WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 29, 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  :   225,208:    55,644     46,121     19,513    123,080    124,973    198,237    190,607:    26,971     34,601
Old  :   135,022:    42,479     37,538      1,323     75,484     81,282    119,286    120,143:    15,736     14,879
Other:    90,186:    24,858     20,276      6,497     47,596     43,691     78,951     70,464:    11,235     19,722
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,049:    -6,233         27      1,096      2,730     -1,124     -2,407         -1:       358     -2,048
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       20.5        8.7       54.7       55.5       88.0       84.6:      12.0       15.4
Old  :     100.0:      31.5       27.8        1.0       55.9       60.2       88.3       89.0:      11.7       11.0
Other:     100.0:      27.6       22.5        7.2       52.8       48.4       87.5       78.1:      12.5       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       218:        72         71         50         37         53        148        145:
Old  :       192:        67         68          4         18         43         87        113:
Other:       150:        46         45         24         32         45         89        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       37.6       43.8       44.3       29.4       36.3       42.9       42.2
Old  :                 35.2       42.6       51.0       50.9       35.2       42.6       51.0       50.9
Other:                 38.8       32.2       50.2       39.6       37.1       29.2       45.2       35.9
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 22, 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  :   227,257:    61,877     46,094     18,417    120,350    126,097    200,644    190,608:    26,613     36,649
Old  :   140,789:    46,481     38,280      1,555     77,254     84,994    125,290    124,829:    15,499     15,960
Other:    86,468:    26,731     19,149      5,527     43,096     41,103     75,354     65,779:    11,114     20,689
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    12,104:     2,457      1,317      3,000      9,741      6,810     15,198     11,127:    -3,094        977
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       20.3        8.1       53.0       55.5       88.3       83.9:      11.7       16.1
Old  :     100.0:      33.0       27.2        1.1       54.9       60.4       89.0       88.7:      11.0       11.3
Other:     100.0:      30.9       22.1        6.4       49.8       47.5       87.1       76.1:      12.9       23.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        75         77         51         37         54        154        149:
Old  :       195:        65         74          3         19         41         85        117:
Other:       150:        47         43         23         31         45         93        100:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 28.3       37.7       42.7       44.2       27.9       36.6       41.8       42.6
Old  :                 35.0       43.5       49.5       51.9       35.0       43.5       49.5       51.9
Other:                 37.4       30.5       47.9       38.5       35.5       27.7       43.6       35.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 29, 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  :   667,485:   114,254     80,457     34,647    404,092    349,232    552,993    464,336:   114,492    203,149
Old  :   501,635:   104,759     83,147     16,408    292,039    274,296    413,206    373,851:    88,429    127,784
Other:   165,850:    25,147     12,962      2,587    112,053     74,936    139,787     90,485:    26,063     75,365
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -9,094:    -5,667      9,554     -1,087     -1,651    -14,827     -8,405     -6,360:      -689     -2,734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       12.1        5.2       60.5       52.3       82.8       69.6:      17.2       30.4
Old  :     100.0:      20.9       16.6        3.3       58.2       54.7       82.4       74.5:      17.6       25.5
Other:     100.0:      15.2        7.8        1.6       67.6       45.2       84.3       54.6:      15.7       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       132         67         76        178        193        346        313:
Old  :       440:       128         77         55        147        175        302        283:
Other:       299:        57         46         18         88        159        159        209:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.3       17.4       29.3       22.8       17.0       11.1       27.2       16.1
Old  :                 21.0       21.5       34.2       27.6       20.9       17.7       31.9       23.6
Other:                 42.5        8.5       51.0       15.2       40.5        8.0       48.9       14.0
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 22, 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  :   676,579:   119,921     70,903     35,734    405,743    364,059    561,398    470,696:   115,181    205,883
Old  :   513,207:   110,323     71,254     18,185    293,468    292,526    421,976    381,965:    91,231    131,242
Other:   163,372:    24,419     14,470      2,728    112,275     71,533    139,422     88,731:    23,950     74,641
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,491:    -9,118     -8,793     -1,337      9,333      1,532     -1,122     -8,598:    -6,369      1,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       10.5        5.3       60.0       53.8       83.0       69.6:      17.0       30.4
Old  :     100.0:      21.5       13.9        3.5       57.2       57.0       82.2       74.4:      17.8       25.6
Other:     100.0:      14.9        8.9        1.7       68.7       43.8       85.3       54.3:      14.7       45.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       462:       124         79         76        175        198        343        322:
Old  :       447:       125         83         55        142        180        295        292:
Other:       301:        52         49         20         90        161        158        215:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.2       18.7       29.2       23.8       17.1       12.9       27.3       17.1
Old  :                 21.0       23.0       33.6       28.0       21.0       19.4       31.9       24.0
Other:                 43.9        8.3       52.4       15.4       41.9        8.2       50.4       14.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 29, 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  :     7,444:     2,447        797         56        837      5,240      3,340      6,093:     4,104      1,351
Old  :     5,691:     2,261        701          0        689      4,082      2,950      4,783:     2,741        908
Other:     1,753:       213        123         29        148      1,158        390      1,310:     1,363        443
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       281:       202         15         52       -102        251        152        318:       129        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       10.7        0.8       11.2       70.4       44.9       81.9:      55.1       18.1
Old  :     100.0:      39.7       12.3        0.0       12.1       71.7       51.8       84.0:      48.2       16.0
Other:     100.0:      12.2        7.0        1.7        8.4       66.1       22.2       74.7:      77.8       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        13          6          4          7         16         22         24:
Old  :        36:        13          5          0          6         14         19         19:
Other:        25:         7          3          4          5         13         14         18:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 25.8       39.9       32.7       56.7       25.8       39.9       32.4       56.6
Old  :                 33.1       45.8       41.9       64.1       33.1       45.8       40.9       64.1
Other:                 12.5       48.4       19.8       63.7       10.9       48.0       17.3       63.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, March 22, 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  :     7,163:     2,245        782          4        939      4,989      3,188      5,775:     3,975      1,388
Old  :     5,544:     2,019        690          0        797      3,952      2,816      4,642:     2,728        902
Other:     1,619:       229         95          1        142      1,037        372      1,133:     1,247        486
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -326:       -95         38         -1         28       -360        -68       -323:      -258         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       10.9        0.1       13.1       69.6       44.5       80.6:      55.5       19.4
Old  :     100.0:      36.4       12.4        0.0       14.4       71.3       50.8       83.7:      49.2       16.3
Other:     100.0:      14.1        5.9        0.1        8.8       64.1       23.0       70.0:      77.0       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:        13          5          2          9         14         23         20:
Old  :        33:        12          5          0          6         12         18         17:
Other:        22:         7          2          1          6         11         14         13:
     :----------------------------------------------------------------------------------------------------
     :             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       41.2       31.5       57.7       24.0       39.1       30.8       55.7
Old  :                 30.4       47.0       39.7       65.5       30.4       44.4       38.2       62.9
Other:                 13.0       50.3       20.8       66.6       12.4       50.0       19.5       66.2
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 29, 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  :   297,970:    58,203     44,086     22,827    167,051    136,513    248,081    203,426:    49,889     94,544
Old  :   242,373:    54,410     46,944     12,355    138,152    116,764    204,917    176,063:    37,456     66,310
Other:    55,597:    11,457      4,806      2,808     28,899     19,749     43,164     27,363:    12,433     28,234
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,288:    -7,493     -3,968      1,160     -1,553     -2,648     -7,886     -5,456:     1,598       -832
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       14.8        7.7       56.1       45.8       83.3       68.3:      16.7       31.7
Old  :     100.0:      22.4       19.4        5.1       57.0       48.2       84.5       72.6:      15.5       27.4
Other:     100.0:      20.6        8.6        5.1       52.0       35.5       77.6       49.2:      22.4       50.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       338:        99         96         86         81        103        244        237:
Old  :       334:        94        107         65         66         98        209        228:
Other:       173:        56         31         22         43         62        104        111:
     :----------------------------------------------------------------------------------------------------
     :             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       14.3       37.7       21.8       23.8       12.2       34.2       18.2
Old  :                 28.5       16.8       42.5       25.8       26.9       15.2       38.4       22.3
Other:                 28.4       11.4       39.6       19.8       27.6       10.2       37.3       17.9
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 22, 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  :   304,258:    65,696     48,054     21,667    168,604    139,161    255,967    208,882:    48,291     95,376
Old  :   249,398:    61,456     51,323     11,752    139,674    119,368    212,882    182,443:    36,516     66,955
Other:    54,860:    11,675      4,166      2,480     28,930     19,793     43,085     26,439:    11,775     28,421
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -3,948:    -1,366     -9,629      4,169     -2,712      3,307         91     -2,153:    -4,039     -1,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       15.8        7.1       55.4       45.7       84.1       68.7:      15.9       31.3
Old  :     100.0:      24.6       20.6        4.7       56.0       47.9       85.4       73.2:      14.6       26.8
Other:     100.0:      21.3        7.6        4.5       52.7       36.1       78.5       48.2:      21.5       51.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       105        106         88         86        106        258        251:
Old  :       356:        99        123         64         71        102        220        242:
Other:       180:        63         29         20         44         64        113        108:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 27.7       14.4       38.0       23.0       24.7       12.2       34.5       18.7
Old  :                 29.7       16.9       42.2       27.2       27.1       15.6       38.1       22.6
Other:                 28.9       11.3       40.8       19.7       28.2       10.1       39.1       17.8
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,753:    12,957      3,632        416        312        865     13,685      4,913:     3,068     11,840
Old  :     9,001:     5,978      2,982        317        302        499      6,597      3,798:     2,404      5,203
Other:     7,752:     7,061        732         17         10        366      7,088      1,115:       664      6,637
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -511:    -1,048       -634        103          0          2       -945       -529:       434         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.3       21.7        2.5        1.9        5.2       81.7       29.3:      18.3       70.7
Old  :     100.0:      66.4       33.1        3.5        3.4        5.5       73.3       42.2:      26.7       57.8
Other:     100.0:      91.1        9.4        0.2        0.1        4.7       91.4       14.4:       8.6       85.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        13          8          9          2          3         20         15:
Old  :        24:        11         10          5          2          2         18         12:
Other:        14:         8          4          4          1          2         10          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 57.4       17.0       70.6       24.9       57.4       17.0       70.3       24.1
Old  :                 46.3       26.1       61.0       38.8       46.3       25.6       61.0       35.7
Other:                 82.4       14.0       91.3       14.4       82.2       13.8       91.1       14.0
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 22, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    17,264:    14,005      4,266        313        312        863     14,630      5,442:     2,634     11,822
Old  :     9,350:     6,918      3,595        226        302        499      7,446      4,320:     1,904      5,030
Other:     7,914:     7,158        742         16         10        364      7,184      1,122:       730      6,792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       156:       908        113        116       -176         15        848        244:      -692        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.1       24.7        1.8        1.8        5.0       84.7       31.5:      15.3       68.5
Old  :     100.0:      74.0       38.4        2.4        3.2        5.3       79.6       46.2:      20.4       53.8
Other:     100.0:      90.4        9.4        0.2        0.1        4.6       90.8       14.2:       9.2       85.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        15          8         10          2          3         23         16:
Old  :        27:        14          9          4          2          2         19         13:
Other:        17:        10          5          3          1          2         12          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 58.6       18.7       71.7       26.3       58.5       18.6       71.5       26.0
Old  :                 49.9       28.5       63.5       41.1       49.9       28.5       63.2       41.0
Other:                 80.4       13.3       90.5       14.2       80.3       13.1       90.3       13.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 29, 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  :   160,122:    33,043     13,909     21,787     76,071    110,184    130,901    145,880:    29,221     14,242
Old  :   132,397:    31,360     15,757     14,687     62,582     89,810    108,629    120,254:    23,768     12,143
Other:    27,725:     4,733      1,202      4,050     13,489     20,374     22,272     25,626:     5,453      2,099
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -3,003:    -1,633         25        299     -2,873     -3,751     -4,207     -3,427:     1,204        424
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6        8.7       13.6       47.5       68.8       81.8       91.1:      18.2        8.9
Old  :     100.0:      23.7       11.9       11.1       47.3       67.8       82.0       90.8:      18.0        9.2
Other:     100.0:      17.1        4.3       14.6       48.7       73.5       80.3       92.4:      19.7        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        42         26         32         42         43        105         90:
Old  :       134:        43         29         28         40         43         99         90:
Other:        48:         9         11         11         18         17         33         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  :                 19.0       38.3       29.5       50.5       19.0       36.1       28.5       46.2
Old  :                 19.5       35.8       30.6       49.1       19.5       35.3       29.3       45.2
Other:                 44.8       59.8       57.8       73.3       41.1       52.6       50.0       60.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 22, 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  :   163,125:    34,676     13,884     21,488     78,944    113,935    135,108    149,307:    28,017     13,818
Old  :   135,043:    33,518     15,856     13,644     64,945     93,519    112,107    123,019:    22,936     12,024
Other:    28,082:     4,851      1,721      4,151     13,999     20,416     23,001     26,288:     5,081      1,794
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,563:    -3,813        389     -2,690      3,304     -3,808     -3,199     -6,109:    -3,364       -454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3        8.5       13.2       48.4       69.8       82.8       91.5:      17.2        8.5
Old  :     100.0:      24.8       11.7       10.1       48.1       69.3       83.0       91.1:      17.0        8.9
Other:     100.0:      17.3        6.1       14.8       49.9       72.7       81.9       93.6:      18.1        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        46         27         35         42         42        108         94:
Old  :       139:        47         31         31         40         42        102         94:
Other:        50:         9         13         12         19         16         36         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  :                 19.0       40.7       29.7       53.0       19.0       37.9       28.4       48.2
Old  :                 19.5       38.9       30.5       52.1       19.5       38.3       29.5       48.0
Other:                 45.9       59.2       58.7       73.2       42.9       51.8       51.7       60.7
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, March 29, 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  :   749,499:   115,167    157,507     30,145    490,859    394,700    636,171    582,352:   113,328    167,147
Old  :   749,499:   115,167    157,507     30,145    490,859    394,700    636,171    582,352:   113,328    167,147
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     8,011:      -584      5,501       -856     12,611      2,791     11,171      7,436:    -3,160        575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       21.0        4.0       65.5       52.7       84.9       77.7:      15.1       22.3
Old  :     100.0:      15.4       21.0        4.0       65.5       52.7       84.9       77.7:      15.1       22.3
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  :       163:        36         32         28         58         73        107        122:
Old  :       163:        36         32         28         58         73        107        122:
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  :                 27.3       17.8       37.6       30.2       19.9       16.0       27.7       23.9
Old  :                 27.3       17.8       37.6       30.2       19.9       16.0       27.7       23.9
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, March 22, 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  :   741,488:   115,751    152,006     31,001    478,248    391,909    625,000    574,916:   116,488    166,572
Old  :   741,488:   115,751    152,006     31,001    478,248    391,909    625,000    574,916:   116,488    166,572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -14,004:   -11,880        371     -6,313      9,696     -4,179     -8,497    -10,121:    -5,507     -3,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       20.5        4.2       64.5       52.9       84.3       77.5:      15.7       22.5
Old  :     100.0:      15.6       20.5        4.2       64.5       52.9       84.3       77.5:      15.7       22.5
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  :       176:        40         37         29         64         75        116        131:
Old  :       176:        40         37         29         64         75        116        131:
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  :                 24.0       16.6       33.9       28.5       17.0       15.4       23.1       23.0
Old  :                 24.0       16.6       33.9       28.5       17.0       15.4       23.1       23.0
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, March 29, 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  :   136,433:    31,126     19,224     15,373     61,024     81,617    107,523    116,214:    28,910     20,219
Old  :   109,196:    30,691     19,357     10,363     43,924     62,276     84,978     91,996:    24,218     17,200
Other:    27,237:     1,790      1,222      3,655     17,100     19,341     22,545     24,218:     4,692      3,019
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -5,253:    -4,059       -919     -1,232        207     -3,019     -5,084     -5,170:      -169        -83
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       14.1       11.3       44.7       59.8       78.8       85.2:      21.2       14.8
Old  :     100.0:      28.1       17.7        9.5       40.2       57.0       77.8       84.2:      22.2       15.8
Other:     100.0:       6.6        4.5       13.4       62.8       71.0       82.8       88.9:      17.2       11.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        42         29         33         50         49        119         99:
