      4,558        917     17,691     15,236     20,711     20,711:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       672:       -20        200         56        636        416        672        672:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       22.0        4.4       85.4       73.6      100.0      100.0:       0.0        0.0
Old  :     100.0:      10.2       22.0        4.4       85.4       73.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          2          2         16         15         19         19:
Old  :        25:         3          2          2         16         15         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
Old  :                 76.7       60.9       88.9       80.8       73.9       58.5       80.5       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Old  :     7,622:       302      2,514      1,346      5,974      3,594      7,622      7,454:         0        168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :        86:         0       -172        172        -86        -82         86        -82:         0        168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        2.2
Old  :     100.0:       4.0       33.0       17.7       78.4       47.2      100.0       97.8:       0.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          3         11         11         14         15:
Old  :        21:         1          3          3         11         11         14         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
Old  :                 65.7       58.8       90.7       85.5       58.4       48.7       70.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS 0F 400 MEGAWATT HOURS)                            :
     :          :                                                                            :
All  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Old  :     7,536:       302      2,686      1,174      6,060      3,676      7,536      7,536:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.0       35.6       15.6       80.4       48.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          3         11         10         14         14:
Old  :        21:         1          3          3         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Old  :                 67.5       61.5       90.6       88.7       60.2       52.0       72.6       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   734,197:   100,507     69,555     96,217    492,654    507,975    689,378    673,747:    44,819     60,450
Old  :   734,197:   100,507     69,555     96,217    492,654    507,975    689,378    673,747:    44,819     60,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    20,307:     2,303      5,201      5,540     16,499     13,131     24,342     23,872:    -4,035     -3,565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        9.5       13.1       67.1       69.2       93.9       91.8:       6.1        8.2
Old  :     100.0:      13.7        9.5       13.1       67.1       69.2       93.9       91.8:       6.1        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       231:        51         74         74         81         86        189        186:
Old  :       231:        51         74         74         81         86        189        186:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       23.8       35.9       34.7       14.7       14.4       22.0       20.5
Old  :                 22.8       23.8       35.9       34.7       14.7       14.4       22.0       20.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 1,000 BARRELS)                              :
     :          :                                                                            :
All  :   713,890:    98,204     64,354     90,677    476,155    494,844    665,036    649,875:    48,854     64,015
Old  :   713,890:    98,204     64,354     90,677    476,155    494,844    665,036    649,875:    48,854     64,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :    -4,923:    11,753     -6,172      5,236    -19,375      3,467     -2,386      2,531:    -2,537     -7,454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        9.0       12.7       66.7       69.3       93.2       91.0:       6.8        9.0
Old  :     100.0:      13.8        9.0       12.7       66.7       69.3       93.2       91.0:       6.8        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        55         63         66         78         84        178        174:
Old  :       216:        55         63         66         78         84        178        174:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       24.5       34.6       36.1       14.7       15.1       22.1       21.1
Old  :                 22.2       24.5       34.6       36.1       14.7       15.1       22.1       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Old  :    13,444:     7,548      2,077        650      2,574      9,654     10,772     12,381:     2,672      1,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       497:       -57         65        477         52        -20        472        522:        25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        7.9
Old  :     100.0:      56.1       15.4        4.8       19.1       71.8       80.1       92.1:      19.9        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       119:        64         17          8         10         23         82         46:
Old  :       119:        64         17          8         10         23         82         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
Old  :                 22.9       39.8       35.7       57.5       22.9       39.8       35.7       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Old  :    12,947:     7,605      2,012        173      2,522      9,674     10,300     11,859:     2,647      1,088
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       162:        62        -70        173         62        100        297        203:      -135        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
Old  :     100.0:      58.7       15.5        1.3       19.5       74.7       79.6       91.6:      20.4        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        65         15          3         10         23         78         41:
Old  :       116:        65         15          3         10         23         78         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
Old  :                 23.5       41.5       36.8       59.8       23.5       41.5       36.8       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,946:     4,185        272          0      2,126      6,706      6,311      6,978:     1,635        968
Old  :     7,946:     4,185        272          0      2,126      6,706      6,311      6,978:     1,635        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :       616:       855        -25          0       -273        429        582        404:        34        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.7        3.4        0.0       26.8       84.4       79.4       87.8:      20.6       12.2
Old  :     100.0:      52.7        3.4        0.0       26.8       84.4       79.4       87.8:      20.6       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        23          4          0          7         16         30         20:
Old  :        50:        23          4          0          7         16         30         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       56.7       53.5       72.1       39.4       56.7       53.5       72.1
Old  :                 39.4       56.7       53.5       72.1       39.4       56.7       53.5       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 50 TROY OUNCES)                              :
     :          :                                                                            :
All  :     7,330:     3,330        297          0      2,399      6,277      5,729      6,574:     1,601        756
Old  :     7,330:     3,330        297          0      2,399      6,277      5,729      6,574:     1,601        756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :       721:       693         68          0        -79        629        614        697:       107         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        4.1        0.0       32.7       85.6       78.2       89.7:      21.8       10.3
Old  :     100.0:      45.4        4.1        0.0       32.7       85.6       78.2       89.7:      21.8       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        21          4          0          9         15         30         19:
Old  :        48:        21          4          0          9         15         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       56.5       50.5       73.5       37.1       56.5       50.5       73.2
Old  :                 37.1       56.5       50.5       73.5       37.1       56.5       50.5       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, February 1, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   162,159:    27,061      6,088     12,475    108,567    132,978    148,103    151,541:    14,056     10,618
Old  :   162,159:    27,061      6,088     12,475    108,567    132,978    148,103    151,541:    14,056     10,618
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 25, 2005                     :
     :    -5,967:     2,239       -712       -585     -7,272     -3,154     -5,618     -4,451:      -349     -1,516
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        3.8        7.7       67.0       82.0       91.3       93.5:       8.7        6.5
Old  :     100.0:      16.7        3.8        7.7       67.0       82.0       91.3       93.5:       8.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        44         17         36         68         79        129        120:
Old  :       156:        44         17         36         68         79        129        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       18.1       40.4       29.7       25.2       14.9       33.9       24.5
Old  :                 28.4       18.1       40.4       29.7       25.2       14.9       33.9       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, January 25, 2005                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   168,126:    24,822      6,800     13,060    115,839    136,132    153,721    155,992:    14,405     12,134
Old  :   168,126:    24,822      6,800     13,060    115,839    136,132    153,721    155,992:    14,405     12,134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 18, 2005                     :
     :      -255:     4,710     -1,579        923     -5,776      2,486       -143      1,830:      -112     -2,085
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8        4.0        7.8       68.9       81.0       91.4       92.8:       8.6        7.2
Old  :     100.0:      14.8        4.0        7.8       68.9       81.0       91.4       92.8:       8.6        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        36         24         38         76         83        134        128:
Old  :       158:        36         24         38         76         83        134        128:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       18.4       40.9       29.7       26.1       14.4       34.3       23.6
Old  :                 29.6       18.4       40.9       29.7       26.1       14.4       34.3       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 11, 2005