WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :   195,264:    30,927     48,301      8,791    135,815    103,039    175,533    160,131:    19,731     35,133
Old  :   194,576:    30,998     48,218      8,696    135,356    102,905    175,050    159,819:    19,526     34,757
Other:       688:        22        176          2        459        134        483        312:       205        376
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -7,243:    -5,601        609       -548        563     -8,811     -5,586     -8,750:    -1,657      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       24.7        4.5       69.6       52.8       89.9       82.0:      10.1       18.0
Old  :     100.0:      15.9       24.8        4.5       69.6       52.9       90.0       82.1:      10.0       17.9
Other:     100.0:       3.2       25.6        0.3       66.7       19.5       70.2       45.3:      29.8       54.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       192:        42         80         29         39         50        106        140:
Old  :       192:        43         80         29         39         50        106        140:
Other:        21:         2          2          1          2         15          4         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  :                 40.0       34.7       57.6       41.4       39.6       33.4       57.3       39.4
Old  :                 40.2       34.8       57.8       41.5       39.8       33.7       57.5       39.7
Other:                 70.2       34.9       70.2       40.4       69.9       34.9       69.9       40.4
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 26, 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  :   202,507:    36,528     47,692      9,339    135,252    111,850    181,119    168,881:    21,388     33,626
Old  :     9,812:     4,304      1,579          2      1,758      5,014      6,064      6,595:     3,748      3,217
Other:   192,695:    35,135     49,024      6,426    133,494    106,836    175,055    162,286:    17,640     30,409
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -13,863:       661     -3,891     -6,138     -5,535     -4,724    -11,012    -14,753:    -2,851        890
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       23.6        4.6       66.8       55.2       89.4       83.4:      10.6       16.6
Old  :     100.0:      43.9       16.1        0.0       17.9       51.1       61.8       67.2:      38.2       32.8
Other:     100.0:      18.2       25.4        3.3       69.3       55.4       90.8       84.2:       9.2       15.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        52         80         38         44         49        128        146:
Old  :        70:        19         19          1         10         25         30         44:
Other:       200:        51         84         28         39         47        113        139:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       37.3       54.6       44.1       37.2       35.7       54.1       41.9
Old  :                 26.6       29.2       42.9       42.0       26.6       29.2       42.9       42.0
Other:                 39.4       39.0       57.3       45.9       39.0       37.2       56.9       43.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :   673,304:    99,970    133,257     44,718    415,888    307,549    560,576    485,524:   112,728    187,780
Old  :   471,233:    80,588    132,315     15,395    297,041    220,025    393,024    367,735:    78,209    103,498
Other:   202,071:    43,585     25,145      5,120    118,847     87,524    167,552    117,789:    34,519     84,282
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,515:     6,361     31,579      5,473      8,849    -20,777     20,683     16,275:   -11,168     -6,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       19.8        6.6       61.8       45.7       83.3       72.1:      16.7       27.9
Old  :     100.0:      17.1       28.1        3.3       63.0       46.7       83.4       78.0:      16.6       22.0
Other:     100.0:      21.6       12.4        2.5       58.8       43.3       82.9       58.3:      17.1       41.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       466:       116        112         89        159        163        325        335:
Old  :       444:       111        115         51        121        147        264        292:
Other:       303:        69         55         21        103        138        185        201:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       18.9       32.4       23.5       22.4       15.4       31.8       19.6
Old  :                 29.6       23.5       39.8       28.2       29.6       22.1       39.8       26.7
Other:                 31.3       12.3       39.4       18.7       25.4        7.5       33.0       12.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 26, 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  :   663,789:    93,609    101,678     39,245    407,039    328,326    539,893    469,249:   123,896    194,540
Old  :   468,671:    73,047    102,265     12,623    292,435    239,817    378,105    354,705:    90,566    113,966
Other:   195,118:    42,370     21,221      4,814    114,604     88,509    161,788    114,544:    33,330     80,574
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -23,893:   -12,405    -14,503     -4,293     -9,410     -3,642    -26,108    -22,438:     2,215     -1,455
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       15.3        5.9       61.3       49.5       81.3       70.7:      18.7       29.3
Old  :     100.0:      15.6       21.8        2.7       62.4       51.2       80.7       75.7:      19.3       24.3
Other:     100.0:      21.7       10.9        2.5       58.7       45.4       82.9       58.7:      17.1       41.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       447:       105         98         82        179        186        334        331:
Old  :       426:       103         98         52        150        170        282        296:
Other:       308:        62         53         20        101        153        175        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  :                 21.7       16.7       31.7       22.6       21.7       13.0       31.2       18.0
Old  :                 28.7       21.3       39.0       26.6       28.7       19.8       38.9       24.8
Other:                 31.0       12.4       39.0       18.9       25.5        7.7       32.7       13.1
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, May 3, 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  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Old  :     7,547:     2,066      1,165        113      1,622      4,915      3,801      6,193:     3,746      1,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -642:      -741        847         -9        603     -1,679       -147       -841:      -495        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
Old  :     100.0:      27.4       15.4        1.5       21.5       65.1       50.4       82.1:      49.6       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         7          9          4         10         16         21         25:
Old  :        35:         7          9          4         10         16         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  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Old  :                 25.9       38.3       37.2       56.5       25.2       37.2       35.8       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :     8,189:     2,807        318        122      1,019      6,594      3,948      7,034:     4,241      1,155
Old  :     1,690:       235          3          0         68      1,471        303      1,474:     1,387        216
Other:     6,499:     2,580        323        114        951      5,123      3,645      5,560:     2,854        939
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -256:      -226        153        100       -319       -399       -445       -146:       189       -110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        3.9        1.5       12.4       80.5       48.2       85.9:      51.8       14.1
Old  :     100.0:      13.9        0.2        0.0        4.0       87.0       17.9       87.2:      82.1       12.8
Other:     100.0:      39.7        5.0        1.8       14.6       78.8       56.1       85.6:      43.9       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        12          4          5          8         16         23         22:
Old  :        16:         4          1          0          2          9          6         10:
Other:        33:        10          5          4          7         16         21         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       43.0       34.5       59.9       24.3       41.6       32.7       58.6
Old  :                 16.7       72.5       17.9       86.2       16.7       72.5       17.9       86.2
Other:                 30.6       37.9       43.5       59.1       30.6       37.8       40.8       57.5
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 3, 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  :   241,954:    42,480     29,853     26,785    125,995    107,966    195,260    164,604:    46,694     77,350
Old  :   169,661:    32,426     39,601      7,245    101,328     78,313    140,999    125,159:    28,662     44,502
Other:    72,293:    26,614      6,812      2,980     24,667     29,653     54,261     39,445:    18,032     32,848
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,454:   -10,448     -2,424      4,644     -3,975     -8,796     -9,779     -6,576:    -3,675     -6,878
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       12.3       11.1       52.1       44.6       80.7       68.0:      19.3       32.0
Old  :     100.0:      19.1       23.3        4.3       59.7       46.2       83.1       73.8:      16.9       26.2
Other:     100.0:      36.8        9.4        4.1       34.1       41.0       75.1       54.6:      24.9       45.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        89         75         74         75         91        220        201:
Old  :       281:        76         90         36         55         87        160        187:
Other:       179:        74         22         20         47         56        129         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       15.0       36.5       22.7       24.2       13.5       34.4       20.0
Old  :                 33.0       20.4       46.6       28.5       33.0       20.1       45.4       26.7
Other:                 22.1       14.9       31.9       23.7       19.7       14.5       27.9       21.7
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 26, 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  :   255,408:    52,928     32,277     22,141    129,970    116,762    205,039    171,180:    50,369     84,228
Old  :   186,682:    43,280     38,798      6,265    104,447     89,251    153,992    134,314:    32,690     52,368
Other:    68,726:    22,607      6,438      2,917     25,523     27,511     51,047     36,866:    17,679     31,860
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -13,789:    -2,372    -10,919     -1,110     -9,455      2,012    -12,937    -10,017:      -852     -3,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       12.6        8.7       50.9       45.7       80.3       67.0:      19.7       33.0
Old  :     100.0:      23.2       20.8        3.4       55.9       47.8       82.5       71.9:      17.5       28.1
Other:     100.0:      32.9        9.4        4.2       37.1       40.0       74.3       53.6:      25.7       46.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        95         69         74         80         95        230        200:
Old  :       287:        88         81         46         67         92        188        188:
Other:       175:        60         33         19         43         61        114        103:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       14.7       33.5       23.8       23.2       12.0       33.2       19.3
Old  :                 29.9       19.3       42.2       28.7       29.9       17.9       42.1       25.2
Other:                 22.5       13.4       33.6       22.1       20.6       12.8       29.6       20.2
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    14,028:    10,987      2,924        264        121        722     11,372      3,910:     2,656     10,118
Old  :     5,226:     3,320      2,690         63         36         41      3,419      2,794:     1,807      2,432
Other:     8,802:     7,775        342         93         85        681      7,953      1,116:       849      7,686
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :        57:       245      1,178        -29       -304       -178        -88        971:       145       -914
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      78.3       20.8        1.9        0.9        5.1       81.1       27.9:      18.9       72.1
Old  :     100.0:      63.5       51.5        1.2        0.7        0.8       65.4       53.5:      34.6       46.5
Other:     100.0:      88.3        3.9        1.1        1.0        7.7       90.4       12.7:       9.6       87.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        12          6          6          1          3         15         13:
Old  :        21:        11          7          3          1          2         13         11:
Other:        15:         8          4          5          1          3         10         11:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       19.3       73.3       25.2       56.7       18.4       72.7       23.9
Old  :                 38.3       44.0       57.5       52.8       38.3       44.0       57.5       52.0
Other:                 79.6       10.4       89.7       12.4       79.0        9.4       88.3       10.7
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    13,971:    10,742      1,746        293        425        900     11,460      2,939:     2,511     11,032
Old  :     5,297:     3,120      1,461         74        340        208      3,534      1,743:     1,763      3,554
Other:     8,674:     7,754        417         87         85        692      7,926      1,196:       748      7,478
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -1,582:        69     -1,149       -699          0       -280       -630     -2,128:      -952        546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      76.9       12.5        2.1        3.0        6.4       82.0       21.0:      18.0       79.0
Old  :     100.0:      58.9       27.6        1.4        6.4        3.9       66.7       32.9:      33.3       67.1
Other:     100.0:      89.4        4.8        1.0        1.0        8.0       91.4       13.8:       8.6       86.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:        10          5          7          3          4         16         13:
Old  :        20:         9          6          3          3          3         13         11:
Other:        15:         9          2          5          1          4         11         10:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       12.0       75.8       18.3       62.0       11.2       74.4       16.8