Old  :       151:        49         29         26         48         48        112         96:
Other:        65:        11         15         14         29         24         49         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  :                 16.8       26.2       27.1       39.2       12.5       20.0       19.2       29.7
Old  :                 14.0       26.4       24.8       36.9       13.4       23.4       21.4       31.9
Other:                 44.3       55.6       55.4       68.0       42.2       55.1       51.5       62.9
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 22, 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  :   141,686:    35,185     20,143     16,605     60,817     84,636    112,607    121,384:    29,079     20,302
Old  :   114,860:    34,077     20,140     11,326     44,717     66,510     90,120     97,976:    24,740     16,884
Other:    26,826:     2,677      1,572      3,710     16,100     18,126     22,487     23,408:     4,339      3,418
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -9,927:    -1,881      1,322        896     -6,260    -11,771     -7,245     -9,553:    -2,682       -374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       14.2       11.7       42.9       59.7       79.5       85.7:      20.5       14.3
Old  :     100.0:      29.7       17.5        9.9       38.9       57.9       78.5       85.3:      21.5       14.7
Other:     100.0:      10.0        5.9       13.8       60.0       67.6       83.8       87.3:      16.2       12.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        48         29         36         49         48        123        102:
Old  :       156:        53         30         29         47         47        116         99:
Other:        65:        14         14         14         27         23         49         43:
     :----------------------------------------------------------------------------------------------------
     :             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       26.7       26.5       40.1       12.3       22.1       19.2       30.9
Old  :                 13.8       28.9       24.2       39.2       13.1       26.0       21.0       34.8
Other:                 46.2       52.5       58.5       66.6       43.6       52.0       52.7       60.3
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 29, 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  :     5,996:     3,265      1,881        158        792      2,805      4,215      4,844:     1,781      1,152
Old  :     5,841:     3,264      1,830        128        770      2,760      4,162      4,718:     1,679      1,123
Other:       155:         6         56         25         22         45         53        126:       102         29
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       180:       245          8         11        -80        171        176        190:         4        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.5       31.4        2.6       13.2       46.8       70.3       80.8:      29.7       19.2
Old  :     100.0:      55.9       31.3        2.2       13.2       47.3       71.3       80.8:      28.7       19.2
Other:     100.0:       3.9       36.1       16.1       14.2       29.0       34.2       81.3:      65.8       18.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        14         12          8          7         11         26         26:
Old  :        39:        14         12          6          6         11         23         26:
Other:        12:         3          4          3          2          4          7          9:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.8       35.8       53.2       57.2       41.8       32.1       51.8       51.4
Old  :                 42.9       36.4       54.6       58.0       42.9       32.6       53.2       52.1
Other:                 29.7       68.4       34.2       80.0       16.8       52.3       16.8       63.9
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, March 22, 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  :     5,816:     3,020      1,873        147        872      2,634      4,039      4,654:     1,777      1,162
Old  :     5,685:     3,024      1,825        123        850      2,603      3,997      4,551:     1,688      1,134
Other:       131:         0         52         20         22         31         42        103:        89         28
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       164:        76         51        -19         56        299        113        331:        51       -167
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.9       32.2        2.5       15.0       45.3       69.4       80.0:      30.6       20.0
Old  :     100.0:      53.2       32.1        2.2       15.0       45.8       70.3       80.1:      29.7       19.9
Other:     100.0:       0.0       39.7       15.3       16.8       23.7       32.1       78.6:      67.9       21.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        11         12          5          7         11         23         24:
Old  :        37:        12         12          4          6         11         21         24:
Other:         9:         0          4          2          2          4          4          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  :                 41.7       34.7       54.2       56.3       41.7       30.7       52.4       49.3
Old  :                 42.6       35.5       55.4       57.1       42.6       31.4       53.6       50.1
Other:                 32.1       65.6       32.1       78.6       15.3       48.9       15.3       61.8
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, March 29, 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  :   331,576:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,612    106,517
Old  :   331,576:   114,442     79,228        145    164,377    145,686    278,964    225,059:    52,612    106,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,052:      -861      3,689       -724      7,874     -1,678      6,289      1,287:    -5,237       -235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
Old  :     100.0:      34.5       23.9        0.0       49.6       43.9       84.1       67.9:      15.9       32.1
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  :       104:        18         28          2         41         43         60         72:
Old  :       104:        18         28          2         41         43         60         72:
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       18.4       42.0       28.9       29.7       16.5       41.3       26.7
Old  :                 30.0       18.4       42.0       28.9       29.7       16.5       41.3       26.7
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, March 22, 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  :   330,524:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,849    106,752
Old  :   330,524:   115,303     75,539        869    156,503    147,364    272,675    223,772:    57,849    106,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     8,972:    10,735      3,706     -1,422     -4,305      9,710      5,008     11,994:     3,964     -3,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
Old  :     100.0:      34.9       22.9        0.3       47.3       44.6       82.5       67.7:      17.5       32.3
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  :       104:        17         29          3         38         45         56         76:
Old  :       104:        17         29          3         38         45         56         76:
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       16.9       41.2       26.1       29.4       15.5       40.3       24.7
Old  :                 29.8       16.9       41.2       26.1       29.4       15.5       40.3       24.7
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, March 29, 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  : 2,087,600:   436,571    650,801     72,983  1,410,297    885,093  1,919,851  1,608,877:   167,749    478,723
Old  : 2,087,600:   436,571    650,801     72,983  1,410,297    885,093  1,919,851  1,608,877:   167,749    478,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -31,582:     8,202      3,047     12,082    -29,925     21,082     -9,641     36,211:   -21,941    -67,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       31.2        3.5       67.6       42.4       92.0       77.1:       8.0       22.9
Old  :     100.0:      20.9       31.2        3.5       67.6       42.4       92.0       77.1:       8.0       22.9
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  :       259:        41         77         40         80        118        140        216:
Old  :       259:        41         77         40         80        118        140        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  :                 40.9       15.6       59.5       23.7       39.7       14.6       55.7       21.9
Old  :                 40.9       15.6       59.5       23.7       39.7       14.6       55.7       21.9
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, March 22, 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  : 2,119,182:   428,369    647,754     60,901  1,440,222    864,011  1,929,492  1,572,666:   189,690    546,516
Old  : 2,119,182:   428,369    647,754     60,901  1,440,222    864,011  1,929,492  1,572,666:   189,690    546,516
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    62,255:    14,038     86,369     -2,135     56,912    -10,406     68,815     73,828:    -6,560    -11,573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       30.6        2.9       68.0       40.8       91.0       74.2:       9.0       25.8
Old  :     100.0:      20.2       30.6        2.9       68.0       40.8       91.0       74.2:       9.0       25.8
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  :       281:        39         89         37         81        132        139        239:
Old  :       281:        39         89         37         81        132        139        239:
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  :                 40.3       14.1       60.7       22.4       39.1       13.7       57.5       20.9
Old  :                 40.3       14.1       60.7       22.4       39.1       13.7       57.5       20.9
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, March 29, 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  : 1,366,600:   219,898    337,737     37,733    971,044    637,494  1,228,675  1,012,964:   137,925    353,636
Old  : 1,366,600:   219,898    337,737     37,733    971,044    637,494  1,228,675  1,012,964:   137,925    353,636
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    43,645:     6,902      9,968      7,825     38,675     33,006     53,402     50,799:    -9,757     -7,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.7        2.8       71.1       46.6       89.9       74.1:      10.1       25.9
Old  :     100.0:      16.1       24.7        2.8       71.1       46.6       89.9       74.1:      10.1       25.9
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  :       181:        35         49         23         59         76        107        135:
Old  :       181:        35         49         23         59         76        107        135:
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  :                 35.2       18.9       47.1       28.8       26.4       13.3       38.0       21.6
Old  :                 35.2       18.9       47.1       28.8       26.4       13.3       38.0       21.6
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, March 22, 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  : 1,322,955:   212,996    327,769     29,908    932,369    604,488  1,175,273    962,165:   147,682    360,790
Old  : 1,322,955:   212,996    327,769     29,908    932,369    604,488  1,175,273    962,165:   147,682    360,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -65,951:    -1,873    -38,992     -4,129    -70,884    -44,884    -76,886    -88,005:    10,935     22,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       24.8        2.3       70.5       45.7       88.8       72.7:      11.2       27.3
Old  :     100.0:      16.1       24.8        2.3       70.5       45.7       88.8       72.7:      11.2       27.3
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  :       189:        30         62         27         55         78        103        149:
Old  :       189:        30         62         27         55         78        103        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  :                 33.0       17.8       45.8       27.2       25.9       13.5       38.1       21.0
Old  :                 33.0       17.8       45.8       27.2       25.9       13.5       38.1       21.0
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, March 29, 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  :   504,137:   201,437     39,903     52,129    210,253    376,513    463,819    468,545:    40,318     35,592
Old  :   504,137:   201,437     39,903     52,129    210,253    376,513    463,819    468,545:    40,318     35,592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -20,441:   -29,102     -9,216      6,210      8,344    -13,175    -14,548    -16,181:    -5,893     -4,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        7.9       10.3       41.7       74.7       92.0       92.9:       8.0        7.1
Old  :     100.0:      40.0        7.9       10.3       41.7       74.7       92.0       92.9:       8.0        7.1
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  :       110:        37         13         30         50         49         96         85:
Old  :       110:        37         13         30         50         49         96         85:
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       40.7       49.1       52.2       32.1       40.5       42.1       50.4
Old  :                 36.3       40.7       49.1       52.2       32.1       40.5       42.1       50.4
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, March 22, 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  :   524,578:   230,539     49,119     45,919    201,909    389,688    478,367    484,726:    46,211     39,852
Old  :   524,578:   230,539     49,119     45,919    201,909    389,688    478,367    484,726:    46,211     39,852
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    34,917:     4,542      2,973     -3,962     26,125     31,650     26,705     30,661:     8,212      4,256
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9        9.4        8.8       38.5       74.3       91.2       92.4:       8.8        7.6
Old  :     100.0:      43.9        9.4        8.8       38.5       74.3       91.2       92.4:       8.8        7.6
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  :       106:        37         12         27         47         45         90         79:
Old  :       106:        37         12         27         47         45         90         79:
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  :                 38.6       43.3       53.1       55.6       35.2       43.3       47.2       54.2
Old  :                 38.6       43.3       53.1       55.6       35.2       43.3       47.2       54.2
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, March 29, 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  :    38,330:     9,745      6,152          0     20,292     26,351     30,037     32,503:     8,293      5,827
Old  :    38,330:     9,745      6,152          0     20,292     26,351     30,037     32,503:     8,293      5,827
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -158:      -263        999          0       -947         60     -1,210      1,059:     1,052     -1,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       16.1        0.0       52.9       68.7       78.4       84.8:      21.6       15.2
Old  :     100.0:      25.4       16.1        0.0       52.9       68.7       78.4       84.8:      21.6       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  :        56:        17         13          0         15         11         32         24:
Old  :        56:        17         13          0         15         11         32         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  :                 36.7       63.2       51.2       73.0       36.7       63.2       51.2       73.0
Old  :                 36.7       63.2       51.2       73.0       36.7       63.2       51.2       73.0
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, March 22, 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  :    38,488:    10,008      5,153          0     21,239     26,291     31,247     31,444:     7,241      7,044
Old  :    38,488:    10,008      5,153          0     21,239     26,291     31,247     31,444:     7,241      7,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -24,849:    -4,594      1,505     -2,487    -15,546    -17,197    -22,627    -18,179:    -2,222     -6,670
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       13.4        0.0       55.2       68.3       81.2       81.7:      18.8       18.3
Old  :     100.0:      26.0       13.4        0.0       55.2       68.3       81.2       81.7:      18.8       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  :        55:        20          9          0         17         10         37         19:
Old  :        55:        20          9          0         17         10         37         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  :                 37.7       63.2       52.3       72.7       37.7       63.2       52.3       72.5
Old  :                 37.7       63.2       52.3       72.7       37.7       63.2       52.3       72.5
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, March 29, 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  :    31,697:    11,498      9,439        442      9,452     14,754     21,392     24,635:    10,305      7,062
Old  :    31,697:    11,498      9,439        442      9,452     14,754     21,392     24,635:    10,305      7,062
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       819:     1,202      1,978       -102      1,214     -2,201      2,314       -325:    -1,495      1,144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       29.8        1.4       29.8       46.5       67.5       77.7:      32.5       22.3
Old  :     100.0:      36.3       29.8        1.4       29.8       46.5       67.5       77.7:      32.5       22.3
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  :        63:        27         16          2         10         12         37         30:
Old  :        63:        27         16          2         10         12         37         30:
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  :                 29.1       41.3       39.3       54.4       29.1       41.3       39.3       54.3
Old  :                 29.1       41.3       39.3       54.4       29.1       41.3       39.3       54.3
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, March 22, 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  :    30,878:    10,296      7,461        544      8,238     16,955     19,078     24,960:    11,800      5,918
Old  :    30,878:    10,296      7,461        544      8,238     16,955     19,078     24,960:    11,800      5,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -39,311:    -1,327    -20,077     -3,274    -25,825    -10,295    -30,426    -33,646:    -8,885     -5,665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       24.2        1.8       26.7       54.9       61.8       80.8:      38.2       19.2
Old  :     100.0:      33.3       24.2        1.8       26.7       54.9       61.8       80.8:      38.2       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  :        58:        23         13          2         10         15         34         29:
Old  :        58:        23         13          2         10         15         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  :                 24.6       41.7       36.2       53.7       24.6       41.7       36.2       53.6
Old  :                 24.6       41.7       36.2       53.7       24.6       41.7       36.2       53.6
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, March 29, 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  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Old  :    34,368:     4,243      6,863      1,046     28,921     24,692     34,210     32,601:       158      1,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -247:        61        289          0       -308       -881       -247       -592:         0        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        5.1
Old  :     100.0:      12.3       20.0        3.0       84.2       71.8       99.5       94.9:       0.5        5.1
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  :        62:         5         23          4         19         21         27         45:
Old  :        62:         5         23          4         19         21         27         45:
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  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
Old  :                 41.5       44.9       71.9       62.6       41.5       44.4       71.8       62.1
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, March 22, 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  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Old  :    34,615:     4,182      6,574      1,046     29,229     25,573     34,457     33,193:       158      1,422
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,886:       109       -302        -65     -1,992     -1,731     -1,948     -2,098:        62        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
Old  :     100.0:      12.1       19.0        3.0       84.4       73.9       99.5       95.9:       0.5        4.1
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  :        61:         5         23          4         18         20         26         44:
Old  :        61:         5         23          4         18         20         26         44:
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  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
Old  :                 45.4       45.6       73.3       63.8       45.4       45.1       73.2       63.3
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, March 29, 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  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Old  :    12,983:         0      2,204          0     12,838     10,666     12,838     12,870:       145        113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,202:         0       -477          0       -287          0       -287       -477:      -915       -725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
Old  :     100.0:       0.0       17.0        0.0       98.9       82.2       98.9       99.1:       1.1        0.9
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:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         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  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