Old  :                 46.0       22.7       63.1       32.6       46.0       22.7       63.1       31.3
Other:                 80.0       12.7       90.5       13.7       79.3       11.6       89.2       11.8
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 3, 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  :   144,393:    28,237     14,851     17,618     74,316     97,638    120,171    130,107:    24,222     14,286
Old  :   111,478:    25,905     15,819      9,739     57,459     73,576     93,103     99,134:    18,375     12,344
Other:    32,915:     6,420      3,120      3,791     16,857     24,062     27,068     30,973:     5,847      1,942
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,034:    -1,056      3,026        468      2,710     -3,885      2,122       -391:    -1,088      1,425
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       10.3       12.2       51.5       67.6       83.2       90.1:      16.8        9.9
Old  :     100.0:      23.2       14.2        8.7       51.5       66.0       83.5       88.9:      16.5       11.1
Other:     100.0:      19.5        9.5       11.5       51.2       73.1       82.2       94.1:      17.8        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        43         25         33         45         44        106         95:
Old  :       138:        42         30         30         42         42        101         91:
Other:        59:        11         13         10         26         22         41         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       36.0       33.9       49.2       23.5       30.4       31.7       42.1
Old  :                 24.8       38.5       35.4       50.6       23.8       34.6       33.1       45.4
Other:                 42.6       51.5       56.0       63.7       39.0       44.7       46.6       55.0
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 26, 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  :   143,359:    29,293     11,825     17,150     71,606    101,523    118,049    130,498:    25,310     12,861
Old  :   113,682:    27,681     12,568      9,964     55,916     79,844     93,561    102,376:    20,121     11,306
Other:    29,677:     4,795      2,440      4,003     15,690     21,679     24,488     28,122:     5,189      1,555
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         4:    -1,570       -883      2,204      1,167        870      1,801      2,191:    -1,797     -2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4        8.2       12.0       49.9       70.8       82.3       91.0:      17.7        9.0
Old  :     100.0:      24.3       11.1        8.8       49.2       70.2       82.3       90.1:      17.7        9.9
Other:     100.0:      16.2        8.2       13.5       52.9       73.0       82.5       94.8:      17.5        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        43         22         33         41         44        103         94:
Old  :       135:        46         25         29         38         43         97         91:
Other:        60:        12         15         11         24         21         42         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       39.5       32.5       51.4       22.5       32.0       30.4       42.7
Old  :                 23.4       41.1       33.6       52.8       22.7       34.8       31.4       44.6
Other:                 39.8       51.0       51.9       63.9       35.7       43.4       43.7       54.1
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 3, 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  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Old  :   716,898:   102,324    111,028     17,381    447,759    430,114    567,464    558,523:   149,434    158,375
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     9,316:    -2,878        804      4,120     -7,738      9,622     -6,496     14,546:    15,812     -5,230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       22.1
Old  :     100.0:      14.3       15.5        2.4       62.5       60.0       79.2       77.9:      20.8       22.1
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  :       167:        34         31         26         63         76        110        122:
Old  :       167:        34         31         26         63         76        110        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  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
Old  :                 28.0       17.1       36.2       28.5       16.9       12.5       22.9       20.9
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, April 26, 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  :   707,582:   105,202    110,224     13,261    455,497    420,492    573,960    543,977:   133,622    163,605
Old  :   707,582:   105,202    110,224     13,261    455,497    420,492    573,960    543,977:   133,622    163,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -2,374:     9,548    -34,905      1,078     -9,962     22,938        664    -10,889:    -3,038      8,515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       15.6        1.9       64.4       59.4       81.1       76.9:      18.9       23.1
Old  :     100.0:      14.9       15.6        1.9       64.4       59.4       81.1       76.9:      18.9       23.1
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  :       168:        38         28         23         63         76        111        119:
Old  :       168:        38         28         23         63         76        111        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  :                 28.5       15.9       37.4       28.6       18.8       13.6       25.2       23.2
Old  :                 28.5       15.9       37.4       28.6       18.8       13.6       25.2       23.2
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, May 3, 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  :   132,321:    29,893     12,881     15,241     57,837     83,620    102,971    111,742:    29,350     20,579
Old  :    97,360:    28,549     13,563      8,844     35,860     58,651     73,253     81,058:    24,107     16,302
Other:    34,961:     3,437      1,411      4,304     21,977     24,969     29,718     30,684:     5,243      4,277
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -11,006:    -3,868     -1,178     -1,272     -3,246     -7,530     -8,386     -9,980:    -2,620     -1,026
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6        9.7       11.5       43.7       63.2       77.8       84.4:      22.2       15.6
Old  :     100.0:      29.3       13.9        9.1       36.8       60.2       75.2       83.3:      24.8       16.7
Other:     100.0:       9.8        4.0       12.3       62.9       71.4       85.0       87.8:      15.0       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       151:        42         27         34         48         56        117        104:
Old  :       149:        45         29         27         43         54        109         97:
Other:        72:        17         12         12         34         26         57         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  :                 16.2       29.3       25.6       41.0       11.6       21.8       18.5       30.2
Old  :                 14.4       29.7       23.1       37.9       14.1       27.1       22.7       33.2
Other:                 32.1       48.4       46.6       64.4       29.4       46.9       42.6       56.5
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 26, 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  :   143,327:    33,761     14,059     16,513     61,083     91,150    111,357    121,722:    31,970     21,605
Old  :   109,336:    32,213     14,811      9,784     40,398     67,273     82,395     91,868:    26,941     17,468
Other:    33,991:     4,040      1,740      4,237     20,685     23,877     28,962     29,854:     5,029      4,137
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     7,197:     4,661     -3,374        -92      1,325     11,130      5,894      7,664:     1,303       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6        9.8       11.5       42.6       63.6       77.7       84.9:      22.3       15.1
Old  :     100.0:      29.5       13.5        8.9       36.9       61.5       75.4       84.0:      24.6       16.0
Other:     100.0:      11.9        5.1       12.5       60.9       70.2       85.2       87.8:      14.8       12.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       155:        44         25         36         52         58        125        106:
Old  :       153:        52         25         29         48         57        118        100:
Other:        76:        15         16         14         34         26         58         47:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       31.2       23.2       41.4       11.1       22.9       19.1       31.9
Old  :                 11.7       31.8       20.9       39.5       11.5       29.1       20.5       35.6
Other:                 33.0       48.2       47.7       62.5       29.5       47.1       42.4       56.1
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, May 3, 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  :     6,783:     3,205      1,295        637        781      3,819      4,623      5,751:     2,160      1,032
Old  :     5,952:     3,242      1,321        445        457      3,418      4,144      5,184:     1,808        768
Other:       831:        92        103         63        324        401        479        567:       352        264
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -299:      -228       -194        185       -400       -279       -443       -288:       144        -11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.3       19.1        9.4       11.5       56.3       68.2       84.8:      31.8       15.2
Old  :     100.0:      54.5       22.2        7.5        7.7       57.4       69.6       87.1:      30.4       12.9
Other:     100.0:      11.1       12.4        7.6       39.0       48.3       57.6       68.2:      42.4       31.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         11          8          7         14         28         28:
Old  :        41:        17         10          4          2         13         22         24:
Other:        21:         4          5          4          6          9         12         16:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       40.4       49.3       63.9       37.7       38.8       44.4       57.9
Old  :                 42.9       42.2       55.4       68.6       42.9       42.1       50.9       63.5
Other:                 33.9       30.3       50.5       51.9       26.8       27.3       33.0       39.4
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, April 26, 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  :     7,082:     3,433      1,489        452      1,181      4,098      5,066      6,039:     2,016      1,043
Old  :     6,520:     3,469      1,403        349        931      3,835      4,749      5,587:     1,771        933
Other:       562:        20        142         47        250        263        317        452:       245        110
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -114:        14         67       -369        218        132       -137       -170:        23         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.5       21.0        6.4       16.7       57.9       71.5       85.3:      28.5       14.7
Old  :     100.0:      53.2       21.5        5.4       14.3       58.8       72.8       85.7:      27.2       14.3
Other:     100.0:       3.6       25.3        8.4       44.5       46.8       56.4       80.4:      43.6       19.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        16         11          8         10         13         32         26:
Old  :        42:        18          9          7          7         12         29         24:
Other:        17:         1          7          4          4          6          9         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  :                 39.7       41.8       52.8       62.5       36.4       38.4       48.2       59.1
Old  :                 42.8       42.2       56.7       64.4       39.6       39.7       52.1       61.9
Other:                 45.7       48.0       56.2       70.3       37.0       36.7       37.0       53.4
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, May 3, 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  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Old  :   335,267:   113,492     83,691      1,790    158,812    147,624    274,094    233,105:    61,173    102,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    19,925:     8,069     10,180      1,567     13,201      5,480     22,837     17,227:    -2,912      2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
Old  :     100.0:      33.9       25.0        0.5       47.4       44.0       81.8       69.5:      18.2       30.5
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  :       106:        18         28          4         39         43         61         72:
Old  :       106:        18         28          4         39         43         61         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  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
Old  :                 34.0       19.6       47.9       27.7       34.0       18.6       47.9       26.2
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, April 26, 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  :   315,342:   105,423     73,511        223    145,611    142,144    251,257    215,878:    64,085     99,464
Old  :   315,342:   105,423     73,511        223    145,611    142,144    251,257    215,878:    64,085     99,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    12,056:     9,550     12,697        217      3,844     -3,178     13,611      9,736:    -1,555      2,320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4       23.3        0.1       46.2       45.1       79.7       68.5:      20.3       31.5
Old  :     100.0:      33.4       23.3        0.1       46.2       45.1       79.7       68.5:      20.3       31.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        19         27          3         37         40         59         67:
Old  :       102:        19         27          3         37         40         59         67:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       19.6       46.6       28.1       33.1       18.0       46.6       26.4
Old  :                 33.1       19.6       46.6       28.1       33.1       18.0       46.6       26.4
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, May 3, 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  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Old  : 2,119,888:   364,656    465,754    178,861  1,333,135  1,070,971  1,876,652  1,715,586:   243,236    404,302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    76,655:    22,323     -5,845     76,505    -18,429     38,907     80,399    109,567:    -3,744    -32,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
Old  :     100.0:      17.2       22.0        8.4       62.9       50.5       88.5       80.9:      11.5       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        42         87         44         81        132        153        233:
Old  :       284:        42         87         44         81        132        153        233:
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  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
Old  :                 41.4       15.3       52.6       24.3       37.7       12.4       46.2       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, April 26, 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  : 2,043,233:   342,333    471,599    102,356  1,351,564  1,032,064  1,796,253  1,606,019:   246,980    437,214
Old  : 2,043,233:   342,333    471,599    102,356  1,351,564  1,032,064  1,796,253  1,606,019:   246,980    437,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    83,092:    44,270    -23,139     17,942     -5,356     64,077     56,856     58,880:    26,236     24,212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       23.1        5.0       66.1       50.5       87.9       78.6:      12.1       21.4
Old  :     100.0:      16.8       23.1        5.0       66.1       50.5       87.9       78.6:      12.1       21.4
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  :       277:        41         84         48         80        131        151        233:
Old  :       277:        41         84         48         80        131        151        233:
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  :                 45.9       16.1       56.9       23.5       42.7       13.1       51.8       18.3
Old  :                 45.9       16.1       56.9       23.5       42.7       13.1       51.8       18.3
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, May 3, 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  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Old  : 1,377,412:   151,861    286,743     47,664  1,020,720    759,565  1,220,245  1,093,972:   157,167    283,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     6,680:    12,954      1,878      6,137    -14,788      4,334      4,303     12,349:     2,377     -5,669
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
Old  :     100.0:      11.0       20.8        3.5       74.1       55.1       88.6       79.4:      11.4       20.6
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  :       195:        33         50         22         66         92        110        153:
Old  :       195:        33         50         22         66         92        110        153:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
Old  :                 39.5       23.6       52.0       31.9       29.6       16.4       40.7       23.3
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, April 26, 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  : 1,370,732:   138,907    284,865     41,527  1,035,508    755,231  1,215,942  1,081,623:   154,790    289,109
Old  : 1,370,732:   138,907    284,865     41,527  1,035,508    755,231  1,215,942  1,081,623:   154,790    289,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -14,600:    -1,887    -32,259      3,448        -40     25,737      1,521     -3,074:   -16,121    -11,526
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       20.8        3.0       75.5       55.1       88.7       78.9:      11.3       21.1
Old  :     100.0:      10.1       20.8        3.0       75.5       55.1       88.7       78.9:      11.3       21.1
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  :       180:        30         49         22         60         81        102        140:
Old  :       180:        30         49         22         60         81        102        140:
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       22.9       53.2       31.4       30.4       15.7       41.6       22.8
Old  :                 40.9       22.9       53.2       31.4       30.4       15.7       41.6       22.8
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, May 3, 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  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Old  :   410,130:   145,930     20,172     57,955    174,385    305,158    378,270    383,285:    31,860     26,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -91,932:   -55,695     -3,964    -18,930    -11,903    -64,798    -86,528    -87,692:    -5,404     -4,240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Old  :     100.0:      35.6        4.9       14.1       42.5       74.4       92.2       93.5:       7.8        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       102:        35         11         28         42         47         86         79:
Old  :       102:        35         11         28         42         47         86         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  :                 36.3       39.9       50.1       53.4       23.5       31.9       30.7       40.9
Old  :                 36.3       39.9       50.1       53.4       23.5       31.9       30.7       40.9
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, April 26, 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  :   502,062:   201,625     24,136     76,885    186,288    369,956    464,798    470,977:    37,264     31,085
Old  :   502,062:   201,625     24,136     76,885    186,288    369,956    464,798    470,977:    37,264     31,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    20,998:    28,403      1,151        -82     -3,974     21,733     24,347     22,802:    -3,349     -1,804
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2        4.8       15.3       37.1       73.7       92.6       93.8:       7.4        6.2
Old  :     100.0:      40.2        4.8       15.3       37.1       73.7       92.6       93.8:       7.4        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  :       114:        42         15         30         42         50         91         88:
Old  :       114:        42         15         30         42         50         91         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       36.7       47.1       48.8       22.6       30.8       29.9       39.8
Old  :                 35.4       36.7       47.1       48.8       22.6       30.8       29.9       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                                   
Commitments of Traders - Futures Only, May 3, 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  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Old  :    41,616:    10,839      5,111        403     20,653     28,315     31,895     33,829:     9,721      7,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       343:       689     -6,604         10       -276      6,466        423       -128:       -80        471
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       18.7
Old  :     100.0:      26.0       12.3        1.0       49.6       68.0       76.6       81.3:      23.4       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  :        67:        24         12          3         20         11         46         24:
Old  :        67:        24         12          3         20         11         46         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  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
Old  :                 32.9       58.7       47.1       68.4       32.9       58.7       47.1       68.4
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, April 26, 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  :    41,273:    10,150     11,715        393     20,929     21,849     31,472     33,957:     9,801      7,316
Old  :    41,273:    10,150     11,715        393     20,929     21,849     31,472     33,957:     9,801      7,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       759:     1,356       -204       -118        -15        313      1,223         -9:      -464        768
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       28.4        1.0       50.7       52.9       76.3       82.3:      23.7       17.7
Old  :     100.0:      24.6       28.4        1.0       50.7       52.9       76.3       82.3:      23.7       17.7
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  :        65:        22         14          2         19         10         42         25:
Old  :        65:        22         14          2         19         10         42         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  :                 33.0       57.6       47.8       67.6       33.0       57.6       47.8       67.6
Old  :                 33.0       57.6       47.8       67.6       33.0       57.6       47.8       67.6
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, May 3, 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  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Old  :    63,058:     9,225     24,642        427     37,631     18,378     47,283     43,447:    15,775     19,611
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,013:      -346        652         -6      2,209     -1,482      1,857       -836:     1,156      3,849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
Old  :     100.0:      14.6       39.1        0.7       59.7       29.1       75.0       68.9:      25.0       31.1
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  :        67:        20         26          3         12         13         34         40:
Old  :        67:        20         26          3         12         13         34         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
Old  :                 53.4       34.5       61.1       44.1       53.0       34.5       60.6       44.1
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, April 26, 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  :    60,045:     9,571     23,990        433     35,422     19,860     45,426     44,283:    14,619     15,762
Old  :    60,045:     9,571     23,990        433     35,422     19,860     45,426     44,283:    14,619     15,762
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,723:    -2,524      4,552        104      9,339     -1,570      6,919      3,086:    -3,196        637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       40.0        0.7       59.0       33.1       75.7       73.7:      24.3       26.3
Old  :     100.0:      15.9       40.0        0.7       59.0       33.1       75.7       73.7:      24.3       26.3
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  :        72:        22         25          3         15         13         39         39:
Old  :        72:        22         25          3         15         13         39         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       40.0       57.6       49.7       48.9       40.0       57.2       49.7
Old  :                 48.9       40.0       57.6       49.7       48.9       40.0       57.2       49.7
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, May 3, 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  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Old  :    36,423:     4,372      5,958      1,046     29,891     27,883     35,309     34,887:     1,114      1,536
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       896:       410        137          0        207        636        617        773:       279        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        4.2
Old  :     100.0:      12.0       16.4        2.9       82.1       76.6       96.9       95.8:       3.1        4.2
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  :        59:         8         20          4         17         19         28         40:
Old  :        59:         8         20          4         17         19         28         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
Old  :                 54.1       44.3       72.5       68.6       54.1       40.8       72.4       64.5
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, April 26, 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  :    35,527:     3,962      5,821      1,046     29,684     27,247     34,692     34,114:       835      1,413
Old  :    35,527:     3,962      5,821      1,046     29,684     27,247     34,692     34,114:       835      1,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       368:     1,025        167          0       -701        774        324        941:        44       -573
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       16.4        2.9       83.6       76.7       97.6       96.0:       2.4        4.0
Old  :     100.0:      11.2       16.4        2.9       83.6       76.7       97.6       96.0:       2.4        4.0
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  :        63:         7         22          4         20         21         30         44:
Old  :        63:         7         22          4         20         21         30         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  :                 55.5       43.8       71.6       64.5       55.4       40.2       71.5       60.3
Old  :                 55.5       43.8       71.6       64.5       55.4       40.2       71.5       60.3
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, May 3, 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  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Old  :    14,323:         0      1,039          0     14,025     12,946     14,025     13,985:       298        338
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,634:         0          1          0      1,642      1,695      1,642      1,696:        -8        -62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
Old  :     100.0:       0.0        7.3        0.0       97.9       90.4       97.9       97.6:       2.1        2.4
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  :        24:         0          7          0          5         12          5         19:
Old  :        24:         0          7          0          5         12          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  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
Old  :                 95.7       78.3       97.9       87.6       95.7       78.3       97.9       87.6
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, April 26, 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  :    12,689:         0      1,038          0     12,383     11,251     12,383     12,289:       306        400
Old  :    12,689:         0      1,038          0     12,383     11,251     12,383     12,289:       306        400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       797:         0       -206          0        739        947        739        741:        58         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.2        0.0       97.6       88.7       97.6       96.8:       2.4        3.2
Old  :     100.0:       0.0        8.2        0.0       97.6       88.7       97.6       96.8:       2.4        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          7          0          5         12          5         19:
Old  :        24:         0          7          0          5         12          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  :                 95.7       75.4       97.6       85.9       95.7       75.4       97.6       85.9
Old  :                 95.7       75.4       97.6       85.9       95.7       75.4       97.6       85.9
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, May 3, 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  :    21,407:     2,115      1,831      1,127     12,993     12,468     16,235     15,426:     5,172      5,981
Old  :    21,407:     2,115      1,831      1,127     12,993     12,468     16,235     15,426:     5,172      5,981
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,885:      -905       -375       -107     -1,287     -1,727     -2,299     -2,209:      -586       -676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        8.6        5.3       60.7       58.2       75.8       72.1:      24.2       27.9
Old  :     100.0:       9.9        8.6        5.3       60.7       58.2       75.8       72.1:      24.2       27.9
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  :        39:        11          4         11         19         16         31         30:
Old  :        39:        11          4         11         19         16         31         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  :                 47.6       32.9       61.7       52.6       46.9       30.6       58.4       48.2
Old  :                 47.6       32.9       61.7       52.6       46.9       30.6       58.4       48.2
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, April 26, 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  :    24,292:     3,020      2,206      1,234     14,280     14,195     18,534     17,635:     5,758      6,657
Old  :    24,292:     3,020      2,206      1,234     14,280     14,195     18,534     17,635:     5,758      6,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       877:       -75         15        188        903        452      1,016        655:      -139        222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4        9.1        5.1       58.8       58.4       76.3       72.6:      23.7       27.4
Old  :     100.0:      12.4        9.1        5.1       58.8       58.4       76.3       72.6:      23.7       27.4
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         20         16         35         31:
Old  :        43:        12          6         12         20         16         35         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  :                 47.3       32.3       62.6       52.8       45.5       30.1       58.6       48.7
Old  :                 47.3       32.3       62.6       52.8       45.5       30.1       58.6       48.7
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, May 3, 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  :    98,511:    16,815     10,211     20,766     43,883     38,609     81,464     69,586:    17,047     28,925
Old  :    91,438:    16,696     10,540     18,674     40,708     36,074     76,078     65,288:    15,360     26,150
Other:     7,073:     1,862      1,414        349      3,175      2,535      5,386      4,298:     1,687      2,775
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,219:        14       -692       -297      1,853      2,403      1,570      1,414:     1,649      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.4       21.1       44.5       39.2       82.7       70.6:      17.3       29.4
Old  :     100.0:      18.3       11.5       20.4       44.5       39.5       83.2       71.4:      16.8       28.6
Other:     100.0:      26.3       20.0        4.9       44.9       35.8       76.1       60.8:      23.9       39.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       146:        47         35         53         22         33        100        107:
Old  :       144:        46         36         51         21         33         96        106:
Other:        34:        11          6          3          6         14         19         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.7       39.9       28.8       27.7       17.6       37.7       25.7
Old  :                 29.8       18.8       42.5       29.6       29.8       18.4       40.5       28.9
Other:                 57.0       39.2       69.3       49.4       55.5       34.4       66.2       44.6
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, April 26, 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  :    95,292:    16,801     10,903     21,063     42,030     36,206     79,894     68,172:    15,398     27,120
Old  :    89,040:    16,376     10,950     19,445     39,360     34,174     75,181     64,569:    13,859     24,471
Other:     6,252:     1,871      1,399        172      2,670      2,032      4,713      3,603:     1,539      2,649
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,750:     1,308      3,623      2,553        -41     -1,025      3,820      5,151:       -70     -1,401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6       11.4       22.1       44.1       38.0       83.8       71.5:      16.2       28.5
Old  :     100.0:      18.4       12.3       21.8       44.2       38.4       84.4       72.5:      15.6       27.5
Other:     100.0:      29.9       22.4        2.8       42.7       32.5       75.4       57.6:      24.6       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        42         40         53         21         31         98        107:
Old  :       143:        41         40         53         20         31         96        107:
Other:        30:        11          4          3          5         12         17         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  :                 28.2       18.5       40.6       28.2       28.2       18.3       38.4       26.9
Old  :                 30.2       18.6       43.4       29.0       30.2       18.5       41.1       28.4
Other:                 57.9       38.5       68.4       49.6       56.4       36.2       66.4       47.1
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 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  :     3,601:       610      1,471        253      1,461        794      2,324      2,518:     1,277      1,083
Old  :     3,581:       607      1,471        252      1,446        794      2,305      2,517:     1,276      1,064
Other:        20:         3          0          1         15          0         19          1:         1         19
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -104:       184        -33        -59       -178         29        -53        -63:       -51        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       40.8        7.0       40.6       22.0       64.5       69.9:      35.5       30.1
Old  :     100.0:      17.0       41.1        7.0       40.4       22.2       64.4       70.3:      35.6       29.7
Other:     100.0:      15.0        0.0        5.0       75.0        0.0       95.0        5.0:       5.0       95.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:        13         11          5          6          3         19         19:
Old  :        32:        13         11          5          6          3         19         19:
Other:         2:         1          0          1          1          0          2          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  :                 35.0       47.8       47.8       59.6       32.6       44.6       43.0       53.2
Old  :                 34.8       48.0       47.7       59.9       32.3       44.9       42.8       53.5
Other:                 95.0        5.0       95.0        5.0       90.0        0.0       90.0        0.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 26, 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  :     3,705:       426      1,504        312      1,639        765      2,377      2,581:     1,328      1,124
Old  :     3,685:       423      1,504        311      1,624        765      2,358      2,580:     1,327      1,105
Other:        20:         3          0          1         15          0         19          1:         1         19
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       717:       256        536         29         49        -37        334        528:       383        189
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       40.6        8.4       44.2       20.6       64.2       69.7:      35.8       30.3
Old  :     100.0:      11.5       40.8        8.4       44.1       20.8       64.0       70.0:      36.0       30.0
Other:     100.0:      15.0        0.0        5.0       75.0        0.0       95.0        5.0:       5.0       95.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        10         13          5          8          3         20         19:
Old  :        33:        10         13          5          8          3         20         19:
Other:         2:         1          0          1          1          0          2          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  :                 37.8       45.3       49.6       59.4       34.0       42.3       41.0       50.1
Old  :                 37.6       45.5       49.4       59.7       33.8       42.5       40.8       50.4
Other:                 95.0        5.0       95.0        5.0       90.0        0.0       90.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 3, 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  :   139,364:    43,917     18,284     12,121     66,077     72,092    122,115    102,497:    17,249     36,867
Old  :   139,364:    43,917     18,284     12,121     66,077     72,092    122,115    102,497:    17,249     36,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,269:    -1,511        125       -246     -1,607       -821     -3,364       -942:        95     -2,327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5       13.1        8.7       47.4       51.7       87.6       73.5:      12.4       26.5
Old  :     100.0:      31.5       13.1        8.7       47.4       51.7       87.6       73.5:      12.4       26.5
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  :       211:        55         35         33         49         99        127        152:
Old  :       211:        55         35         33         49         99        127        152:
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       15.0       38.6       25.1       23.7       15.0       36.4       24.3
Old  :                 23.7       15.0       38.6       25.1       23.7       15.0       36.4       24.3
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, April 26, 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  :   142,633:    45,428     18,159     12,367     67,684     72,913    125,479    103,439:    17,154     39,194
Old  :   142,633:    45,428     18,159     12,367     67,684     72,913    125,479    103,439:    17,154     39,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     4,022:     4,774      1,587      1,235     -3,029     -1,519      2,980      1,303:     1,042      2,719
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       12.7        8.7       47.5       51.1       88.0       72.5:      12.0       27.5
Old  :     100.0:      31.8       12.7        8.7       47.5       51.1       88.0       72.5:      12.0       27.5
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  :       201:        55         33         33         49         93        126        145:
Old  :       201:        55         33         33         49         93        126        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       14.9       38.0       24.7       22.8       14.8       35.6       24.0
Old  :                 22.8       14.9       38.0       24.7       22.8       14.8       35.6       24.0
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, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     3,932:     1,238        371         55        932      2,373      2,225      2,799:     1,707      1,133
Old  :     3,932:     1,238        371         55        932      2,373      2,225      2,799:     1,707      1,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -512:         2       -160        -58       -274       -178       -330       -396:      -182       -116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.5        9.4        1.4       23.7       60.4       56.6       71.2:      43.4       28.8
Old  :     100.0:      31.5        9.4        1.4       23.7       60.4       56.6       71.2:      43.4       28.8
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  :        42:        15          6          4         11         14         27         24:
Old  :        42:        15          6          4         11         14         27         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  :                 23.4       45.5       34.6       57.2       22.0       45.4       31.6       55.0
Old  :                 23.4       45.5       34.6       57.2       22.0       45.4       31.6       55.0
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, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,444:     1,236        531        113      1,206      2,551      2,555      3,195:     1,889      1,249
Old  :     4,444:     1,236        531        113      1,206      2,551      2,555      3,195:     1,889      1,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       -37:      -137         93        -46        -59       -236       -242       -189:       205        152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       11.9        2.5       27.1       57.4       57.5       71.9:      42.5       28.1
Old  :     100.0:      27.8       11.9        2.5       27.1       57.4       57.5       71.9:      42.5       28.1
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  :        45:        15          7          6         18         12         35         23:
Old  :        45:        15          7          6         18         12         35         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  :                 21.5       46.4       32.2       57.6       19.8       46.4       28.4       57.1
Old  :                 21.5       46.4       32.2       57.6       19.8       46.4       28.4       57.1
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, May 3, 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  :    24,602:     9,876      3,735      2,066      7,878      5,635     19,820     11,436:     4,782     13,166
Old  :    24,602:     9,876      3,735      2,066      7,878      5,635     19,820     11,436:     4,782     13,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,803:      -492        -70     -1,313       -882       -846     -2,687     -2,229:      -116       -574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.1       15.2        8.4       32.0       22.9       80.6       46.5:      19.4       53.5
Old  :     100.0:      40.1       15.2        8.4       32.0       22.9       80.6       46.5:      19.4       53.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        43         26         23         29         46         88         82:
Old  :       135:        43         26         23         29         46         88         82:
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  :                 18.5       11.7       30.1       17.9       18.5        9.5       29.5       15.5
Old  :                 18.5       11.7       30.1       17.9       18.5        9.5       29.5       15.5
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, April 26, 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  :    27,405:    10,368      3,805      3,379      8,760      6,481     22,507     13,665:     4,898     13,740
Old  :    27,405:    10,368      3,805      3,379      8,760      6,481     22,507     13,665:     4,898     13,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       507:      -212        798         -9        107       -376       -114        413:       621         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       13.9       12.3       32.0       23.6       82.1       49.9:      17.9       50.1
Old  :     100.0:      37.8       13.9       12.3       32.0       23.6       82.1       49.9:      17.9       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  :       144:        49         25         23         32         48         94         88:
Old  :       144:        49         25         23         32         48         94         88:
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  :                 17.6       11.8       29.6       17.4       16.8        8.2       27.2       13.3
Old  :                 17.6       11.8       29.6       17.4       16.8        8.2       27.2       13.3
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, May 3, 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  :    93,278:    12,434     45,755        588     56,509     23,718     69,531     70,061:    23,747     23,217
Old  :    93,278:    12,434     45,755        588     56,509     23,718     69,531     70,061:    23,747     23,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     7,441:    -1,342      7,260          2     10,252     -4,791      8,912      2,471:    -1,471      4,970
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       49.1        0.6       60.6       25.4       74.5       75.1:      25.5       24.9
Old  :     100.0:      13.3       49.1        0.6       60.6       25.4       74.5       75.1:      25.5       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        16         19          3         31         18         49         38:
Old  :        74:        16         19          3         31         18         49         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  :                 36.5       30.0       48.3       45.5       35.4       30.0       47.2       45.5
Old  :                 36.5       30.0       48.3       45.5       35.4       30.0       47.2       45.5
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, April 26, 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  :    85,837:    13,776     38,495        586     46,257     28,509     60,619     67,590:    25,218     18,247
Old  :    85,837:    13,776     38,495        586     46,257     28,509     60,619     67,590:    25,218     18,247
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     9,066:      -129      8,232          0      9,543     -1,368      9,414      6,864:      -348      2,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       44.8        0.7       53.9       33.2       70.6       78.7:      29.4       21.3
Old  :     100.0:      16.0       44.8        0.7       53.9       33.2       70.6       78.7:      29.4       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  :        68:        16         16          2         26         19         43         36:
Old  :        68:        16         16          2         26         19         43         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  :                 31.8       33.1       45.2       48.9       30.9       33.0       44.1       48.5
Old  :                 31.8       33.1       45.2       48.9       30.9       33.0       44.1       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 3, 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  :    38,584:     4,889     16,219          1     24,752      8,284     29,642     24,504:     8,942     14,080
Old  :    38,584:     4,889     16,219          1     24,752      8,284     29,642     24,504:     8,942     14,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     4,188:     1,385      4,090          0      3,631        565      5,016      4,655:      -828       -467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       42.0        0.0       64.2       21.5       76.8       63.5:      23.2       36.5
Old  :     100.0:      12.7       42.0        0.0       64.2       21.5       76.8       63.5:      23.2       36.5
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  :        36:         6         11          1         13          9         20         20:
Old  :        36:         6         11          1         13          9         20         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  :                 44.1       26.5       61.7       41.6       42.0       25.8       56.5       39.2
Old  :                 44.1       26.5       61.7       41.6       42.0       25.8       56.5       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, April 26, 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  :    34,396:     3,504     12,129          1     21,121      7,719     24,626     19,849:     9,770     14,547
Old  :    34,396:     3,504     12,129          1     21,121      7,719     24,626     19,849:     9,770     14,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -1,426:       -81     -3,177          0     -1,584      1,107     -1,665     -2,070:       239        644
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       35.3        0.0       61.4       22.4       71.6       57.7:      28.4       42.3
Old  :     100.0:      10.2       35.3        0.0       61.4       22.4       71.6       57.7:      28.4       42.3
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  :        28:         5          7          1         10          8         16         15:
Old  :        28:         5          7          1         10          8         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  :                 38.4       29.4       57.8       44.9       38.4       29.2       55.7       42.0
Old  :                 38.4       29.4       57.8       44.9       38.4       29.2       55.7       42.0
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, May 3, 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  :   109,099:    80,754      4,432          0     19,485    102,222    100,239    106,654:     8,860      2,445
Old  :   109,099:    80,754      4,432          0     19,485    102,222    100,239    106,654:     8,860      2,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    10,370:     9,495       -485          0        316     11,075      9,811     10,590:       559       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.0        4.1        0.0       17.9       93.7       91.9       97.8:       8.1        2.2
Old  :     100.0:      74.0        4.1        0.0       17.9       93.7       91.9       97.8:       8.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        60         12          0         17         18         77         30:
Old  :       104:        60         12          0         17         18         77         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  :                 34.3       58.6       48.3       80.6       34.3       58.5       48.3       80.5
Old  :                 34.3       58.6       48.3       80.6       34.3       58.5       48.3       80.5
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, April 26, 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  :    98,729:    71,259      4,917          0     19,169     91,147     90,428     96,064:     8,301      2,665
Old  :    98,729:    71,259      4,917          0     19,169     91,147     90,428     96,064:     8,301      2,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     6,270:     6,436      1,028          0       -504      4,860      5,932      5,888:       338        382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.2        5.0        0.0       19.4       92.3       91.6       97.3:       8.4        2.7
Old  :     100.0:      72.2        5.0        0.0       19.4       92.3       91.6       97.3:       8.4        2.7
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  :        98:        53         15          0         16         17         69         32:
Old  :        98:        53         15          0         16         17         69         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       59.4       50.6       82.1       36.0       59.2       50.6       81.9
Old  :                 36.0       59.4       50.6       82.1       36.0       59.2       50.6       81.9
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, May 3, 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  :    88,941:    25,845      5,967          1     38,817     73,461     64,663     79,429:    24,278      9,512
Old  :    88,941:    25,845      5,967          1     38,817     73,461     64,663     79,429:    24,278      9,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     3,476:    -3,437        396          0      5,425      3,126      1,988      3,522:     1,488        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1        6.7        0.0       43.6       82.6       72.7       89.3:      27.3       10.7
Old  :     100.0:      29.1        6.7        0.0       43.6       82.6       72.7       89.3:      27.3       10.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        19         11          1         18         16         38         27:
Old  :        59:        19         11          1         18         16         38         27:
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  :                 30.2       59.9       44.0       76.1       29.3       56.9       42.6       73.1
Old  :                 30.2       59.9       44.0       76.1       29.3       56.9       42.6       73.1
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, April 26, 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  :    85,465:    29,282      5,571          1     33,392     70,335     62,675     75,907:    22,790      9,558
Old  :    85,465:    29,282      5,571          1     33,392     70,335     62,675     75,907:    22,790      9,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -1,084:    -4,535     -1,448        -28       -287      1,575     -4,850         99:     3,766     -1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.3        6.5        0.0       39.1       82.3       73.3       88.8:      26.7       11.2
Old  :     100.0:      34.3        6.5        0.0       39.1       82.3       73.3       88.8:      26.7       11.2
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:        21         10          1         16         15         38         25:
Old  :        56:        21         10          1         16         15         38         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  :                 26.8       59.6       39.7       76.6       26.0       58.8       38.9       75.8
Old  :                 26.8       59.6       39.7       76.6       26.0       58.8       38.9       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, May 3, 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  :   160,185:    21,832     35,963        714    110,032    103,296    132,578    139,973:    27,607     20,212
Old  :   160,185:    21,832     35,963        714    110,032    103,296    132,578    139,973:    27,607     20,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    21,397:    10,617     -7,754        -39      7,609     31,940     18,187     24,147:     3,210     -2,750
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       22.5        0.4       68.7       64.5       82.8       87.4:      17.2       12.6
Old  :     100.0:      13.6       22.5        0.4       68.7       64.5       82.8       87.4:      17.2       12.6
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  :        80:        20         18          6         27         27         50         48:
Old  :        80:        20         18          6         27         27         50         48:
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  :                 53.3       44.3       63.7       58.9       53.3       43.0       62.3       55.9
Old  :                 53.3       44.3       63.7       58.9       53.3       43.0       62.3       55.9
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, April 26, 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  :   138,788:    11,215     43,717        753    102,423     71,356    114,391    115,826:    24,397     22,962
Old  :   138,788:    11,215     43,717        753    102,423     71,356    114,391    115,826:    24,397     22,962
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -4,390:     4,288    -17,907        -14     -8,801     16,642     -4,527     -1,279:       137     -3,111
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       31.5        0.5       73.8       51.4       82.4       83.5:      17.6       16.5
Old  :     100.0:       8.1       31.5        0.5       73.8       51.4       82.4       83.5:      17.6       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  :        80:        14         25          2         29         23         44         49:
Old  :        80:        14         25          2         29         23         44         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       37.1       65.7       49.4       51.5       37.1       61.6       47.6
Old  :                 51.5       37.1       65.7       49.4       51.5       37.1       61.6       47.6
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, May 3, 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  :   138,018:    26,070     21,195        563     65,969     73,021     92,602     94,779:    45,416     43,239
Old  :   138,018:    26,070     21,195        563     65,969     73,021     92,602     94,779:    45,416     43,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     4,988:     2,546      1,890       -631      2,395      3,270      4,310      4,529:       678        459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       15.4        0.4       47.8       52.9       67.1       68.7:      32.9       31.3
Old  :     100.0:      18.9       15.4        0.4       47.8       52.9       67.1       68.7:      32.9       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        96:        32         25          6         25         27         60         55:
Old  :        96:        32         25          6         25         27         60         55:
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       34.0       39.1       44.3       26.3       32.9       37.8       41.8
Old  :                 27.1       34.0       39.1       44.3       26.3       32.9       37.8       41.8
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, April 26, 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  :   133,030:    23,524     19,305      1,194     63,574     69,751     88,292     90,250:    44,738     42,780