Old  :                 96.6       71.9       98.9       83.3       96.6       71.9       98.9       83.3
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, March 22, 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  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Old  :    14,185:         0      2,681          0     13,125     10,666     13,125     13,347:     1,060        838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       147:         0       -329          0       -912       -250       -912       -579:     1,059        726
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        5.9
Old  :     100.0:       0.0       18.9        0.0       92.5       75.2       92.5       94.1:       7.5        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  :        24:         0         10          0          5          9          5         19:
Old  :        24:         0         10          0          5          9          5         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  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
Old  :                 90.4       65.9       92.5       77.8       90.4       65.9       92.5       77.8
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, March 29, 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  :    25,121:     2,671      2,621      1,192     15,767     15,416     19,630     19,229:     5,491      5,892
Old  :    25,121:     2,671      2,621      1,192     15,767     15,416     19,630     19,229:     5,491      5,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       257:       315         31        -99         -5        239        211        171:        46         86
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       10.4        4.7       62.8       61.4       78.1       76.5:      21.9       23.5
Old  :     100.0:      10.6       10.4        4.7       62.8       61.4       78.1       76.5:      21.9       23.5
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:        13          6         14         19         18         36         34:
Old  :        46:        13          6         14         19         18         36         34:
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  :                 50.0       36.4       64.1       55.5       49.2       35.5       60.6       53.1
Old  :                 50.0       36.4       64.1       55.5       49.2       35.5       60.6       53.1
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, March 22, 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  :    24,864:     2,356      2,590      1,291     15,772     15,177     19,419     19,058:     5,445      5,806
Old  :    24,864:     2,356      2,590      1,291     15,772     15,177     19,419     19,058:     5,445      5,806
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,721:       -20        138        224      1,163        943      1,367      1,305:       354        416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       10.4        5.2       63.4       61.0       78.1       76.6:      21.9       23.4
Old  :     100.0:       9.5       10.4        5.2       63.4       61.0       78.1       76.6:      21.9       23.4
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  :        45:        11          6         13         19         19         35         34:
Old  :        45:        11          6         13         19         19         35         34:
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  :                 50.4       36.2       64.0       55.4       49.6       35.3       60.1       52.9
Old  :                 50.4       36.2       64.0       55.4       49.6       35.3       60.1       52.9
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, March 29, 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  :    89,828:    17,885      7,024     12,357     44,021     40,149     74,263     59,530:    15,565     30,298
Old  :    86,236:    18,090      7,141     11,704     41,922     38,686     71,716     57,531:    14,520     28,705
Other:     3,592:       370        458         78      2,099      1,463      2,547      1,999:     1,045      1,593
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,216:      -409         30       -662       -209       -784     -1,280     -1,416:        64        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9        7.8       13.8       49.0       44.7       82.7       66.3:      17.3       33.7
Old  :     100.0:      21.0        8.3       13.6       48.6       44.9       83.2       66.7:      16.8       33.3
Other:     100.0:      10.3       12.8        2.2       58.4       40.7       70.9       55.7:      29.1       44.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        54         26         49         22         33        100         98:
Old  :       139:        51         29         49         22         33        100         98:
Other:        31:        11          5          1          3         13         14         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.1       20.7       41.1       32.0       29.1       20.1       40.4       28.7
Old  :                 30.3       20.6       41.7       32.4       30.3       20.2       41.6       30.3
Other:                 62.8       33.9       69.0       46.6       60.8       33.9       64.8       46.6
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, March 22, 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  :    91,044:    18,294      6,994     13,019     44,230     40,933     75,543     60,946:    15,501     30,098
Old  :    87,657:    18,507      7,086     12,516     42,246     39,634     73,269     59,236:    14,388     28,421
Other:     3,387:       290        411          0      1,984      1,299      2,274      1,710:     1,113      1,677
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,253:      -417     -1,288      1,575      1,319      1,002      2,477      1,289:    -1,224        -36
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.7       14.3       48.6       45.0       83.0       66.9:      17.0       33.1
Old  :     100.0:      21.1        8.1       14.3       48.2       45.2       83.6       67.6:      16.4       32.4
Other:     100.0:       8.6       12.1        0.0       58.6       38.4       67.1       50.5:      32.9       49.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        54         23         48         23         35        103         95:
Old  :       138:        53         24         46         22         35        101         94:
Other:        30:         8          7          0          4         13         12         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.7       20.6       41.0       31.7       29.7       20.0       40.9       28.9
Old  :                 30.8       20.7       42.1       32.2       30.8       20.1       41.7       30.7
Other:                 61.5       32.4       65.4       45.4       59.3       32.4       63.1       44.6
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 29, 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  :     2,513:        95        605         74      1,718        611      1,887      1,290:       626      1,223
Old  :     2,511:        95        605         73      1,717        610      1,885      1,288:       626      1,223
Other:         2:         0          0          1          1          1          2          2:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -204:       -31       -256        -48        -26        128       -105       -176:       -99        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8       24.1        2.9       68.4       24.3       75.1       51.3:      24.9       48.7
Old  :     100.0:       3.8       24.1        2.9       68.4       24.3       75.1       51.3:      24.9       48.7
Other:     100.0:       0.0        0.0       50.0       50.0       50.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          9          2         10          3         14         12:
Old  :        22:         2          9          2         10          3         14         12:
Other:         2:         0          0          1          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  :                 56.5       31.6       67.3       45.2       51.1       30.5       61.2       39.4
Old  :                 56.6       31.6       67.3       45.2       51.2       30.5       61.3       39.4
Other:                100.0      100.0      100.0      100.0        0.0        0.0        0.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 22, 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  :     2,717:       126        861        122      1,744        483      1,992      1,466:       725      1,251
Old  :     2,715:       126        861        121      1,744        483      1,991      1,465:       724      1,250
Other:         2:         0          0          1          0          0          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -284:      -213       -505        -33        -13         65       -259       -473:       -25        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       31.7        4.5       64.2       17.8       73.3       54.0:      26.7       46.0
Old  :     100.0:       4.6       31.7        4.5       64.2       17.8       73.3       54.0:      26.7       46.0
Other:     100.0:       0.0        0.0       50.0        0.0        0.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3         14          2          8          2         13         16:
Old  :        26:         3         14          2          8          2         13         16:
Other:         1:         0          0          1          0          0          1          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 54.4       27.1       65.1       40.3       51.0       27.1       61.2       39.1
Old  :                 54.4       27.1       65.1       40.3       51.0       27.1       61.2       39.1
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, March 29, 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  :   153,910:    46,067     17,604     13,842     73,291     80,960    133,200    112,406:    20,710     41,504
Old  :   153,910:    46,067     17,604     13,842     73,291     80,960    133,200    112,406:    20,710     41,504
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,371:      -639      1,824        683        255       -525        299      1,982:     1,072       -611
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       11.4        9.0       47.6       52.6       86.5       73.0:      13.5       27.0
Old  :     100.0:      29.9       11.4        9.0       47.6       52.6       86.5       73.0:      13.5       27.0
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  :       233:        62         32         41         71        115        159        172:
Old  :       233:        62         32         41         71        115        159        172:
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  :                 20.8       13.5       34.8       23.0       20.6       13.0       33.0       21.8
Old  :                 20.8       13.5       34.8       23.0       20.6       13.0       33.0       21.8
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, March 22, 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  :   152,539:    46,706     15,780     13,159     73,036     81,485    132,901    110,424:    19,638     42,115
Old  :   152,539:    46,706     15,780     13,159     73,036     81,485    132,901    110,424:    19,638     42,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     3,043:    -6,506     -1,744      2,813      5,703      2,596      2,010      3,665:     1,033       -622
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       10.3        8.6       47.9       53.4       87.1       72.4:      12.9       27.6
Old  :     100.0:      30.6       10.3        8.6       47.9       53.4       87.1       72.4:      12.9       27.6
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  :       232:        54         36         40         69        117        152        175:
Old  :       232:        54         36         40         69        117        152        175:
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  :                 21.9       13.2       36.3       21.9       21.5       12.8       34.1       21.4
Old  :                 21.9       13.2       36.3       21.9       21.5       12.8       34.1       21.4
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, March 29, 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  :     5,023:     1,983        512         84      1,059      3,346      3,126      3,942:     1,897      1,081
Old  :     5,023:     1,983        512         84      1,059      3,346      3,126      3,942:     1,897      1,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         1:        92         -7        -11          9        111         90         93:       -89        -92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       10.2        1.7       21.1       66.6       62.2       78.5:      37.8       21.5
Old  :     100.0:      39.5       10.2        1.7       21.1       66.6       62.2       78.5:      37.8       21.5
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  :        52:        21          7          5         16         16         40         25:
Old  :        52:        21          7          5         16         16         40         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  :                 19.7       51.1       31.4       62.1       19.3       50.9       30.0       61.8
Old  :                 19.7       51.1       31.4       62.1       19.3       50.9       30.0       61.8
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, March 22, 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  :     5,022:     1,891        519         95      1,050      3,235      3,036      3,849:     1,986      1,173
Old  :     5,022:     1,891        519         95      1,050      3,235      3,036      3,849:     1,986      1,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       198:       -94         81        -12        296        191        190        260:         8        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7       10.3        1.9       20.9       64.4       60.5       76.6:      39.5       23.4
Old  :     100.0:      37.7       10.3        1.9       20.9       64.4       60.5       76.6:      39.5       23.4
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  :        51:        19          9          6         14         16         38         26:
Old  :        51:        19          9          6         14         16         38         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  :                 19.9       49.7       31.0       60.5       19.4       49.7       29.4       60.5
Old  :                 19.9       49.7       31.0       60.5       19.4       49.7       29.4       60.5
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, March 29, 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  :    26,454:     9,733      2,354      5,749      6,780      6,442     22,262     14,545:     4,192     11,909
Old  :    26,454:     9,733      2,354      5,749      6,780      6,442     22,262     14,545:     4,192     11,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -435:      -934       -431        479       -144          2       -599         50:       164       -485
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.8        8.9       21.7       25.6       24.4       84.2       55.0:      15.8       45.0
Old  :     100.0:      36.8        8.9       21.7       25.6       24.4       84.2       55.0:      15.8       45.0
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  :       127:        47         15         16         25         43         79         70:
Old  :       127:        47         15         16         25         43         79         70:
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       19.5       38.2       25.2       15.6        7.4       24.7       12.5
Old  :                 26.0       19.5       38.2       25.2       15.6        7.4       24.7       12.5
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, March 22, 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  :    26,889:    10,667      2,785      5,270      6,924      6,440     22,861     14,495:     4,028     12,394
Old  :    26,889:    10,667      2,785      5,270      6,924      6,440     22,861     14,495:     4,028     12,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       771:       317         36        605       -116        381        806      1,022:       -35       -251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.7       10.4       19.6       25.8       24.0       85.0       53.9:      15.0       46.1
Old  :     100.0:      39.7       10.4       19.6       25.8       24.0       85.0       53.9:      15.0       46.1
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  :       125:        47         18         18         25         45         80         74:
Old  :       125:        47         18         18         25         45         80         74:
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       19.1       40.1       24.7       16.5        8.3       26.9       13.2
Old  :                 27.6       19.1       40.1       24.7       16.5        8.3       26.9       13.2
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, March 29, 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  :    81,193:    35,455      8,765        630     14,226     56,091     50,311     65,486:    30,882     15,707
Old  :    81,193:    35,455      8,765        630     14,226     56,091     50,311     65,486:    30,882     15,707
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -8,651:    -7,688     -2,831          5       -459     -6,666     -8,142     -9,492:      -509        841
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7       10.8        0.8       17.5       69.1       62.0       80.7:      38.0       19.3
Old  :     100.0:      43.7       10.8        0.8       17.5       69.1       62.0       80.7:      38.0       19.3
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  :        64:        24          9          2         15         21         40         31:
Old  :        64:        24          9          2         15         21         40         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  :                 22.0       32.7       35.3       51.5       22.0       32.7       35.3       51.4
Old  :                 22.0       32.7       35.3       51.5       22.0       32.7       35.3       51.4
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, March 22, 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  :    89,844:    43,143     11,596        625     14,685     62,757     58,453     74,978:    31,391     14,866
Old  :    89,844:    43,143     11,596        625     14,685     62,757     58,453     74,978:    31,391     14,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -35,347:     6,884      1,487       -279    -37,506    -14,667    -30,901    -13,459:    -4,446    -21,888
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       12.9        0.7       16.3       69.9       65.1       83.5:      34.9       16.5
Old  :     100.0:      48.0       12.9        0.7       16.3       69.9       65.1       83.5:      34.9       16.5
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  :        70:        25         12          3         16         22         42         36:
Old  :        70:        25         12          3         16         22         42         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  :                 24.4       36.6       38.3       54.1       24.4       36.6       38.3       54.0
Old  :                 24.4       36.6       38.3       54.1       24.4       36.6       38.3       54.0
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, March 29, 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  :    42,256:     2,168     16,210          1     30,785     11,683     32,954     27,894:     9,302     14,362
Old  :    42,256:     2,168     16,210          1     30,785     11,683     32,954     27,894:     9,302     14,362
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     3,978:    -3,074       -388          0     10,819       -113      7,745       -501:    -3,767      4,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       38.4        0.0       72.9       27.6       78.0       66.0:      22.0       34.0
Old  :     100.0:       5.1       38.4        0.0       72.9       27.6       78.0       66.0:      22.0       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  :        28:         4          8          1         13          4         18         12:
Old  :        28:         4          8          1         13          4         18         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  :                 50.3       46.8       64.1       59.7       50.3       46.8       61.8       59.1
Old  :                 50.3       46.8       64.1       59.7       50.3       46.8       61.8       59.1
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, March 22, 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  :    38,278:     5,242     16,598          1     19,966     11,796     25,209     28,395:    13,069      9,883
Old  :    38,278:     5,242     16,598          1     19,966     11,796     25,209     28,395:    13,069      9,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -3,526:    -5,413      6,103          0      5,136    -10,728       -277     -4,625:    -3,249      1,099
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       43.4        0.0       52.2       30.8       65.9       74.2:      34.1       25.8
Old  :     100.0:      13.7       43.4        0.0       52.2       30.8       65.9       74.2:      34.1       25.8
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  :        26:         6          7          1         11          4         18         11:
Old  :        26:         6          7          1         11          4         18         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  :                 36.2       59.3       51.4       70.5       36.1       59.3       49.9       68.2
Old  :                 36.2       59.3       51.4       70.5       36.1       59.3       49.9       68.2
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, March 29, 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  :    60,526:    32,692      8,860        300     20,465     47,469     53,457     56,629:     7,069      3,897
Old  :    60,526:    32,692      8,860        300     20,465     47,469     53,457     56,629:     7,069      3,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -5,258:    -4,970      4,209         40      3,672     -8,984     -1,258     -4,735:    -4,000       -523
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.0       14.6        0.5       33.8       78.4       88.3       93.6:      11.7        6.4
Old  :     100.0:      54.0       14.6        0.5       33.8       78.4       88.3       93.6:      11.7        6.4
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  :        85:        40         15          2         14         17         56         33:
Old  :        85:        40         15          2         14         17         56         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  :                 28.0       54.8       45.7       77.0       28.0       54.8       45.7       77.0