Old  :   133,030:    23,524     19,305      1,194     63,574     69,751     88,292     90,250:    44,738     42,780
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    14,449:       -89        713        837      8,764      4,209      9,512      5,759:     4,937      8,690
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.5        0.9       47.8       52.4       66.4       67.8:      33.6       32.2
Old  :     100.0:      17.7       14.5        0.9       47.8       52.4       66.4       67.8:      33.6       32.2
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  :        90:        30         22          6         26         24         60         48:
Old  :        90:        30         22          6         26         24         60         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       33.6       37.5       46.6       26.3       32.4       37.4       42.9
Old  :                 26.3       33.6       37.5       46.6       26.3       32.4       37.4       42.9
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, May 3, 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  :    75,020:    30,384      6,000        618     40,531     61,374     71,533     67,992:     3,487      7,028
Old  :    75,020:    30,384      6,000        618     40,531     61,374     71,533     67,992:     3,487      7,028
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -416:    -1,000          0        450       -723       -726     -1,273       -276:       857       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.5        8.0        0.8       54.0       81.8       95.4       90.6:       4.6        9.4
Old  :     100.0:      40.5        8.0        0.8       54.0       81.8       95.4       90.6:       4.6        9.4
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  :        30:         4          2          3         14         19         18         24:
Old  :        30:         4          2          3         14         19         18         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  :                 65.3       55.3       83.6       73.1       62.0       54.6       79.5       70.2
Old  :                 65.3       55.3       83.6       73.1       62.0       54.6       79.5       70.2
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, April 26, 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  :    75,436:    31,384      6,000        168     41,254     62,100     72,806     68,268:     2,630      7,168
Old  :    75,436:    31,384      6,000        168     41,254     62,100     72,806     68,268:     2,630      7,168
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     7,888:       327      6,000        110      7,860      1,330      8,297      7,440:      -409        448
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6        8.0        0.2       54.7       82.3       96.5       90.5:       3.5        9.5
Old  :     100.0:      41.6        8.0        0.2       54.7       82.3       96.5       90.5:       3.5        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  :        29:         4          2          2         14         18         18         22:
Old  :        29:         4          2          2         14         18         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  :                 65.9       57.0       87.1       74.1       63.4       56.3       81.9       71.6
Old  :                 65.9       57.0       87.1       74.1       63.4       56.3       81.9       71.6
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, May 3, 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  : 8,550,034:   746,953    895,853    947,800  5,759,382  5,001,500  7,454,135  6,845,153: 1,095,899  1,704,881
Old  : 8,550,034:   746,953    895,853    947,800  5,759,382  5,001,500  7,454,135  6,845,153: 1,095,899  1,704,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   248,021:    59,399    -24,431     85,740     70,216    125,958    215,355    187,267:    32,666     60,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       10.5       11.1       67.4       58.5       87.2       80.1:      12.8       19.9
Old  :     100.0:       8.7       10.5       11.1       67.4       58.5       87.2       80.1:      12.8       19.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        50         61         88        129        133        231        239:
Old  :       261:        50         61         88        129        133        231        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  :                 28.2       15.9       43.2       25.2       26.8       13.1       36.4       19.8
Old  :                 28.2       15.9       43.2       25.2       26.8       13.1       36.4       19.8
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, April 26, 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  : 8,302,013:   687,554    920,284    862,060  5,689,166  4,875,542  7,238,780  6,657,886: 1,063,233  1,644,127
Old  : 8,302,013:   687,554    920,284    862,060  5,689,166  4,875,542  7,238,780  6,657,886: 1,063,233  1,644,127
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   219,368:    20,965     49,058    -11,451    140,847     81,343    150,361    118,950:    69,007    100,418
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       11.1       10.4       68.5       58.7       87.2       80.2:      12.8       19.8
Old  :     100.0:       8.3       11.1       10.4       68.5       58.7       87.2       80.2:      12.8       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  :       262:        50         62         87        122        134        223        242:
Old  :       262:        50         62         87        122        134        223        242:
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       16.0       44.7       25.4       27.7       13.9       37.6       20.5
Old  :                 29.1       16.0       44.7       25.4       27.7       13.9       37.6       20.5
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, May 3, 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  :   689,971:    59,396     72,601     11,874    484,927    496,866    556,197    581,341:   133,774    108,630
Old  :   689,971:    59,396     72,601     11,874    484,927    496,866    556,197    581,341:   133,774    108,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -366:    -1,688        203      2,309      1,236     -3,053      1,857       -541:    -2,223        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       10.5        1.7       70.3       72.0       80.6       84.3:      19.4       15.7
Old  :     100.0:       8.6       10.5        1.7       70.3       72.0       80.6       84.3:      19.4       15.7
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  :       194:        34         39         17         95         61        143        103:
Old  :       194:        34         39         17         95         61        143        103:
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  :                 20.0       34.1       28.4       47.4       19.4       33.7       27.4       46.9
Old  :                 20.0       34.1       28.4       47.4       19.4       33.7       27.4       46.9
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, April 26, 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  :   690,337:    61,084     72,398      9,565    483,691    499,919    554,340    581,882:   135,997    108,455
Old  :   690,337:    61,084     72,398      9,565    483,691    499,919    554,340    581,882:   135,997    108,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    17,114:    -2,478     -4,843      1,205      4,794     10,044      3,521      6,406:    13,593     10,708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       10.5        1.4       70.1       72.4       80.3       84.3:      19.7       15.7
Old  :     100.0:       8.8       10.5        1.4       70.1       72.4       80.3       84.3:      19.7       15.7
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  :       192:        36         35         17         95         62        143        102:
Old  :       192:        36         35         17         95         62        143        102:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.1       34.4       28.9       47.7       19.5       34.2       27.9       47.5
Old  :                 20.1       34.4       28.9       47.7       19.5       34.2       27.9       47.5
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, May 3, 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  :   972,551:   183,053    206,319     16,168    463,945    636,662    663,166    859,149:   309,385    113,402
Old  :   972,551:   183,053    206,319     16,168    463,945    636,662    663,166    859,149:   309,385    113,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    12,472:   -26,265     -4,690      2,343     22,198      5,095     -1,724      2,748:    14,196      9,724
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       21.2        1.7       47.7       65.5       68.2       88.3:      31.8       11.7
Old  :     100.0:      18.8       21.2        1.7       47.7       65.5       68.2       88.3:      31.8       11.7
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  :       181:        38         52         17         54         61        103        119:
Old  :       181:        38         52         17         54         61        103        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       26.0       30.4       39.4       16.2       22.6       24.7       33.2
Old  :                 21.2       26.0       30.4       39.4       16.2       22.6       24.7       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, April 26, 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  :   960,079:   209,318    211,009     13,825    441,747    631,567    664,890    856,401:   295,189    103,678
Old  :   960,079:   209,318    211,009     13,825    441,747    631,567    664,890    856,401:   295,189    103,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -14,800:     3,738     -9,036       -871       -340     -7,932      2,527    -17,839:   -17,327      3,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       22.0        1.4       46.0       65.8       69.3       89.2:      30.7       10.8
Old  :     100.0:      21.8       22.0        1.4       46.0       65.8       69.3       89.2:      30.7       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        41         53         16         52         62        104        120:
Old  :       185:        41         53         16         52         62        104        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       25.7       33.3       38.2       17.4       21.4       25.9       31.7
Old  :                 22.4       25.7       33.3       38.2       17.4       21.4       25.9       31.7
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, May 3, 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  :    11,741:       725      1,232          0      5,827      9,263      6,552     10,495:     5,189      1,246
Old  :    11,741:       725      1,232          0      5,827      9,263      6,552     10,495:     5,189      1,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -107:         0         -6          0        383          0        383         -6:      -490       -101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       10.5        0.0       49.6       78.9       55.8       89.4:      44.2       10.6
Old  :     100.0:       6.2       10.5        0.0       49.6       78.9       55.8       89.4:      44.2       10.6
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  :        27:         1          3          0         11         13         12         16:
Old  :        27:         1          3          0         11         13         12         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  :                 29.9       40.1       45.9       65.8       28.4       40.1       44.5       65.8
Old  :                 29.9       40.1       45.9       65.8       28.4       40.1       44.5       65.8
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, April 26, 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  :    11,848:       725      1,238          0      5,444      9,263      6,169     10,501:     5,679      1,347
Old  :    11,848:       725      1,238          0      5,444      9,263      6,169     10,501:     5,679      1,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :        34:         0        -33          0       -353        -29       -353        -62:       387         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       10.4        0.0       45.9       78.2       52.1       88.6:      47.9       11.4
Old  :     100.0:       6.1       10.4        0.0       45.9       78.2       52.1       88.6:      47.9       11.4
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  :        26:         1          3          0         10         13         11         16:
Old  :        26:         1          3          0         10         13         11         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  :                 29.9       39.7       45.3       65.3       28.4       39.7       43.9       65.3
Old  :                 29.9       39.7       45.3       65.3       28.4       39.7       43.9       65.3
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, May 3, 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  :    25,117:     8,665      2,054          0     13,133     16,499     21,798     18,553:     3,319      6,564
Old  :    25,117:     8,665      2,054          0     13,133     16,499     21,798     18,553:     3,319      6,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,152:     1,350      1,289        -82     -3,446     -1,429     -2,178       -222:        26     -1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.5        8.2        0.0       52.3       65.7       86.8       73.9:      13.2       26.1
Old  :     100.0:      34.5        8.2        0.0       52.3       65.7       86.8       73.9:      13.2       26.1
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  :        37:         5          5          0         17         18         22         23:
Old  :        37:         5          5          0         17         18         22         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  :                 46.7       37.1       69.2       52.2       46.7       34.2       68.3       49.2
Old  :                 46.7       37.1       69.2       52.2       46.7       34.2       68.3       49.2
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, April 26, 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  :    27,269:     7,315        765         82     16,579     17,928     23,976     18,775:     3,293      8,494
Old  :    27,269:     7,315        765         82     16,579     17,928     23,976     18,775:     3,293      8,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -143:     1,682        270        -17       -901       -146        764        107:      -907       -250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        2.8        0.3       60.8       65.7       87.9       68.9:      12.1       31.1