Old  :                 28.0       54.8       45.7       77.0       28.0       54.8       45.7       77.0
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, March 22, 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  :    65,784:    37,662      4,651        260     16,793     56,453     54,715     61,364:    11,069      4,420
Old  :    65,784:    37,662      4,651        260     16,793     56,453     54,715     61,364:    11,069      4,420
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,179:   -11,948       -364          9      2,758     -7,093     -9,181     -7,448:     3,002      1,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        7.1        0.4       25.5       85.8       83.2       93.3:      16.8        6.7
Old  :     100.0:      57.3        7.1        0.4       25.5       85.8       83.2       93.3:      16.8        6.7
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:        42         15          2         14         17         57         33:
Old  :        85:        42         15          2         14         17         57         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  :                 24.9       59.4       41.8       80.0       24.9       59.4       41.8       79.8
Old  :                 24.9       59.4       41.8       80.0       24.9       59.4       41.8       79.8
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, March 29, 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  :    66,380:    18,587      6,713          1     27,558     47,831     46,146     54,545:    20,234     11,835
Old  :    66,380:    18,587      6,713          1     27,558     47,831     46,146     54,545:    20,234     11,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -5,389:   -12,745      2,036        -86     11,321     -9,127     -1,510     -7,177:    -3,879      1,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       10.1        0.0       41.5       72.1       69.5       82.2:      30.5       17.8
Old  :     100.0:      28.0       10.1        0.0       41.5       72.1       69.5       82.2:      30.5       17.8
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  :        50:        19          9          1         15         12         35         21:
Old  :        50:        19          9          1         15         12         35         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  :                 24.7       59.9       39.1       70.2       23.8       57.4       38.2       67.5
Old  :                 24.7       59.9       39.1       70.2       23.8       57.4       38.2       67.5
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, March 22, 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  :    71,769:    31,332      4,677         87     16,237     56,958     47,656     61,722:    24,113     10,047
Old  :    71,769:    31,332      4,677         87     16,237     56,958     47,656     61,722:    24,113     10,047
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,670:   -10,674        495         55      6,370     -9,003     -4,249     -8,453:    -3,421        783
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.7        6.5        0.1       22.6       79.4       66.4       86.0:      33.6       14.0
Old  :     100.0:      43.7        6.5        0.1       22.6       79.4       66.4       86.0:      33.6       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  :        53:        24          8          3         12         15         37         25:
Old  :        53:        24          8          3         12         15         37         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  :                 22.0       65.0       35.3       75.3       21.1       63.3       34.4       73.4
Old  :                 22.0       65.0       35.3       75.3       21.1       63.3       34.4       73.4
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, March 29, 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  :   114,268:    11,033     41,222        680     76,938     47,486     88,651     89,388:    25,617     24,880
Old  :   114,268:    11,033     41,222        680     76,938     47,486     88,651     89,388:    25,617     24,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     5,403:    -4,642     13,644        607     11,032    -12,121      6,997      2,130:    -1,594      3,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       36.1        0.6       67.3       41.6       77.6       78.2:      22.4       21.8
Old  :     100.0:       9.7       36.1        0.6       67.3       41.6       77.6       78.2:      22.4       21.8
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  :        77:        16         25          3         25         18         43         44:
Old  :        77:        16         25          3         25         18         43         44:
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  :                 48.5       28.6       57.8       42.5       45.3       28.6       54.3       41.6
Old  :                 48.5       28.6       57.8       42.5       45.3       28.6       54.3       41.6
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, March 22, 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  :   108,865:    15,675     27,578         73     65,906     59,607     81,654     87,258:    27,211     21,607
Old  :   108,865:    15,675     27,578         73     65,906     59,607     81,654     87,258:    27,211     21,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,431:     1,731      8,288          0      1,651    -10,534      3,382     -2,246:    -1,951      3,677
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       25.3        0.1       60.5       54.8       75.0       80.2:      25.0       19.8
Old  :     100.0:      14.4       25.3        0.1       60.5       54.8       75.0       80.2:      25.0       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  :        61:        16         16          2         17         18         34         35:
Old  :        61:        16         16          2         17         18         34         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  :                 48.8       36.1       59.2       50.6       47.5       35.9       56.9       50.2
Old  :                 48.8       36.1       59.2       50.6       47.5       35.9       56.9       50.2
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, March 29, 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  :   116,888:    30,250     12,497        218     39,394     63,903     69,862     76,618:    47,026     40,270
Old  :   116,888:    30,250     12,497        218     39,394     63,903     69,862     76,618:    47,026     40,270
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,817:    -6,717      2,729         35     12,319        518      5,637      3,282:    -3,820     -1,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       10.7        0.2       33.7       54.7       59.8       65.5:      40.2       34.5
Old  :     100.0:      25.9       10.7        0.2       33.7       54.7       59.8       65.5:      40.2       34.5
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  :        89:        32         19          6         28         22         61         46:
Old  :        89:        32         19          6         28         22         61         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  :                 19.7       34.7       27.1       48.9       19.7       32.3       27.1       45.8
Old  :                 19.7       34.7       27.1       48.9       19.7       32.3       27.1       45.8
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, March 22, 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  :   115,071:    36,967      9,768        183     27,075     63,385     64,225     73,336:    50,846     41,735
Old  :   115,071:    36,967      9,768        183     27,075     63,385     64,225     73,336:    50,846     41,735
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -7,300:    -5,680     -2,967        -44        116     -5,222     -5,608     -8,233:    -1,692        933
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        8.5        0.2       23.5       55.1       55.8       63.7:      44.2       36.3
Old  :     100.0:      32.1        8.5        0.2       23.5       55.1       55.8       63.7:      44.2       36.3
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  :        76:        29         12          3         24         23         53         38:
Old  :        76:        29         12          3         24         23         53         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  :                 17.1       35.1       26.6       49.3       17.1       33.2       26.6       46.3
Old  :                 17.1       35.1       26.6       49.3       17.1       33.2       26.6       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :    10,026:     6,097        705          0      2,303      8,695      8,400      9,400:     1,626        626
Old  :    10,026:     6,097        705          0      2,303      8,695      8,400      9,400:     1,626        626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.8        7.0        0.0       23.0       86.7       83.8       93.8:      16.2        6.2
Old  :     100.0:      60.8        7.0        0.0       23.0       86.7       83.8       93.8:      16.2        6.2
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  :        20:         5          2          0          7          8         12         10:
Old  :        20:         5          2          0          7          8         12         10:
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  :                 71.0       76.6       80.1       90.9       71.0       76.5       80.1       90.8
Old  :                 71.0       76.6       80.1       90.9       71.0       76.5       80.1       90.8
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, March 29, 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  :    79,158:    29,932      1,522          0     44,276     69,963     74,208     71,485:     4,950      7,673
Old  :    79,158:    29,932      1,522          0     44,276     69,963     74,208     71,485:     4,950      7,673
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,412:      -467     -1,739          0      5,600      5,703      5,133      3,964:      -721        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8        1.9        0.0       55.9       88.4       93.7       90.3:       6.3        9.7
Old  :     100.0:      37.8        1.9        0.0       55.9       88.4       93.7       90.3:       6.3        9.7
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  :        29:         3          1          0         17         18         20         19:
Old  :        29:         3          1          0         17         18         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  :                 63.4       49.4       84.8       70.6       61.6       44.7       77.6       65.4
Old  :                 63.4       49.4       84.8       70.6       61.6       44.7       77.6       65.4
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, March 22, 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  :    74,746:    30,399      3,261          0     38,676     64,260     69,075     67,521:     5,671      7,225
Old  :    74,746:    30,399      3,261          0     38,676     64,260     69,075     67,521:     5,671      7,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    11,500:    10,121        100          0        477      9,623     10,598      9,723:       902      1,777
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7        4.4        0.0       51.7       86.0       92.4       90.3:       7.6        9.7
Old  :     100.0:      40.7        4.4        0.0       51.7       86.0       92.4       90.3:       7.6        9.7
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  :        30:         4          2          0         15         17         19         19:
Old  :        30:         4          2          0         15         17         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  :                 63.8       47.4       79.9       69.0       60.1       43.7       73.3       64.3
Old  :                 63.8       47.4       79.9       69.0       60.1       43.7       73.3       64.3
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, March 29, 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  : 8,023,087:   812,993  1,327,291    867,841  5,504,548  4,325,777  7,185,382  6,520,909:   837,705  1,502,178
Old  : 8,023,087:   812,993  1,327,291    867,841  5,504,548  4,325,777  7,185,382  6,520,909:   837,705  1,502,178
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -50,639:    35,996   -188,059    101,615    -41,011    132,211     96,600     45,767:  -147,239    -96,406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       16.5       10.8       68.6       53.9       89.6       81.3:      10.4       18.7
Old  :     100.0:      10.1       16.5       10.8       68.6       53.9       89.6       81.3:      10.4       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  :       252:        47         70         73        112        126        202        229:
Old  :       252:        47         70         73        112        126        202        229:
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  :                 29.7       15.2       46.6       24.4       28.8       15.0       40.5       22.5
Old  :                 29.7       15.2       46.6       24.4       28.8       15.0       40.5       22.5
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, March 22, 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  : 8,073,726:   776,997  1,515,350    766,226  5,545,559  4,193,566  7,088,782  6,475,142:   984,944  1,598,584
Old  : 8,073,726:   776,997  1,515,350    766,226  5,545,559  4,193,566  7,088,782  6,475,142:   984,944  1,598,584
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   391,139:    54,662     71,300     89,555    208,529    183,210    352,746    344,065:    38,393     47,074
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       18.8        9.5       68.7       51.9       87.8       80.2:      12.2       19.8
Old  :     100.0:       9.6       18.8        9.5       68.7       51.9       87.8       80.2:      12.2       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  :       255:        47         74         76        109        123        204        230:
Old  :       255:        47         74         76        109        123        204        230:
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  :                 29.1       14.7       46.5       23.5       28.2       14.2       40.2       22.0
Old  :                 29.1       14.7       46.5       23.5       28.2       14.2       40.2       22.0
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, March 29, 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  :   672,431:    54,797     78,872      7,203    474,727    484,816    536,727    570,891:   135,704    101,540
Old  :   672,431:    54,797     78,872      7,203    474,727    484,816    536,727    570,891:   135,704    101,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         8:      -957     -5,569      1,339       -903      4,093       -521       -137:       529        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       11.7        1.1       70.6       72.1       79.8       84.9:      20.2       15.1
Old  :     100.0:       8.1       11.7        1.1       70.6       72.1       79.8       84.9:      20.2       15.1
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  :       182:        30         35         12         89         62        129         99:
Old  :       182:        30         35         12         89         62        129         99:
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  :                 21.0       32.6       29.7       46.9       20.7       32.4       28.5       46.8
Old  :                 21.0       32.6       29.7       46.9       20.7       32.4       28.5       46.8
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, March 22, 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  :   672,423:    55,754     84,441      5,864    475,630    480,723    537,248    571,028:   135,175    101,395
Old  :   672,423:    55,754     84,441      5,864    475,630    480,723    537,248    571,028:   135,175    101,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -122,834:   -11,125    -19,398     -6,891    -65,468    -86,036    -83,484   -112,325:   -39,350    -10,509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       12.6        0.9       70.7       71.5       79.9       84.9:      20.1       15.1
Old  :     100.0:       8.3       12.6        0.9       70.7       71.5       79.9       84.9:      20.1       15.1
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  :       183:        30         37         13         88         61        129        100:
Old  :       183:        30         37         13         88         61        129        100:
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  :                 20.9       32.3       30.0       46.7       20.7       32.1       28.7       46.5
Old  :                 20.9       32.3       30.0       46.7       20.7       32.1       28.7       46.5
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, March 29, 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  :   864,119:   145,794    165,678     16,573    378,934    571,317    541,301    753,568:   322,818    110,551
Old  :   864,119:   145,794    165,678     16,573    378,934    571,317    541,301    753,568:   322,818    110,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    20,478:    -5,657        187      5,141     23,472      2,805     22,956      8,133:    -2,478     12,345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       19.2        1.9       43.9       66.1       62.6       87.2:      37.4       12.8
Old  :     100.0:      16.9       19.2        1.9       43.9       66.1       62.6       87.2:      37.4       12.8
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  :       165:        36         50         14         44         51         86        109:
Old  :       165:        36         50         14         44         51         86        109:
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       36.0       30.6       47.0       17.0       30.7       25.5       40.1
Old  :                 20.4       36.0       30.6       47.0       17.0       30.7       25.5       40.1
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, March 22, 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  :   843,641:   151,451    165,491     11,432    355,462    568,512    518,345    745,435:   325,296     98,206
Old  :   843,641:   151,451    165,491     11,432    355,462    568,512    518,345    745,435:   325,296     98,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -382,767:  -124,632    -62,057    -46,489   -230,317   -178,317   -401,438   -286,863:    18,671    -95,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       19.6        1.4       42.1       67.4       61.4       88.4:      38.6       11.6
Old  :     100.0:      18.0       19.6        1.4       42.1       67.4       61.4       88.4:      38.6       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  :       160:        41         46          9         43         48         90         97:
Old  :       160:        41         46          9         43         48         90         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  :                 19.8       37.2       29.2       49.0       17.4       31.6       25.0       42.6
Old  :                 19.8       37.2       29.2       49.0       17.4       31.6       25.0       42.6
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, March 29, 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  :    11,750:       725      2,015          0      6,619      8,687      7,344     10,702:     4,406      1,048
Old  :    11,750:       725      2,015          0      6,619      8,687      7,344     10,702:     4,406      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :        45:      -739        -98          0        550        151       -189         53:       234         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       17.1        0.0       56.3       73.9       62.5       91.1:      37.5        8.9
Old  :     100.0:       6.2       17.1        0.0       56.3       73.9       62.5       91.1:      37.5        8.9
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  :        31:         1          5          0         14         12         15         17:
Old  :        31:         1          5          0         14         12         15         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  :                 29.7       40.5       46.4       65.0       28.2       40.5       45.0       65.0
Old  :                 29.7       40.5       46.4       65.0       28.2       40.5       45.0       65.0
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, March 22, 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  :    11,705:     1,464      2,113          0      6,069      8,536      7,533     10,649:     4,172      1,056
Old  :    11,705:     1,464      2,113          0      6,069      8,536      7,533     10,649:     4,172      1,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -8,082:    -1,246      1,505     -1,287     -2,809     -6,135     -5,342     -5,917:    -2,740     -2,165
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       18.1        0.0       51.8       72.9       64.4       91.0:      35.6        9.0
Old  :     100.0:      12.5       18.1        0.0       51.8       72.9       64.4       91.0:      35.6        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  :        30:         3          4          0         13         11         16         15:
Old  :        30:         3          4          0         13         11         16         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  :                 29.0       39.3       45.9       68.3       27.6       39.3       44.5       68.3
Old  :                 29.0       39.3       45.9       68.3       27.6       39.3       44.5       68.3
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, March 29, 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  :    25,341:     9,559      1,551         25     10,207     17,547     19,791     19,123:     5,550      6,218
Old  :    25,341:     9,559      1,551         25     10,207     17,547     19,791     19,123:     5,550      6,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,778:     1,870        -63         23        591      2,382      2,484      2,342:       294        436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.7        6.1        0.1       40.3       69.2       78.1       75.5:      21.9       24.5
Old  :     100.0:      37.7        6.1        0.1       40.3       69.2       78.1       75.5:      21.9       24.5
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  :        37:         9          4          1         12         18         21         23:
Old  :        37:         9          4          1         12         18         21         23:
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  :                 40.6       39.3       60.8       54.7       40.4       36.8       60.5       52.2
Old  :                 40.6       39.3       60.8       54.7       40.4       36.8       60.5       52.2
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, March 22, 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  :    22,563:     7,689      1,614          2      9,616     15,165     17,307     16,781:     5,256      5,782
Old  :    22,563:     7,689      1,614          2      9,616     15,165     17,307     16,781:     5,256      5,782
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -25,311:     3,803     -4,394     -5,244    -19,285     -6,659    -20,726    -16,297:    -4,585     -9,014
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.1        7.2        0.0       42.6       67.2       76.7       74.4:      23.3       25.6
Old  :     100.0:      34.1        7.2        0.0       42.6       67.2       76.7       74.4:      23.3       25.6
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  :        33:         6          4          1         12         17         18         22:
Old  :        33:         6          4          1         12         17         18         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  :                 46.9       38.4       63.9       55.6       46.9       35.6       61.9       52.8
Old  :                 46.9       38.4       63.9       55.6       46.9       35.6       61.9       52.8
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, March 29, 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  :    55,775:     3,986     17,416          5     36,052     27,784     40,043     45,205:    15,732     10,570
Old  :    55,775:     3,986     17,416          5     36,052     27,784     40,043     45,205:    15,732     10,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,087:    -1,155       -318          5      1,809        681        659        368:     1,428      1,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       31.2        0.0       64.6       49.8       71.8       81.0:      28.2       19.0
Old  :     100.0:       7.1       31.2        0.0       64.6       49.8       71.8       81.0:      28.2       19.0
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  :        85:        10         22          1         35         28         46         50:
Old  :        85:        10         22          1         35         28         46         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  :                 32.5       29.0       45.6       44.3       31.3       25.1       40.9       40.0
Old  :                 32.5       29.0       45.6       44.3       31.3       25.1       40.9       40.0
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, March 22, 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  :    53,688:     5,141     17,734          0     34,243     27,103     39,384     44,837:    14,304      8,851
Old  :    53,688:     5,141     17,734          0     34,243     27,103     39,384     44,837:    14,304      8,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -50,067:       916        392     -3,847    -20,232    -43,289    -23,163    -46,744:   -26,904     -3,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       33.0        0.0       63.8       50.5       73.4       83.5:      26.6       16.5
Old  :     100.0:       9.6       33.0        0.0       63.8       50.5       73.4       83.5:      26.6       16.5
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  :        86:        13         22          0         34         28         47         50:
Old  :        86:        13         22          0         34         28         47         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  :                 31.8       28.7       44.2       43.3       29.0       24.3       38.6       37.5
Old  :                 31.8       28.7       44.2       43.3       29.0       24.3       38.6       37.5
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, March 29, 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  :   280,671:    74,661    116,377      3,612    170,944    114,699    249,217    234,688:    31,454     45,983
Old  :   280,671:    74,661    116,377      3,612    170,944    114,699    249,217    234,688:    31,454     45,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    12,098:    -2,916     -3,674        738     18,775     14,730     16,597     11,794:    -4,499        304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       41.5        1.3       60.9       40.9       88.8       83.6:      11.2       16.4
Old  :     100.0:      26.6       41.5        1.3       60.9       40.9       88.8       83.6:      11.2       16.4
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  :       167:        36         68          9         37         36         79        107:
Old  :       167:        36         68          9         37         36         79        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  :                 45.6       24.8       59.1       39.2       44.1       20.9       55.6       31.4
Old  :                 45.6       24.8       59.1       39.2       44.1       20.9       55.6       31.4
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, March 22, 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  :   268,573:    77,577    120,051      2,874    152,169     99,969    232,620    222,894:    35,953     45,679
Old  :   268,573:    77,577    120,051      2,874    152,169     99,969    232,620    222,894:    35,953     45,679
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :  -220,672:   -10,504     12,539     -7,383   -201,141   -105,344   -219,028   -100,188:    -1,644   -120,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       44.7        1.1       56.7       37.2       86.6       83.0:      13.4       17.0
Old  :     100.0:      28.9       44.7        1.1       56.7       37.2       86.6       83.0:      13.4       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  :       170:        45         68          7         31         36         82        105:
Old  :       170:        45         68          7         31         36         82        105:
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  :                 46.5       25.4       58.9       39.3       45.9       24.2       56.1       35.4
Old  :                 46.5       25.4       58.9       39.3       45.9       24.2       56.1       35.4
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, March 29, 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  :    81,324:    30,819      4,195          0     28,694     69,175     59,513     73,370:    21,811      7,954
Old  :    81,324:    30,819      4,195          0     28,694     69,175     59,513     73,370:    21,811      7,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -24,522:   -28,154        213        -17      9,714    -25,191    -18,457    -24,995:    -6,065        473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9        5.2        0.0       35.3       85.1       73.2       90.2:      26.8        9.8
Old  :     100.0:      37.9        5.2        0.0       35.3       85.1       73.2       90.2:      26.8        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  :        44:        14          4          0         19         14         33         18:
Old  :        44:        14          4          0         19         14         33         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  :                 34.7       66.7       50.4       81.1       34.7       66.3       50.3       80.4
Old  :                 34.7       66.7       50.4       81.1       34.7       66.3       50.3       80.4
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, March 22, 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  :   105,846:    58,973      3,982         17     18,980     94,366     77,970     98,365:    27,876      7,481
Old  :   105,846:    58,973      3,982         17     18,980     94,366     77,970     98,365:    27,876      7,481
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     2,998:     1,563        713         17      1,512      1,308      3,092      2,038:       -94        960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.7        3.8        0.0       17.9       89.2       73.7       92.9:      26.3        7.1
Old  :     100.0:      55.7        3.8        0.0       17.9       89.2       73.7       92.9:      26.3        7.1
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  :        52:        25          4          1         12         16         37         21:
Old  :        52:        25          4          1         12         16         37         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  :                 35.0       61.5       50.8       80.3       35.0       61.5       50.8       79.7
Old  :                 35.0       61.5       50.8       80.3       35.0       61.5       50.8       79.7
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, March 29, 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  :    30,258:     1,190     10,246          0     24,336     14,088     25,526     24,334:     4,732      5,924
Old  :    30,258:     1,190     10,246          0     24,336     14,088     25,526     24,334:     4,732      5,924
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,434:         0         25          0      1,588      1,949      1,588      1,974:      -154       -540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       33.9        0.0       80.4       46.6       84.4       80.4:      15.6       19.6
Old  :     100.0:       3.9       33.9        0.0       80.4       46.6       84.4       80.4:      15.6       19.6
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  :        57:         3         12          0         26         23         29         35:
Old  :        57:         3         12          0         26         23         29         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  :                 53.6       34.2       64.3       46.4       52.6       33.9       63.3       45.9
Old  :                 53.6       34.2       64.3       46.4       52.6       33.9       63.3       45.9
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, March 22, 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  :    28,824:     1,190     10,221          0     22,748     12,139     23,938     22,360:     4,886      6,464
Old  :    28,824:     1,190     10,221          0     22,748     12,139     23,938     22,360:     4,886      6,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -20,299:      -504     -8,567     -1,607    -12,808    -11,387    -14,919    -21,561:    -5,380      1,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1       35.5        0.0       78.9       42.1       83.0       77.6:      17.0       22.4
Old  :     100.0:       4.1       35.5        0.0       78.9       42.1       83.0       77.6:      17.0       22.4
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  :        56:         3         11          0         26         23         29         34:
Old  :        56:         3         11          0         26         23         29         34:
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  :                 50.1       35.1       61.8       45.2       49.1       35.1       60.7       45.2
Old  :                 50.1       35.1       61.8       45.2       49.1       35.1       60.7       45.2
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, March 29, 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  :   162,134:    33,253     31,373      1,129    110,537    116,900    144,919    149,402:    17,215     12,732
Old  :   162,134:    33,253     31,373      1,129    110,537    116,900    144,919    149,402:    17,215     12,732
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     7,482:    -4,211        255         66     12,668      6,915      8,523      7,236:    -1,041        246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       19.4        0.7       68.2       72.1       89.4       92.1:      10.6        7.9
Old  :     100.0:      20.5       19.4        0.7       68.2       72.1       89.4       92.1:      10.6        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  :       112:        21         37          5         28         40         51         80:
Old  :       112:        21         37          5         28         40         51         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  :                 40.9       38.0       59.8       51.2       38.5       36.7       57.3       49.5
Old  :                 40.9       38.0       59.8       51.2       38.5       36.7       57.3       49.5
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, March 22, 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  :   154,652:    37,464     31,118      1,063     97,869    109,985    136,396    142,166:    18,256     12,486
Old  :   154,652:    37,464     31,118      1,063     97,869    109,985    136,396    142,166:    18,256     12,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -94,921:   -36,796     -7,136    -13,095    -53,985    -50,890   -103,876    -71,121:     8,955    -23,800
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       20.1        0.7       63.3       71.1       88.2       91.9:      11.8        8.1
Old  :     100.0:      24.2       20.1        0.7       63.3       71.1       88.2       91.9:      11.8        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  :       106:        21         32          4         28         40         50         75:
Old  :       106:        21         32          4         28         40         50         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  :                 38.2       39.4       56.7       55.3       37.0       39.2       55.4       54.4
Old  :                 38.2       39.4       56.7       55.3       37.0       39.2       55.4       54.4
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, March 29, 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  :    36,850:    12,340     11,531        151     12,130     16,222     24,621     27,904:    12,229      8,946
Old  :    36,850:    12,340     11,531        151     12,130     16,222     24,621     27,904:    12,229      8,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,060:      -412        321         79      2,884      1,682      2,551      2,082:     1,509      1,978
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.5       31.3        0.4       32.9       44.0       66.8       75.7:      33.2       24.3
Old  :     100.0:      33.5       31.3        0.4       32.9       44.0       66.8       75.7:      33.2       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  :        70:        23         15          2         15         20         39         36:
Old  :        70:        23         15          2         15         20         39         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  :                 22.7       32.9       33.9       46.3       22.7       32.9       33.6       43.6
Old  :                 22.7       32.9       33.9       46.3       22.7       32.9       33.6       43.6
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, March 22, 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  :    32,790:    12,752     11,210         72      9,246     14,540     22,070     25,822:    10,720      6,968
Old  :    32,790:    12,752     11,210         72      9,246     14,540     22,070     25,822:    10,720      6,968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,613:       968        544         36        363      1,608      1,367      2,188:       246       -575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.9       34.2        0.2       28.2       44.3       67.3       78.7:      32.7       21.3
Old  :     100.0:      38.9       34.2        0.2       28.2       44.3       67.3       78.7:      32.7       21.3
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:        22         14          2         14         18         37         33:
Old  :        66:        22         14          2         14         18         37         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  :                 23.7       39.0       35.1       51.6       23.6       39.0       35.0       51.6
Old  :                 23.7       39.0       35.1       51.6       23.6       39.0       35.0       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, March 29, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                    (NIKKEI INDEX X 500 YEN)                                :
     :          :                                                                            :
All  :    27,064:    10,400        350          0     12,144      1,754     22,544      2,104:     4,520     24,960
Old  :    27,064:    10,400        350          0     12,144      1,754     22,544      2,104:     4,520     24,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4        1.3        0.0       44.9        6.5       83.3        7.8:      16.7       92.2
Old  :     100.0:      38.4        1.3        0.0       44.9        6.5       83.3        7.8:      16.7       92.2
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  :        22:        10          1          0          8          3         18          4:
Old  :        22:        10          1          0          8          3         18          4:
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  :                 56.4        7.8       72.9        7.8       56.4        7.8       72.9        7.8
Old  :                 56.4        7.8       72.9        7.8       56.4        7.8       72.9        7.8
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, March 29, 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  :    67,186:     3,246      7,728        250     49,123     25,570     52,619     33,548:    14,567     33,638
Old  :    67,186:     3,246      7,728        250     49,123     25,570     52,619     33,548:    14,567     33,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -534:         0        100        250        798       -240      1,048        110:    -1,582       -644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       11.5        0.4       73.1       38.1       78.3       49.9:      21.7       50.1
Old  :     100.0:       4.8       11.5        0.4       73.1       38.1       78.3       49.9:      21.7       50.1
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  :        50:         3         14          1         19         28         23         43:
Old  :        50:         3         14          1         19         28         23         43:
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  :                 64.4       17.3       71.4       28.6       58.4       15.3       63.0       23.1
Old  :                 64.4       17.3       71.4       28.6       58.4       15.3       63.0       23.1
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, March 22, 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  :    67,720:     3,246      7,628          0     48,325     25,810     51,571     33,438:    16,149     34,282
Old  :    67,720:     3,246      7,628          0     48,325     25,810     51,571     33,438:    16,149     34,282
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       242:      -230          0          0        346       -461        116       -461:       126        703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8       11.3        0.0       71.4       38.1       76.2       49.4:      23.8       50.6
Old  :     100.0:       4.8       11.3        0.0       71.4       38.1       76.2       49.4:      23.8       50.6
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:         3         13          0         19         29         22         42:
Old  :        49:         3         13          0         19         29         22         42:
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  :                 62.6       17.1       69.6       28.4       56.6       15.2       61.2       22.9
Old  :                 62.6       17.1       69.6       28.4       56.6       15.2       61.2       22.9
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, March 29, 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  :    96,568:    37,645      4,674      8,573     19,560     74,972     65,778     88,219:    30,790      8,349
Old  :    96,568:    37,645      4,674      8,573     19,560     74,972     65,778     88,219:    30,790      8,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,760:    -8,153     -1,572        -60      1,795     -4,915     -6,418     -6,547:      -342       -213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.0        4.8        8.9       20.3       77.6       68.1       91.4:      31.9        8.6
Old  :     100.0:      39.0        4.8        8.9       20.3       77.6       68.1       91.4:      31.9        8.6
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  :       150:        84         19         35         25         32        125         77:
Old  :       150:        84         19         35         25         32        125         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  :                 18.8       32.5       26.3       50.7       15.4       30.6       21.8       48.3
Old  :                 18.8       32.5       26.3       50.7       15.4       30.6       21.8       48.3
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, March 22, 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  :   103,328:    45,798      6,246      8,633     17,765     79,887     72,196     94,766:    31,132      8,562
Old  :   103,328:    45,798      6,246      8,633     17,765     79,887     72,196     94,766:    31,132      8,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,023:    -2,157      2,736        565      2,711     -1,075      1,119      2,226:       -96     -1,203
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3        6.0        8.4       17.2       77.3       69.9       91.7:      30.1        8.3
Old  :     100.0:      44.3        6.0        8.4       17.2       77.3       69.9       91.7:      30.1        8.3
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  :       152:        88         19         36         24         33        127         79:
Old  :       152:        88         19         36         24         33        127         79:
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  :                 17.5       31.4       24.8       48.6       14.6       30.0       21.7       45.7
Old  :                 17.5       31.4       24.8       48.6       14.6       30.0       21.7       45.7
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, March 29, 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  :   114,349:    40,691     15,086     23,770     34,543     63,062     99,004    101,918:    15,345     12,431
Old  :   114,349:    40,691     15,086     23,770     34,543     63,062     99,004    101,918:    15,345     12,431
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,168:    -6,410     -1,784        928        346     -5,517     -5,136     -6,373:    -1,032        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       13.2       20.8       30.2       55.1       86.6       89.1:      13.4       10.9
Old  :     100.0:      35.6       13.2       20.8       30.2       55.1       86.6       89.1:      13.4       10.9