Old  :     100.0:      26.8        2.8        0.3       60.8       65.7       87.9       68.9:      12.1       31.1
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  :        39:         6          3          2         19         18         26         22:
Old  :        39:         6          3          2         19         18         26         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  :                 40.8       39.9       62.6       54.2       40.8       36.5       61.6       50.5
Old  :                 40.8       39.9       62.6       54.2       40.8       36.5       61.6       50.5
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, May 3, 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  :    58,203:     4,790     19,164          5     35,884     27,382     40,679     46,551:    17,524     11,652
Old  :    58,203:     4,790     19,164          5     35,884     27,382     40,679     46,551:    17,524     11,652
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,760:    -2,054     -1,243          4        -10       -402     -2,060     -1,641:      -700     -1,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2       32.9        0.0       61.7       47.0       69.9       80.0:      30.1       20.0
Old  :     100.0:       8.2       32.9        0.0       61.7       47.0       69.9       80.0:      30.1       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        12         23          1         33         31         45         55:
Old  :        87:        12         23          1         33         31         45         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       27.0       43.7       40.7       31.5       24.1       40.7       37.8
Old  :                 32.7       27.0       43.7       40.7       31.5       24.1       40.7       37.8
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, April 26, 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  :    60,963:     6,844     20,407          1     35,894     27,784     42,739     48,192:    18,224     12,771
Old  :    60,963:     6,844     20,407          1     35,894     27,784     42,739     48,192:    18,224     12,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,236:     1,512      2,029        -44        -59      1,765      1,409      3,750:     1,827       -514
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       33.5        0.0       58.9       45.6       70.1       79.1:      29.9       20.9
Old  :     100.0:      11.2       33.5        0.0       58.9       45.6       70.1       79.1:      29.9       20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        92:        17         23          1         33         31         50         55:
Old  :        92:        17         23          1         33         31         50         55:
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  :                 30.4       27.0       40.6       41.1       29.2       24.3       38.1       38.3
Old  :                 30.4       27.0       40.6       41.1       29.2       24.3       38.1       38.3
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, May 3, 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  :   339,430:    66,056    144,107      1,788    225,719    128,449    293,563    274,344:    45,867     65,086
Old  :   339,430:    66,056    144,107      1,788    225,719    128,449    293,563    274,344:    45,867     65,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,078:   -13,167     -2,832        426      4,793      1,642     -7,948       -764:     5,870     -1,314
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       42.5        0.5       66.5       37.8       86.5       80.8:      13.5       19.2
Old  :     100.0:      19.5       42.5        0.5       66.5       37.8       86.5       80.8:      13.5       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  :       185:        38         75          9         49         35         90        116:
Old  :       185:        38         75          9         49         35         90        116:
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       24.7       57.4       37.2       38.2       20.0       50.0       30.3
Old  :                 40.9       24.7       57.4       37.2       38.2       20.0       50.0       30.3
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, April 26, 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  :   341,508:    79,223    146,939      1,362    220,926    126,807    301,511    275,108:    39,997     66,400
Old  :   341,508:    79,223    146,939      1,362    220,926    126,807    301,511    275,108:    39,997     66,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    14,432:      -716     -1,606        113     24,244     -1,554     23,641     -3,047:    -9,209     17,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       43.0        0.4       64.7       37.1       88.3       80.6:      11.7       19.4
Old  :     100.0:      23.2       43.0        0.4       64.7       37.1       88.3       80.6:      11.7       19.4
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  :       191:        38         84          6         45         36         87        122:
Old  :       191:        38         84          6         45         36         87        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  :                 37.3       26.8       55.7       38.6       35.4       19.8       48.5       29.6
Old  :                 37.3       26.8       55.7       38.6       35.4       19.8       48.5       29.6
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, May 3, 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  :    89,548:    33,987      4,622         20     34,403     74,141     68,410     78,783:    21,138     10,765
Old  :    89,548:    33,987      4,622         20     34,403     74,141     68,410     78,783:    21,138     10,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       275:         1     -2,070         20      1,676      1,047      1,697     -1,003:    -1,422      1,278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0        5.2        0.0       38.4       82.8       76.4       88.0:      23.6       12.0
Old  :     100.0:      38.0        5.2        0.0       38.4       82.8       76.4       88.0:      23.6       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        18          5          1         17         15         35         21:
Old  :        49:        18          5          1         17         15         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  :                 38.9       63.8       51.3       76.9       38.9       62.5       51.2       74.8
Old  :                 38.9       63.8       51.3       76.9       38.9       62.5       51.2       74.8
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, April 26, 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  :    89,273:    33,986      6,692          0     32,727     73,094     66,713     79,786:    22,560      9,487
Old  :    89,273:    33,986      6,692          0     32,727     73,094     66,713     79,786:    22,560      9,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,696:     8,741       -230          0     -5,450      8,698      3,291      8,468:       405     -4,772
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.1        7.5        0.0       36.7       81.9       74.7       89.4:      25.3       10.6
Old  :     100.0:      38.1        7.5        0.0       36.7       81.9       74.7       89.4:      25.3       10.6
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  :        51:        17          7          0         16         18         33         25:
Old  :        51:        17          7          0         16         18         33         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  :                 41.6       64.9       51.9       75.9       41.5       63.8       51.8       74.6
Old  :                 41.6       64.9       51.9       75.9       41.5       63.8       51.8       74.6
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, May 3, 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  :    35,257:     1,121     13,568          5     28,661     16,928     29,787     30,501:     5,470      4,756
Old  :    35,257:     1,121     13,568          5     28,661     16,928     29,787     30,501:     5,470      4,756
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       761:         0        292          0        631        309        631        601:       130        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       38.5        0.0       81.3       48.0       84.5       86.5:      15.5       13.5
Old  :     100.0:       3.2       38.5        0.0       81.3       48.0       84.5       86.5:      15.5       13.5
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  :        61:         2         14          1         26         27         29         41:
Old  :        61:         2         14          1         26         27         29         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       37.5       66.3       49.6       55.1       37.5       64.9       49.6
Old  :                 56.2       37.5       66.3       49.6       55.1       37.5       64.9       49.6
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, April 26, 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  :    34,496:     1,121     13,276          5     28,030     16,619     29,156     29,900:     5,340      4,596
Old  :    34,496:     1,121     13,276          5     28,030     16,619     29,156     29,900:     5,340      4,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     1,501:         0        812          0        715      1,211        715      2,023:       786       -522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2       38.5        0.0       81.3       48.2       84.5       86.7:      15.5       13.3
Old  :     100.0:       3.2       38.5        0.0       81.3       48.2       84.5       86.7:      15.5       13.3
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  :        61:         2         14          1         26         28         29         42:
Old  :        61:         2         14          1         26         28         29         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  :                 56.6       37.3       66.9       49.7       55.5       36.9       65.4       49.3
Old  :                 56.6       37.3       66.9       49.7       55.5       36.9       65.4       49.3
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, May 3, 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  :   233,934:    60,117     35,213      1,446    165,037    182,160    226,600    218,819:     7,334     15,115
Old  :   233,934:    60,117     35,213      1,446    165,037    182,160    226,600    218,819:     7,334     15,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    16,257:     3,877      6,448        -18     17,402     13,024     21,261     19,454:    -5,004     -3,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.1        0.6       70.5       77.9       96.9       93.5:       3.1        6.5
Old  :     100.0:      25.7       15.1        0.6       70.5       77.9       96.9       93.5:       3.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        21         35          7         33         42         57         81:
Old  :       113:        21         35          7         33         42         57         81:
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  :                 60.8       35.9       71.3       49.9       57.9       31.3       67.8       45.1
Old  :                 60.8       35.9       71.3       49.9       57.9       31.3       67.8       45.1
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, April 26, 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  :   217,677:    56,240     28,765      1,464    147,635    169,136    205,339    199,365:    12,338     18,312
Old  :   217,677:    56,240     28,765      1,464    147,635    169,136    205,339    199,365:    12,338     18,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    21,824:     5,605        110         49     11,195     14,683     16,849     14,842:     4,975      6,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.8       13.2        0.7       67.8       77.7       94.3       91.6:       5.7        8.4
Old  :     100.0:      25.8       13.2        0.7       67.8       77.7       94.3       91.6:       5.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        19         38          8         30         42         53         84:
Old  :       114:        19         38          8         30         42         53         84:
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  :                 59.1       36.9       71.0       51.4       56.1       33.5       67.6       47.8
Old  :                 59.1       36.9       71.0       51.4       56.1       33.5       67.6       47.8
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, May 3, 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  :    37,540:    10,415      5,828        351     14,284     22,752     25,050     28,931:    12,490      8,609
Old  :    37,540:    10,415      5,828        351     14,284     22,752     25,050     28,931:    12,490      8,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       471:       -55       -869        316        -48      1,735        213      1,182:       258       -711
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       15.5        0.9       38.1       60.6       66.7       77.1:      33.3       22.9
Old  :     100.0:      27.7       15.5        0.9       38.1       60.6       66.7       77.1:      33.3       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  :        76:        24         15          3         16         24         43         39:
Old  :        76:        24         15          3         16         24         43         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       29.9       32.6       42.9       22.0       26.8       30.9       39.2
Old  :                 22.9       29.9       32.6       42.9       22.0       26.8       30.9       39.2
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, April 26, 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  :    37,069:    10,470      6,697         35     14,332     21,017     24,837     27,749:    12,232      9,320
Old  :    37,069:    10,470      6,697         35     14,332     21,017     24,837     27,749:    12,232      9,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -316:       201     -1,592          0       -938        120       -737     -1,472:       421      1,156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       18.1        0.1       38.7       56.7       67.0       74.9:      33.0       25.1
Old  :     100.0:      28.2       18.1        0.1       38.7       56.7       67.0       74.9:      33.0       25.1
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  :        76:        24         13          1         17         25         42         38:
Old  :        76:        24         13          1         17         25         42         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  :                 22.1       28.3       32.8       40.1       21.6       25.7       31.5       36.8