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  :       179:        58         62         41         40         42        132        119:
Old  :       179:        58         62         41         40         42        132        119:
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  :                 21.2       30.7       33.8       47.4       18.4       25.9       28.5       40.2
Old  :                 21.2       30.7       33.8       47.4       18.4       25.9       28.5       40.2
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, March 22, 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  :   120,517:    47,101     16,870     22,842     34,197     68,579    104,140    108,291:    16,377     12,226
Old  :   120,517:    47,101     16,870     22,842     34,197     68,579    104,140    108,291:    16,377     12,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     5,561:       330        887      4,545          9     -1,274      4,884      4,158:       677      1,403
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       14.0       19.0       28.4       56.9       86.4       89.9:      13.6       10.1
Old  :     100.0:      39.1       14.0       19.0       28.4       56.9       86.4       89.9:      13.6       10.1
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  :       186:        66         60         37         40         44        138        117:
Old  :       186:        66         60         37         40         44        138        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  :                 21.4       31.5       33.3       48.9       18.9       25.5       28.5       42.1
Old  :                 21.4       31.5       33.3       48.9       18.9       25.5       28.5       42.1
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, March 29, 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  :   281,601:   139,491     37,970     19,722     70,361    204,216    229,574    261,908:    52,027     19,693
Old  :   281,601:   139,491     37,970     19,722     70,361    204,216    229,574    261,908:    52,027     19,693
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -17,930:    -8,598    -18,358     -2,198     -4,481      3,396    -15,277    -17,160:    -2,653       -770
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5       13.5        7.0       25.0       72.5       81.5       93.0:      18.5        7.0
Old  :     100.0:      49.5       13.5        7.0       25.0       72.5       81.5       93.0:      18.5        7.0
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  :       205:       109         38         38         33         38        166        101:
Old  :       205:       109         38         38         33         38        166        101:
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       39.7       37.1       59.3       26.1       34.6       33.5       51.2
Old  :                 28.0       39.7       37.1       59.3       26.1       34.6       33.5       51.2
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, March 22, 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  :   299,531:   148,089     56,328     21,920     74,842    200,820    244,851    279,068:    54,680     20,463
Old  :   299,531:   148,089     56,328     21,920     74,842    200,820    244,851    279,068:    54,680     20,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :   -35,972:   -30,635    -11,274        288     -3,847    -25,360    -34,194    -36,346:    -1,778        374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4       18.8        7.3       25.0       67.0       81.7       93.2:      18.3        6.8
Old  :     100.0:      49.4       18.8        7.3       25.0       67.0       81.7       93.2:      18.3        6.8
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  :       222:       118         48         40         35         38        179        108:
Old  :       222:       118         48         40         35         38        179        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  :                 27.1       34.1       37.2       52.7       26.1       29.2       33.4       46.6
Old  :                 27.1       34.1       37.2       52.7       26.1       29.2       33.4       46.6
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, March 29, 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  :    10,297:     7,388        905        617        299      7,817      8,304      9,339:     1,993        958
Old  :    10,297:     7,388        905        617        299      7,817      8,304      9,339:     1,993        958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -302:       695        138       -375       -165       -221        155       -458:      -457        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      71.7        8.8        6.0        2.9       75.9       80.6       90.7:      19.4        9.3
Old  :     100.0:      71.7        8.8        6.0        2.9       75.9       80.6       90.7:      19.4        9.3
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  :        41:        24          5          9          4          5         35         16:
Old  :        41:        24          5          9          4          5         35         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  :                 42.3       78.2       59.4       87.6       42.3       78.1       59.4       84.3
Old  :                 42.3       78.2       59.4       87.6       42.3       78.1       59.4       84.3
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, March 22, 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  :    10,599:     6,693        767        992        464      8,038      8,149      9,797:     2,450        802
Old  :    10,599:     6,693        767        992        464      8,038      8,149      9,797:     2,450        802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,415:      -472       -669        541        -76       -187         -7       -315:    -1,408     -1,100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.1        7.2        9.4        4.4       75.8       76.9       92.4:      23.1        7.6
Old  :     100.0:      63.1        7.2        9.4        4.4       75.8       76.9       92.4:      23.1        7.6
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  :        40:        22          6         11          4          5         35         17:
Old  :        40:        22          6         11          4          5         35         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  :                 40.9       76.7       55.9       88.2       40.9       75.1       54.1       81.0
Old  :                 40.9       76.7       55.9       88.2       40.9       75.1       54.1       81.0
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, March 29, 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  :    71,721:    17,905      8,827      1,594     39,432     40,809     58,931     51,230:    12,790     20,491
Old  :    32,495:     8,943      4,571         10     17,867     19,614     26,820     24,195:     5,675      8,300
Other:    39,226:     9,454      4,748      1,092     21,565     21,195     32,111     27,035:     7,115     12,191
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,123:    -1,390        614        -28        189     -1,040     -1,229       -454:      -894     -1,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.3        2.2       55.0       56.9       82.2       71.4:      17.8       28.6
Old  :     100.0:      27.5       14.1        0.0       55.0       60.4       82.5       74.5:      17.5       25.5
Other:     100.0:      24.1       12.1        2.8       55.0       54.0       81.9       68.9:      18.1       31.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        26         21         10         36         48         71         70:
Old  :        83:        15         13          1         17         39         32         53:
Other:        89:        21         16          9         30         39         56         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 26.4       27.5       38.1       39.7       23.8       21.0       33.5       28.1
Old  :                 38.0       30.2       55.7       42.3       38.0       30.2       55.7       42.2
Other:                 30.5       33.8       44.2       42.1       26.2       30.7       39.6       37.5
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 22, 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  :    73,844:    19,295      8,213      1,622     39,243     41,849     60,160     51,684:    13,684     22,160
Old  :    35,550:    10,445      4,730          0     18,565     21,256     29,010     25,986:     6,540      9,564
Other:    38,294:     9,677      4,310        795     20,678     20,593     31,150     25,698:     7,144     12,596
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,430:      -468      1,008        -74        661     -1,760        119       -826:    -1,549       -604
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       11.1        2.2       53.1       56.7       81.5       70.0:      18.5       30.0
Old  :     100.0:      29.4       13.3        0.0       52.2       59.8       81.6       73.1:      18.4       26.9
Other:     100.0:      25.3       11.3        2.1       54.0       53.8       81.3       67.1:      18.7       32.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       105:        28         19          8         33         44         67         65:
Old  :        82:        18         12          0         18         35         36         47:
Other:        80:        18         15          6         26         35         48         53:
     :----------------------------------------------------------------------------------------------------
     :             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       28.9       36.0       40.7       23.0       22.3       33.1       30.0
Old  :                 35.1       31.3       51.1       41.7       35.1       31.3       51.1       41.6
Other:                 30.8       35.8       45.4       43.5       26.9       32.0       40.4       38.0
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, March 29, 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  :    32,945:     1,995      1,546      1,053     20,367     18,352     23,415     20,951:     9,530     11,994
Old  :    24,013:     2,624      1,413        305     13,606     13,533     16,535     15,251:     7,478      8,762
Other:     8,932:        16        778        103      6,761      4,819      6,880      5,700:     2,052      3,232
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,478:      -102       -489       -510     -1,204       -769     -1,816     -1,768:      -662       -710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        4.7        3.2       61.8       55.7       71.1       63.6:      28.9       36.4
Old  :     100.0:      10.9        5.9        1.3       56.7       56.4       68.9       63.5:      31.1       36.5
Other:     100.0:       0.2        8.7        1.2       75.7       54.0       77.0       63.8:      23.0       36.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         7          6          6         21         16         32         25:
Old  :        38:        10          4          4         16         16         27         23:
Other:        26:         1          5          4         12         13         16         19:
     :----------------------------------------------------------------------------------------------------
     :             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       34.1       50.0       47.4       23.5       21.1       34.9       28.6
Old  :                 38.4       37.5       52.1       50.8       25.2       30.1       38.1       40.7
Other:                 43.1       36.1       68.6       50.9       37.9       31.4       59.3       42.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, March 22, 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  :    35,423:     2,097      2,035      1,563     21,571     19,121     25,231     22,719:    10,192     12,704
Old  :    26,331:     2,916      1,985        442     14,865     14,063     18,223     16,490:     8,108      9,841
Other:     9,092:       217      1,086         85      6,706      5,058      7,008      6,229:     2,084      2,863
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       155:       408       -150        679         67        -10      1,154        519:      -999       -364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        5.7        4.4       60.9       54.0       71.2       64.1:      28.8       35.9
Old  :     100.0:      11.1        7.5        1.7       56.5       53.4       69.2       62.6:      30.8       37.4
Other:     100.0:       2.4       11.9        0.9       73.8       55.6       77.1       68.5:      22.9       31.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         7          8          8         23         17         36         28:
Old  :        42:        10          6          5         18         17         30         26:
Other:        29:         4          4          4         12         14         18         20:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 32.8       32.9       49.3       44.5       23.3       20.5       34.8       28.0
Old  :                 38.3       34.7       51.6       47.0       25.8       27.3       38.7       37.6
Other:                 43.6       37.2       67.7       54.9       39.0       34.8       58.7       47.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 29, 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  :   120,245:    45,040     19,769      6,543     49,573     85,287    101,156    111,599:    19,089      8,646
Old  :   102,747:    42,846     21,483      2,593     40,661     72,671     86,100     96,747:    16,647      6,000
Other:    17,498:     5,517      1,609        627      8,912     12,616     15,056     14,852:     2,442      2,646
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,476:      -544     -1,386        905        -78      1,855        283      1,374:     2,193      1,102
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.5       16.4        5.4       41.2       70.9       84.1       92.8:      15.9        7.2
Old  :     100.0:      41.7       20.9        2.5       39.6       70.7       83.8       94.2:      16.2        5.8
Other:     100.0:      31.5        9.2        3.6       50.9       72.1       86.0       84.9:      14.0       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       211:        86         41         41         54         60        169        123:
Old  :       205:        84         47         28         40         55        142        116:
Other:        97:        25         21         15         30         35         64         63:
     :----------------------------------------------------------------------------------------------------
     :             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       39.9       30.5       51.2       19.2       36.3       30.3       45.9
Old  :                 22.5       42.9       35.7       54.0       22.5       42.0       35.7       51.9
Other:                 34.5       34.9       54.6       48.1       33.0       29.4       48.2       39.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 22, 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  :   117,769:    45,584     21,155      5,638     49,651     83,432    100,873    110,225:    16,896      7,544
Old  :   101,959:    43,995     23,109      1,889     41,531     71,364     87,415     96,362:    14,544      5,597
Other:    15,810:     4,755      1,212        583      8,120     12,068     13,458     13,863:     2,352      1,947
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -6,625:    -5,533     -2,357         50      1,085     -3,780     -4,398     -6,087:    -2,227       -538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       18.0        4.8       42.2       70.8       85.7       93.6:      14.3        6.4
Old  :     100.0:      43.1       22.7        1.9       40.7       70.0       85.7       94.5:      14.3        5.5
Other:     100.0:      30.1        7.7        3.7       51.4       76.3       85.1       87.7:      14.9       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       213:        84         48         37         55         59        165        123:
Old  :       208:        83         51         24         39         56        136        119:
Other:        92:        23         21         13         30         33         60         60:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.1       40.6       31.7       51.4       20.1       38.0       31.5       46.9
Old  :                 23.2       43.0       36.6       53.8       23.2       42.5       36.6       52.1
Other:                 32.2       37.7       50.7       52.2       31.0       32.3       43.7       43.0
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, March 29, 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  :    32,071:    14,949      2,848      2,134      9,530     25,360     26,613     30,342:     5,458      1,729
Old  :    31,965:    14,949      2,860      2,112      9,515     25,309     26,576     30,281:     5,389      1,684
Other:       106:        17          5          5         15         51         37         61:        69         45
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       120:      -881         80         69        466        129       -346        278:       466       -158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6        8.9        6.7       29.7       79.1       83.0       94.6:      17.0        5.4
Old  :     100.0:      46.8        8.9        6.6       29.8       79.2       83.1       94.7:      16.9        5.3
Other:     100.0:      16.0        4.7        4.7       14.2       48.1       34.9       57.5:      65.1       42.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       121:        66         18         24         24         15        105         48:
Old  :       121:        66         19         24         23         15        104         48:
Other:         7:         1          1          1          2          4          3          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  :                 20.7       51.9       32.8       72.6       20.7       51.4       32.8       71.9
Old  :                 20.8       52.0       32.9       72.8       20.8       51.5       32.9       72.1
Other:                 34.9       51.9       34.9       57.5       26.4       48.1       26.4       49.1
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, March 22, 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  :    31,951:    15,830      2,768      2,065      9,064     25,231     26,959     30,064:     4,992      1,887
Old  :    31,853:    15,815      2,802      2,020      9,060     25,180     26,895     30,002:     4,958      1,851
Other:        98:        54          5          6          4         51         64         62:        34         36
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,711:     1,179       -485        273        648      1,358      2,100      1,146:      -389        565
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.5        8.7        6.5       28.4       79.0       84.4       94.1:      15.6        5.9
Old  :     100.0:      49.6        8.8        6.3       28.4       79.1       84.4       94.2:      15.6        5.8
Other:     100.0:      55.1        5.1        6.1        4.1       52.0       65.3       63.3:      34.7       36.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        74         19         23         22         15        113         47:
Old  :       130:        73         21         23         21         15        112         47:
Other:         7:         2          1          2          1          4          3          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  :                 20.5       50.9       32.8       72.3       20.5       50.4       32.8       71.7
Old  :                 20.5       50.9       32.9       72.5       20.5       50.5       32.9       71.8
Other:                 65.3       56.1       65.3       63.3       55.1       52.0       55.1       53.1
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, March 29, 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  :   138,104:    36,300      4,491      8,790     79,930    118,461    125,020    131,742:    13,084      6,362
Old  :    83,577:    33,322      4,009      7,619     32,843     66,139     73,784     77,767:     9,793      5,810
Other:    54,527:     3,971      1,475        178     47,087     52,322     51,236     53,975:     3,291        552
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -14,668:   -13,929     -1,425     -2,595      2,575    -10,099    -13,949    -14,119:      -719       -549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3        3.3        6.4       57.9       85.8       90.5       95.4:       9.5        4.6
Old  :     100.0:      39.9        4.8        9.1       39.3       79.1       88.3       93.0:      11.7        7.0
Other:     100.0:       7.3        2.7        0.3       86.4       96.0       94.0       99.0:       6.0        1.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        62         21         40         43         43        133         95:
Old  :       156:        60         24         38         40         42        128         92:
Other:        63:        15          9          3         27         29         44         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  :                 26.5       40.4       41.1       60.5       17.7       28.0       26.0       38.5
Old  :                 19.3       34.9       31.1       52.9       16.9       28.0       26.2       43.5
Other:                 56.4       63.7       71.9       81.7       40.0       50.8       52.1       60.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, March 22, 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  :   152,772:    50,229      5,916     11,385     77,355    128,560    138,969    145,861:    13,803      6,911
Old  :    99,404:    46,737      5,636     10,353     29,476     77,009     86,566     92,998:    12,838      6,406
Other:    53,368:     4,272      1,060        252     47,879     51,551     52,403     52,863:       965        505
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,499:      -625       -191      2,780     -1,400     -2,101        755        488:       744      1,011
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9        3.9        7.5       50.6       84.2       91.0       95.5:       9.0        4.5
Old  :     100.0:      47.0        5.7       10.4       29.7       77.5       87.1       93.6:      12.9        6.4
Other:     100.0:       8.0        2.0        0.5       89.7       96.6       98.2       99.1:       1.8        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        73         28         47         45         43        154        106:
Old  :       178:        71         33         46         38         42        145        104:
Other:        67:        20          8          3         27         28         47         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  :                 24.6       39.4       37.5       59.1       18.1       27.7       25.2       37.6
Old  :                 19.0       33.5       28.9       51.0       17.7       27.9       26.3       44.3
Other:                 55.7       65.1       72.5       83.4       38.9       51.9       53.1       62.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, March 29, 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  :   352,084:    76,093     44,295     24,742    185,709    230,404    286,544    299,441:    65,540     52,643
Old  :   352,084:    76,093     44,295     24,742    185,709    230,404    286,544    299,441:    65,540     52,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,371:   -14,024     15,561     -1,413     12,232    -26,831     -3,205    -12,683:    -3,166      6,312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       12.6        7.0       52.7       65.4       81.4       85.0:      18.6       15.0
Old  :     100.0:      21.6       12.6        7.0       52.7       65.4       81.4       85.0:      18.6       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  :       149:        49         34         33         56         46        120         99:
Old  :       149:        49         34         33         56         46        120         99:
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       33.9       26.9       47.8       15.5       29.6       25.9       40.4
Old  :                 15.5       33.9       26.9       47.8       15.5       29.6       25.9       40.4
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, March 22, 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  :   358,455:    90,117     28,734     26,155    173,477    257,235    289,749    312,124:    68,706     46,331
Old  :   358,455:    90,117     28,734     26,155    173,477    257,235    289,749    312,124:    68,706     46,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -1,133:    -4,906      2,426         92      7,069     -9,790      2,255     -7,272:    -3,388      6,139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        8.0        7.3       48.4       71.8       80.8       87.1:      19.2       12.9
Old  :     100.0:      25.1        8.0        7.3       48.4       71.8       80.8       87.1:      19.2       12.9
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  :       144:        52         28         32         53         47        122         91:
Old  :       144:        52         28         32         53         47        122         91:
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       37.9       26.9       52.1       15.5       32.5       26.0       43.6
Old  :                 15.5       37.9       26.9       52.1       15.5       32.5       26.0       43.6
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, March 29, 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  :   115,850:    46,991     10,927     11,657     45,403     85,938    104,051    108,522:    11,799      7,328
Old  :   106,709:    47,654     13,421      7,477     40,367     79,233     95,498    100,131:    11,211      6,578
Other:     9,141:     3,158      1,327        359      5,036      6,705      8,553      8,391:       588        750
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -7,160:    -7,149     -3,725       -297         95     -3,691     -7,351     -7,713:       191        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        9.4       10.1       39.2       74.2       89.8       93.7:      10.2        6.3
Old  :     100.0:      44.7       12.6        7.0       37.8       74.3       89.5       93.8:      10.5        6.2
Other:     100.0:      34.5       14.5        3.9       55.1       73.4       93.6       91.8:       6.4        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       145         55         85         90        105        288        214:
Old  :       345:       147         57         80         86        103        281        208:
Other:       107:        18         18          7         45         51         69         71:
     :----------------------------------------------------------------------------------------------------
     :             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       23.8       27.2       38.5       15.8       20.2       25.8       33.1
Old  :                 17.1       24.3       28.4       39.3       17.1       21.1       28.0       34.5
Other:                 44.0       29.0       60.2       46.2       39.8       28.0       50.4       41.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, March 22, 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  :   123,010:    54,140     14,652     11,954     45,308     89,629    111,402    116,235:    11,608      6,775
Old  :   114,524:    54,705     16,749      8,300     40,379     83,390    103,384    108,439:    11,140      6,085
Other:     8,486:     2,847      1,315        242      4,929      6,239      8,018      7,796:       468        690
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,601:      -410        830      1,104      1,556        116      2,250      2,050:      -649       -449
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       11.9        9.7       36.8       72.9       90.6       94.5:       9.4        5.5
Old  :     100.0:      47.8       14.6        7.2       35.3       72.8       90.3       94.7:       9.7        5.3
Other:     100.0:      33.5       15.5        2.9       58.1       73.5       94.5       91.9:       5.5        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       360:       151         55         82         85        110        282        227:
Old  :       358:       151         62         78         78        107        273        220:
Other:       109:        19         16          8         44         53         68         73:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.9       23.9       27.5       37.3       15.9       20.7       27.0       33.6
Old  :                 17.0       23.9       29.0       37.8       17.0       21.4       29.0       34.6
Other:                 42.4       31.5       60.6       47.0       37.4       29.3       49.3       41.3
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, March 29, 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  :    18,079:     5,207      8,017      2,130      7,573      4,939     14,910     15,086:     3,169      2,993
Old  :    18,079:     5,207      8,017      2,130      7,573      4,939     14,910     15,086:     3,169      2,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -1,981:        46     -4,131        -17     -2,242      2,339     -2,213     -1,809:       232       -172
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       44.3       11.8       41.9       27.3       82.5       83.4:      17.5       16.6
Old  :     100.0:      28.8       44.3       11.8       41.9       27.3       82.5       83.4:      17.5       16.6
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  :        41:        10         21          4          6          4         20         26:
Old  :        41:        10         21          4          6          4         20         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  :                 55.6       55.9       75.5       69.6       55.4       47.2       64.4       57.7
Old  :                 55.6       55.9       75.5       69.6       55.4       47.2       64.4       57.7
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, March 22, 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  :    20,060:     5,161     12,148      2,147      9,815      2,600     17,123     16,895:     2,937      3,165
Old  :    20,060:     5,161     12,148      2,147      9,815      2,600     17,123     16,895:     2,937      3,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    -5,181:    -1,752     -7,000         -9     -4,324      1,545     -6,085     -5,464:       904        283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       60.6       10.7       48.9       13.0       85.4       84.2:      14.6       15.8
Old  :     100.0:      25.7       60.6       10.7       48.9       13.0       85.4       84.2:      14.6       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  :        46:         7         29          5          4          6         16         36:
Old  :        46:         7         29          5          4          6         16         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  :                 64.2       40.8       81.5       59.2       64.2       35.1       70.7       48.5
Old  :                 64.2       40.8       81.5       59.2       64.2       35.1       70.7       48.5
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, March 29, 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  :   183,576:    36,733     32,855     18,356     98,124    106,159    153,213    157,370:    30,363     26,206
Old  :   183,576:    36,733     32,855     18,356     98,124    106,159    153,213    157,370:    30,363     26,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,000:      -616      4,323     -1,792       -623     -4,922     -3,031     -2,391:     1,031        391
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       17.9       10.0       53.5       57.8       83.5       85.7:      16.5       14.3
Old  :     100.0:      20.0       17.9       10.0       53.5       57.8       83.5       85.7:      16.5       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  :       131:        32         35         30         58         59        114        101:
Old  :       131:        32         35         30         58         59        114        101:
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  :                 19.4       28.3       31.5       39.8       14.4       20.2       22.6       27.0
Old  :                 19.4       28.3       31.5       39.8       14.4       20.2       22.6       27.0
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, March 22, 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  :   185,576:    37,349     28,532     20,148     98,747    111,081    156,244    159,761:    29,332     25,815
Old  :   185,576:    37,349     28,532     20,148     98,747    111,081    156,244    159,761:    29,332     25,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    12,340:     1,989     -1,290      2,977      9,110     11,072     14,076     12,759:    -1,736       -419
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       15.4       10.9       53.2       59.9       84.2       86.1:      15.8       13.9
Old  :     100.0:      20.1       15.4       10.9       53.2       59.9       84.2       86.1:      15.8       13.9
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  :       136:        34         30         30         63         66        117        107:
Old  :       136:        34         30         30         63         66        117        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  :                 18.0       26.3       30.8       39.5       14.4       20.2       22.7       26.3
Old  :                 18.0       26.3       30.8       39.5       14.4       20.2       22.7       26.3
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, March 29, 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  :   460,211:    52,425     48,644    147,665    187,284    231,777    387,374    428,086:    72,837     32,125
Old  :   460,211:    52,425     48,644    147,665    187,284    231,777    387,374    428,086:    72,837     32,125
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :   -17,397:     2,670     -1,076     -7,403     -9,153     -7,873    -13,886    -16,352:    -3,511     -1,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       10.6       32.1       40.7       50.4       84.2       93.0:      15.8        7.0
Old  :     100.0:      11.4       10.6       32.1       40.7       50.4       84.2       93.0:      15.8        7.0
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  :       190:        58         45         66         78         68        177        143:
Old  :       190:        58         45         66         78         68        177        143:
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  :                 17.8       23.8       27.3       37.5        7.1       11.9       10.4       18.5
Old  :                 17.8       23.8       27.3       37.5        7.1       11.9       10.4       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, March 22, 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  :   477,608:    49,755     49,720    155,068    196,437    239,650    401,260    444,438:    76,348     33,170
Old  :   477,608:    49,755     49,720    155,068    196,437    239,650    401,260    444,438:    76,348     33,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    14,320:     6,369       -710      1,281      4,647     11,220     12,297     11,791:     2,023      2,529
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       10.4       32.5       41.1       50.2       84.0       93.1:      16.0        6.9
Old  :     100.0:      10.4       10.4       32.5       41.1       50.2       84.0       93.1:      16.0        6.9
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  :       199:        60         46         71         84         74        181        159:
Old  :       199:        60         46         71         84         74        181        159:
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  :                 17.5       23.9       27.6       37.8        6.8       11.5       10.0       18.3
Old  :                 17.5       23.9       27.6       37.8        6.8       11.5       10.0       18.3
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, March 29, 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  :    92,282:    11,434      3,868        180     71,887     83,949     83,501     87,997:     8,781      4,285
Old  :    92,282:    11,434      3,868        180     71,887     83,949     83,501     87,997:     8,781      4,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     2,974:     1,208       -840        180      1,615      2,689      3,003      2,029:       -29        945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        4.2        0.2       77.9       91.0       90.5       95.4:       9.5        4.6
Old  :     100.0:      12.4        4.2        0.2       77.9       91.0       90.5       95.4:       9.5        4.6
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:         1          1          1         19         24         21         25:
Old  :        31:         1          1          1         19         24         21         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  :                 60.0       36.7       75.8       56.8       60.0       35.2       69.7       53.0
Old  :                 60.0       36.7       75.8       56.8       60.0       35.2       69.7       53.0
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, March 22, 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  :    89,308:    10,226      4,708          0     70,272     81,260     80,498     85,968:     8,810      3,340
Old  :    89,308:    10,226      4,708          0     70,272     81,260     80,498     85,968:     8,810      3,340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    15,219:     2,114          0          0     11,271     17,469     13,385     17,469:     1,834     -2,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        5.3        0.0       78.7       91.0       90.1       96.3:       9.9        3.7
Old  :     100.0:      11.5        5.3        0.0       78.7       91.0       90.1       96.3:       9.9        3.7
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  :        31:         1          1          0         20         24         21         25:
Old  :        31:         1          1          0         20         24         21         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  :                 58.6       37.4       75.6       57.5       58.6       35.2       67.9       52.6
Old  :                 58.6       37.4       75.6       57.5       58.6       35.2       67.9       52.6
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, March 29, 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  :    54,009:         0      5,340      3,926     47,924     37,612     51,850     46,878:     2,159      7,131
Old  :    54,009:         0      5,340      3,926     47,924     37,612     51,850     46,878:     2,159      7,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,967:         0     -1,178      1,208        666      3,252      1,874      3,282:        93     -1,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.9        7.3       88.7       69.6       96.0       86.8:       4.0       13.2
Old  :     100.0:       0.0        9.9        7.3       88.7       69.6       96.0       86.8:       4.0       13.2
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  :        22:         0          3          1         12         13         13         16:
Old  :        22:         0          3          1         12         13         13         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  :                 53.2       52.4       81.9       74.0       51.1       50.0       72.2       65.8
Old  :                 53.2       52.4       81.9       74.0       51.1       50.0       72.2       65.8
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, March 22, 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  :    52,042:         0      6,518      2,718     47,258     34,360     49,976     43,596:     2,066      8,446
Old  :    52,042:         0      6,518      2,718     47,258     34,360     49,976     43,596:     2,066      8,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     1,460:         0       -604        604        856        818      1,460        818:         0        642
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       12.5        5.2       90.8       66.0       96.0       83.8:       4.0       16.2
Old  :     100.0:       0.0       12.5        5.2       90.8       66.0       96.0       83.8:       4.0       16.2
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  :        20:         0          3          1         11         12         12         15:
Old  :        20:         0          3          1         11         12         12         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  :                 51.0       53.0       82.8       74.3       48.9       50.5       77.7       68.0
Old  :                 51.0       53.0       82.8       74.3       48.9       50.5       77.7       68.0
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, March 29, 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  :    50,239:     5,183      1,068      3,081     38,169     41,715     46,433     45,864:     3,806      4,375
Old  :    50,239:     5,183      1,068      3,081     38,169     41,715     46,433     45,864:     3,806      4,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     3,443:      -266        144       -262      4,373      3,253      3,845      3,135:      -402        308
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        2.1        6.1       76.0       83.0       92.4       91.3:       7.6        8.7
Old  :     100.0:      10.3        2.1        6.1       76.0       83.0       92.4       91.3:       7.6        8.7
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:         2          1          3         20         18         23         21:
Old  :        24:         2          1          3         20         18         23         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  :                 59.3       44.8       75.5       65.4       54.9       41.8       64.6       57.8
Old  :                 59.3       44.8       75.5       65.4       54.9       41.8       64.6       57.8
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, March 22, 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  :    46,796:     5,449        924      3,343     33,796     38,462     42,588     42,729:     4,208      4,067
Old  :    46,796:     5,449        924      3,343     33,796     38,462     42,588     42,729:     4,208      4,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     3,718:     1,476        924       -319      2,681      3,014      3,838      3,619:      -120         99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        2.0        7.1       72.2       82.2       91.0       91.3:       9.0        8.7
Old  :     100.0:      11.6        2.0        7.1       72.2       82.2       91.0       91.3:       9.0        8.7
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:         2          1          3         20         17         23         20:
Old  :        24:         2          1          3         20         17         23         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  :                 55.9       43.4       73.8       65.0       51.4       40.2       62.6       56.2
Old  :                 55.9       43.4       73.8       65.0       51.4       40.2       62.6       56.2
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, March 29, 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  :    66,424:       148      1,541      4,995     52,658     50,508     57,801     57,044:     8,623      9,380
Old  :    66,424:       148      1,541      4,995     52,658     50,508     57,801     57,044:     8,623      9,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     1,355:    -1,908       -676      1,910        193       -905        195        329:     1,160      1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        2.3        7.5       79.3       76.0       87.0       85.9:      13.0       14.1
Old  :     100.0:       0.2        2.3        7.5       79.3       76.0       87.0       85.9:      13.0       14.1
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  :        24:         1          1          2         20         17         22         19:
Old  :        24:         1          1          2         20         17         22         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  :                 35.2       62.8       59.9       75.3       29.7       48.5       41.7       52.2
Old  :                 35.2       62.8       59.9       75.3       29.7       48.5       41.7       52.2
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, March 22, 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  :    65,069:     2,056      2,217      3,085     52,465     51,413     57,606     56,715:     7,463      8,354
Old  :    65,069:     2,056      2,217      3,085     52,465     51,413     57,606     56,715:     7,463      8,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :      -299:    -2,022        182      1,077        513       -361       -432        898:       133     -1,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        3.4        4.7       80.6       79.0       88.5       87.2:      11.5       12.8
Old  :     100.0:       3.2        3.4        4.7       80.6       79.0       88.5       87.2:      11.5       12.8
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  :        26:         1          1          1         21         18         22         20:
Old  :        26:         1          1          1         21         18         22         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  :                 36.2       61.3       61.4       74.5       30.0       50.5       43.4       56.2
Old  :                 36.2       61.3       61.4       74.5       30.0       50.5       43.4       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, March 29, 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  :    29,880:     2,100      2,190          0     27,360     26,474     29,460     28,664:       420      1,216
Old  :    29,880:     2,100      2,190          0     27,360     26,474     29,460     28,664:       420      1,216
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        7.3        0.0       91.6       88.6       98.6       95.9:       1.4        4.1
Old  :     100.0:       7.0        7.3        0.0       91.6       88.6       98.6       95.9:       1.4        4.1
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  :        23:         2          2          0         12          9         14         11:
Old  :        23:         2          2          0         12          9         14         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  :                 76.9       82.1       93.5       92.7       74.8       81.3       91.5       91.1
Old  :                 76.9       82.1       93.5       92.7       74.8       81.3       91.5       91.1
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, March 29, 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  :    27,343:     2,100      2,370          0     23,909     23,223     26,009     25,593:     1,334      1,750
Old  :    27,343:     2,100      2,370          0     23,909     23,223     26,009     25,593:     1,334      1,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        8.7        0.0       87.4       84.9       95.1       93.6:       4.9        6.4
Old  :     100.0:       7.7        8.7        0.0       87.4       84.9       95.1       93.6:       4.9        6.4
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  :        25:         2          2          0         11         13         13         15:
Old  :        25:         2          2          0         11         13         13         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  :                 53.6       63.7       80.6       83.3       51.3       63.7       76.1       81.1
Old  :                 53.6       63.7       80.6       83.3       51.3       63.7       76.1       81.1
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, March 29, 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  :   981,941:   269,052     67,265    154,808    532,248    742,692    956,108    964,765:    25,833     17,176
Old  :   981,941:   269,052     67,265    154,808    532,248    742,692    956,108    964,765:    25,833     17,176
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    18,844:     7,252      1,289     -2,461      4,466     12,641      9,257     11,469:     9,587      7,375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        6.9       15.8       54.2       75.6       97.4       98.3:       2.6        1.7
Old  :     100.0:      27.4        6.9       15.8       54.2       75.6       97.4       98.3:       2.6        1.7
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  :       128:        24          6         28         85         80        116        110:
Old  :       128:        24          6         28         85         80        116        110:
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  :                 32.1       22.2       43.8       37.5       26.6       19.2       33.7       30.4
Old  :                 32.1       22.2       43.8       37.5       26.6       19.2       33.7       30.4
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, March 22, 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  :   963,097:   261,800     65,976    157,269    527,782    730,051    946,851    953,296:    16,246      9,801
Old  :   963,097:   261,800     65,976    157,269    527,782    730,051    946,851    953,296:    16,246      9,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    17,259:     5,422      5,656      1,497     10,695     10,344     17,614     17,497:      -355       -238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        6.9       16.3       54.8       75.8       98.3       99.0:       1.7        1.0
Old  :     100.0:      27.2        6.9       16.3       54.8       75.8       98.3       99.0:       1.7        1.0
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  :       121:        20          7         28         80         75        111        105:
Old  :       121:        20          7         28         80         75        111        105:
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  :                 32.8       21.8       44.3       38.1       27.0       19.7       33.9       30.7
Old  :                 32.8       21.8       44.3       38.1       27.0       19.7       33.9       30.7
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, March 29, 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  :   137,371:    29,455     41,819     35,355     67,035     56,647    131,845    133,821:     5,526      3,550
Old  :   137,371:    29,455     41,819     35,355     67,035     56,647    131,845    133,821:     5,526      3,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :     4,916:    -3,386     -4,024     10,524     -1,034     -3,277      6,104      3,223:    -1,188      1,693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       30.4       25.7       48.8       41.2       96.0       97.4:       4.0        2.6
Old  :     100.0:      21.4       30.4       25.7       48.8       41.2       96.0       97.4:       4.0        2.6
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  :        43:        10         10         11         21         21         37         36:
Old  :        43:        10         10         11         21         21         37         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  :                 37.1       50.6       58.9       71.9       26.7       32.5       35.8       40.7
Old  :                 37.1       50.6       58.9       71.9       26.7       32.5       35.8       40.7
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, March 22, 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  :   132,455:    32,841     45,843     24,831     68,069     59,924    125,741    130,598:     6,714      1,857
Old  :   132,455:    32,841     45,843     24,831     68,069     59,924    125,741    130,598:     6,714      1,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    13,393:     9,134      6,642     -4,458      6,687     12,143     11,363     14,327:     2,030       -934
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       34.6       18.7       51.4       45.2       94.9       98.6:       5.1        1.4
Old  :     100.0:      24.8       34.6       18.7       51.4       45.2       94.9       98.6:       5.1        1.4
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  :        43:        12          6         12         21         23         37         37:
Old  :        43:        12          6         12         21         23         37         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  :                 38.8       55.4       61.1       70.1       30.2       40.3       38.0       47.5
Old  :                 38.8       55.4       61.1       70.1       30.2       40.3       38.0       47.5
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, March 29, 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  :    45,583:     7,182      3,340      9,760     28,325     32,333     45,267     45,433:       316        150
Old  :    45,583:     7,182      3,340      9,760     28,325     32,333     45,267     45,433:       316        150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       354:       760       -480       -220       -216      1,184        324        484:        30       -130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.3       21.4       62.1       70.9       99.3       99.7:       0.7        0.3
Old  :     100.0:      15.8        7.3       21.4       62.1       70.9       99.3       99.7:       0.7        0.3
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  :        40:         3          7          7         27         25         35         34:
Old  :        40:         3          7          7         27         25         35         34:
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  :                 47.8       52.4       71.5       71.1       37.6       45.1       50.3       52.3
Old  :                 47.8       52.4       71.5       71.1       37.6       45.1       50.3       52.3
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, March 22, 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  :    45,229:     6,422      3,820      9,980     28,541     31,149     44,943     44,949:       286        280
Old  :    45,229:     6,422      3,820      9,980     28,541     31,149     44,943     44,949:       286        280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     2,746:     1,580        400        300      1,084      2,226      2,964      2,926:      -218       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        8.4       22.1       63.1       68.9       99.4       99.4:       0.6        0.6
Old  :     100.0:      14.2        8.4       22.1       63.1       68.9       99.4       99.4:       0.6        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  :        41:         5          6          7         26         26         35         35:
Old  :        41:         5          6          7         26         26         35         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  :                 47.0       55.2       69.7       71.5       37.2       45.9       50.1       52.9
Old  :                 47.0       55.2       69.7       71.5       37.2       45.9       50.1       52.9
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, March 29, 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  :    19,052:     3,200        510      1,456     14,158     16,848     18,814     18,814:       238        238
Old  :    19,052:     3,200        510      1,456     14,158     16,848     18,814     18,814:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :       256:        44       -128         86        126        298        256        256:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        2.7        7.6       74.3       88.4       98.8       98.8:       1.2        1.2
Old  :     100.0:      16.8        2.7        7.6       74.3       88.4       98.8       98.8:       1.2        1.2
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  :        27:         4          1          4         17         17         22         21:
Old  :        27:         4          1          4         17         17         22         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  :                 67.6       51.3       82.8       71.5       62.3       45.7       69.7       60.9
Old  :                 67.6       51.3       82.8       71.5       62.3       45.7       69.7       60.9
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, March 22, 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  :    18,796:     3,156        638      1,370     14,032     16,550     18,558     18,558:       238        238
Old  :    18,796:     3,156        638      1,370     14,032     16,550     18,558     18,558:       238        238
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       718:      -172       -510        126        764      1,102        718        718:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        3.4        7.3       74.7       88.1       98.7       98.7:       1.3        1.3
Old  :     100.0:      16.8        3.4        7.3       74.7       88.1       98.7       98.7:       1.3        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  :        27:         4          1          4         17         17         22         21:
Old  :        27:         4          1          4         17         17         22         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  :                 67.4       52.0       82.8       72.5       62.2       46.5       69.7       62.4
Old  :                 67.4       52.0       82.8       72.5       62.2       46.5       69.7       62.4
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, March 29, 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  :     8,994:       348      5,792        856      7,790      2,346      8,994      8,994:         0          0
Old  :     8,994:       348      5,792        856      7,790      2,346      8,994      8,994:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       64.4        9.5       86.6       26.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.9       64.4        9.5       86.6       26.1      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          2         13          7         16         10:
Old  :        21:         1          3          2         13          7         16         10:
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  :                 68.9       84.9       90.4       98.5       68.9       75.3       84.2       87.1
Old  :                 68.9       84.9       90.4       98.5       68.9       75.3       84.2       87.1
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, March 29, 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  :   839,333:   164,014     90,222    118,051    493,298    546,895    775,363    755,168:    63,970     84,165
Old  :   839,333:   164,014     90,222    118,051    493,298    546,895    775,363    755,168:    63,970     84,165
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -6,514:    -2,955     -7,238        662     -8,159     -4,168    -10,452    -10,744:     3,938      4,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       10.7       14.1       58.8       65.2       92.4       90.0:       7.6       10.0
Old  :     100.0:      19.5       10.7       14.1       58.8       65.2       92.4       90.0:       7.6       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  :       252:        70         84         86         75         78        202        201:
Old  :       252:        70         84         86         75         78        202        201:
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  :                 19.5       21.5       30.8       32.5       12.6       14.2       19.6       19.8
Old  :                 19.5       21.5       30.8       32.5       12.6       14.2       19.6       19.8
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, March 22, 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  :   845,847:   166,969     97,460    117,389    501,457    551,063    785,815    765,912:    60,032     79,935
Old  :   845,847:   166,969     97,460    117,389    501,457    551,063    785,815    765,912:    60,032     79,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :     3,863:    -1,887     -3,711     -1,651     10,647      6,663      7,109      1,301:    -3,246      2,562
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       11.5       13.9       59.3       65.1       92.9       90.5:       7.1        9.5
Old  :     100.0:      19.7       11.5       13.9       59.3       65.1       92.9       90.5:       7.1        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  :       262:        73         84         88         79         84        217        204:
Old  :       262:        73         84         88         79         84        217        204:
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  :                 20.8       22.1       32.2       32.9       12.6       14.9       19.9       20.4
Old  :                 20.8       22.1       32.2       32.9       12.6       14.9       19.9       20.4
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, March 29, 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  :    12,463:     8,476      1,753         75      1,063     10,043      9,614     11,871:     2,849        592
Old  :    12,463:     8,476      1,753         75      1,063     10,043      9,614     11,871:     2,849        592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -433:      -368        351         -9        145       -834       -232       -492:      -201         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.0       14.1        0.6        8.5       80.6       77.1       95.2:      22.9        4.8
Old  :     100.0:      68.0       14.1        0.6        8.5       80.6       77.1       95.2:      22.9        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  :       112:        69          9          2         10         22         81         33:
Old  :       112:        69          9          2         10         22         81         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  :                 24.5       43.4       34.8       61.3       24.5       43.4       34.8       61.3
Old  :                 24.5       43.4       34.8       61.3       24.5       43.4       34.8       61.3
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, March 22, 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  :    12,896:     8,844      1,402         84        918     10,877      9,846     12,363:     3,050        533
Old  :    12,896:     8,844      1,402         84        918     10,877      9,846     12,363:     3,050        533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       -46:       304         23        -99       -170         47         35        -29:       -81        -17
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       10.9        0.7        7.1       84.3       76.3       95.9:      23.7        4.1
Old  :     100.0:      68.6       10.9        0.7        7.1       84.3       76.3       95.9:      23.7        4.1
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  :       122:        75         12          2          9         25         86         38:
Old  :       122:        75         12          2          9         25         86         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  :                 23.7       43.2       34.4       61.4       23.7       43.2       34.4       61.4
Old  :                 23.7       43.2       34.4       61.4       23.7       43.2       34.4       61.4
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, March 29, 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  :     7,948:     4,558        507         60      1,209      6,656      5,827      7,223:     2,121        725
Old  :     7,948:     4,558        507         60      1,209      6,656      5,827      7,223:     2,121        725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :      -763:      -334          4        -26       -174       -518       -534       -540:      -229       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        6.4        0.8       15.2       83.7       73.3       90.9:      26.7        9.1
Old  :     100.0:      57.3        6.4        0.8       15.2       83.7       73.3       90.9:      26.7        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  :        46:        22          4          2          8         16         32         20:
Old  :        46:        22          4          2          8         16         32         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  :                 30.9       59.4       44.7       76.4       30.9       58.5       43.7       75.2
Old  :                 30.9       59.4       44.7       76.4       30.9       58.5       43.7       75.2
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, March 22, 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  :     8,711:     4,892        503         86      1,383      7,174      6,361      7,763:     2,350        948
Old  :     8,711:     4,892        503         86      1,383      7,174      6,361      7,763:     2,350        948
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :       674:       568        -50         80       -186        888        462        918:       212       -244
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.2        5.8        1.0       15.9       82.4       73.0       89.1:      27.0       10.9
Old  :     100.0:      56.2        5.8        1.0       15.9       82.4       73.0       89.1:      27.0       10.9
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:        22          3          2          5         17         28         21:
Old  :        44:        22          3          2          5         17         28         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  :                 31.0       56.7       46.9       73.5       30.4       56.7       44.5       73.5
Old  :                 31.0       56.7       46.9       73.5       30.4       56.7       44.5       73.5
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, March 29, 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  :   176,827:    47,749      7,244     14,488     95,891    143,489    158,128    165,221:    18,699     11,606
Old  :   176,827:    47,749      7,244     14,488     95,891    143,489    158,128    165,221:    18,699     11,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2005                       :
     :    -2,741:    -1,077      1,283       -148       -375     -4,932     -1,600     -3,797:    -1,141      1,056
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0        4.1        8.2       54.2       81.1       89.4       93.4:      10.6        6.6
Old  :     100.0:      27.0        4.1        8.2       54.2       81.1       89.4       93.4:      10.6        6.6
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  :       174:        57         24         39         75         80        150        128:
Old  :       174:        57         24         39         75         80        150        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  :                 22.0       17.5       33.8       29.3       17.9       13.2       28.5       22.6
Old  :                 22.0       17.5       33.8       29.3       17.9       13.2       28.5       22.6
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, March 22, 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  :   179,568:    48,826      5,961     14,636     96,266    148,421    159,728    169,018:    19,840     10,550
Old  :   179,568:    48,826      5,961     14,636     96,266    148,421    159,728    169,018:    19,840     10,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 15, 2005                       :
     :    11,711:     6,706      1,582        205      4,140     11,459     11,051     13,246:       660     -1,535
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2        3.3        8.2       53.6       82.7       89.0       94.1:      11.0        5.9
Old  :     100.0:      27.2        3.3        8.2       53.6       82.7       89.0       94.1:      11.0        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  :       171:        54         23         38         73         78        144        126:
Old  :       171:        54         23         38         73         78        144        126:
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  :                 21.1       18.7       33.0       30.4       17.3       14.4       27.6       23.4
Old  :                 21.1       18.7       33.0       30.4       17.3       14.4       27.6       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 8, 2005