Old  :                 22.1       28.3       32.8       40.1       21.6       25.7       31.5       36.8
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, May 3, 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  :    25,339:     7,322        660         20     14,575      2,025     21,917      2,705:     3,422     22,634
Old  :    25,339:     7,322        660         20     14,575      2,025     21,917      2,705:     3,422     22,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -2,333:    -1,130         -6          5        796        306       -329        305:    -2,004     -2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9        2.6        0.1       57.5        8.0       86.5       10.7:      13.5       89.3
Old  :     100.0:      28.9        2.6        0.1       57.5        8.0       86.5       10.7:      13.5       89.3
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  :        25:         9          2          1         11          4         20          7:
Old  :        25:         9          2          1         11          4         20          7:
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  :                 61.0        9.7       72.3       10.7       61.0        9.7       72.2       10.5
Old  :                 61.0        9.7       72.3       10.7       61.0        9.7       72.2       10.5
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, April 26, 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  :    27,672:     8,452        666         15     13,779      1,719     22,246      2,400:     5,426     25,272
Old  :    27,672:     8,452        666         15     13,779      1,719     22,246      2,400:     5,426     25,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :        40:      -537       -238          0      1,036         93        499       -145:      -459        185
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.5        2.4        0.1       49.8        6.2       80.4        8.7:      19.6       91.3
Old  :     100.0:      30.5        2.4        0.1       49.8        6.2       80.4        8.7:      19.6       91.3
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  :        23:         9          2          1          9          4         18          7:
Old  :        23:         9          2          1          9          4         18          7:
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  :                 58.0        7.8       69.8        8.7       58.0        7.8       69.7        8.5
Old  :                 58.0        7.8       69.8        8.7       58.0        7.8       69.7        8.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :    71,127:     3,578      4,144        443     51,475     26,850     55,496     31,437:    15,631     39,690
Old  :    71,127:     3,578      4,144        443     51,475     26,850     55,496     31,437:    15,631     39,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,888:         2          0          0       -549      2,788       -547      2,788:     2,435       -900
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        5.8        0.6       72.4       37.7       78.0       44.2:      22.0       55.8
Old  :     100.0:       5.0        5.8        0.6       72.4       37.7       78.0       44.2:      22.0       55.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3         12          1         18         28         22         41:
Old  :        47:         3         12          1         18         28         22         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       18.8       70.4       28.6       52.7       12.6       57.1       17.7
Old  :                 61.9       18.8       70.4       28.6       52.7       12.6       57.1       17.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 26, 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  :    69,239:     3,576      4,144        443     52,024     24,062     56,043     28,649:    13,196     40,590
Old  :    69,239:     3,576      4,144        443     52,024     24,062     56,043     28,649:    13,196     40,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -394:    -2,091          0       -136        121      1,289     -2,106      1,153:     1,712     -1,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2        6.0        0.6       75.1       34.8       80.9       41.4:      19.1       58.6
Old  :     100.0:       5.2        6.0        0.6       75.1       34.8       80.9       41.4:      19.1       58.6
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  :        47:         3         12          1         19         27         23         40:
Old  :        47:         3         12          1         19         27         23         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       17.9       72.4       26.2       54.9       10.7       60.0       16.0
Old  :                 63.7       17.9       72.4       26.2       54.9       10.7       60.0       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                              
Commitments of Traders - Futures Only, May 3, 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  :   105,261:    37,887     18,029      7,910     29,004     71,697     74,801     97,636:    30,460      7,625
Old  :   105,261:    37,887     18,029      7,910     29,004     71,697     74,801     97,636:    30,460      7,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -6,726:    -6,714     13,793     -1,748      5,301    -14,904     -3,161     -2,859:    -3,565     -3,867
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       17.1        7.5       27.6       68.1       71.1       92.8:      28.9        7.2
Old  :     100.0:      36.0       17.1        7.5       27.6       68.1       71.1       92.8:      28.9        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        85         26         29         23         31        119         79:
Old  :       158:        85         26         29         23         31        119         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  :                 20.0       33.4       29.6       49.3       16.1       28.7       24.1       44.5
Old  :                 20.0       33.4       29.6       49.3       16.1       28.7       24.1       44.5
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, April 26, 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  :   111,987:    44,601      4,236      9,658     23,703     86,601     77,962    100,495:    34,025     11,492
Old  :   111,987:    44,601      4,236      9,658     23,703     86,601     77,962    100,495:    34,025     11,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     7,682:     3,692        963      2,049     -1,380      3,234      4,361      6,246:     3,321      1,436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8        3.8        8.6       21.2       77.3       69.6       89.7:      30.4       10.3
Old  :     100.0:      39.8        3.8        8.6       21.2       77.3       69.6       89.7:      30.4       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       143:        79         19         32         18         32        111         75:
Old  :       143:        79         19         32         18         32        111         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  :                 18.7       36.7       27.7       54.4       13.8       29.9       20.2       46.5
Old  :                 18.7       36.7       27.7       54.4       13.8       29.9       20.2       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, May 3, 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  :   107,401:    34,649     15,269     19,500     40,641     60,388     94,790     95,157:    12,611     12,244
Old  :   107,401:    34,649     15,269     19,500     40,641     60,388     94,790     95,157:    12,611     12,244
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -8,811:      -568      2,412     -2,376     -4,049     -8,986     -6,993     -8,950:    -1,818        139
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       14.2       18.2       37.8       56.2       88.3       88.6:      11.7       11.4
Old  :     100.0:      32.3       14.2       18.2       37.8       56.2       88.3       88.6:      11.7       11.4
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  :       174:        59         55         27         40         42        118        110:
Old  :       174:        59         55         27         40         42        118        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  :                 22.6       28.7       36.0       45.2       20.3       28.4       28.3       41.3
Old  :                 22.6       28.7       36.0       45.2       20.3       28.4       28.3       41.3
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, April 26, 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  :   116,212:    35,217     12,857     21,876     44,690     69,374    101,783    104,107:    14,429     12,105
Old  :   116,212:    35,217     12,857     21,876     44,690     69,374    101,783    104,107:    14,429     12,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -951:     2,704     -1,016       -207     -3,363       -180       -866     -1,403:       -85        452
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.3       11.1       18.8       38.5       59.7       87.6       89.6:      12.4       10.4
Old  :     100.0:      30.3       11.1       18.8       38.5       59.7       87.6       89.6:      12.4       10.4
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  :       170:        61         47         32         38         42        120        108:
Old  :       170:        61         47         32         38         42        120        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  :                 24.0       30.2       36.8       48.0       18.1       27.6       26.2       40.0
Old  :                 24.0       30.2       36.8       48.0       18.1       27.6       26.2       40.0
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, May 3, 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  :   290,539:   153,914     46,186     20,270     67,838    205,533    242,022    271,989:    48,517     18,550
Old  :   290,539:   153,914     46,186     20,270     67,838    205,533    242,022    271,989:    48,517     18,550
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -11,545:   -19,912     10,137        974     10,226    -21,368     -8,712    -10,257:    -2,833     -1,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.0       15.9        7.0       23.3       70.7       83.3       93.6:      16.7        6.4
Old  :     100.0:      53.0       15.9        7.0       23.3       70.7       83.3       93.6:      16.7        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  :       226:       115         54         30         32         40        170        107:
Old  :       226:       115         54         30         32         40        170        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  :                 26.3       38.1       37.9       54.9       25.1       33.5       33.3       47.8
Old  :                 26.3       38.1       37.9       54.9       25.1       33.5       33.3       47.8
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, April 26, 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  :   302,084:   173,826     36,049     19,296     57,612    226,901    250,734    282,246:    51,350     19,838
Old  :   302,084:   173,826     36,049     19,296     57,612    226,901    250,734    282,246:    51,350     19,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    21,652:    21,011     -2,374       -741     -3,760     21,942     16,510     18,827:     5,142      2,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.5       11.9        6.4       19.1       75.1       83.0       93.4:      17.0        6.6
Old  :     100.0:      57.5       11.9        6.4       19.1       75.1       83.0       93.4:      17.0        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  :       226:       121         44         30         32         47        175        103:
Old  :       226:       121         44         30         32         47        175        103:
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  :                 26.8       37.6       37.7       55.3       25.6       32.7       33.7       48.8
Old  :                 26.8       37.6       37.7       55.3       25.6       32.7       33.7       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                            
Commitments of Traders - Futures Only, May 3, 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  :    12,262:     7,567      1,079        600        561      9,035      8,728     10,714:     3,534      1,548
Old  :    12,262:     7,567      1,079        600        561      9,035      8,728     10,714:     3,534      1,548
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       520:       319       -247        101        129          3        549       -143:       -29        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7        8.8        4.9        4.6       73.7       71.2       87.4:      28.8       12.6
Old  :     100.0:      61.7        8.8        4.9        4.6       73.7       71.2       87.4:      28.8       12.6
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  :        42:        25          5          9          5          5         35         18:
Old  :        42:        25          5          9          5          5         35         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  :                 43.4       79.2       55.5       84.6       43.4       77.0       54.6       80.0
Old  :                 43.4       79.2       55.5       84.6       43.4       77.0       54.6       80.0
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, April 26, 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  :    11,742:     7,248      1,326        499        432      9,032      8,179     10,857:     3,563        885
Old  :    11,742:     7,248      1,326        499        432      9,032      8,179     10,857:     3,563        885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -239:    -1,162       -277         63        195       -318       -904       -532:       665        293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.7       11.3        4.2        3.7       76.9       69.7       92.5:      30.3        7.5
Old  :     100.0:      61.7       11.3        4.2        3.7       76.9       69.7       92.5:      30.3        7.5
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  :        40:        24          5          8          4          5         33         16:
Old  :        40:        24          5          8          4          5         33         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  :                 42.0       85.1       55.3       90.4       42.0       83.8       54.3       86.7
Old  :                 42.0       85.1       55.3       90.4       42.0       83.8       54.3       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, May 3, 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  :    60,516:    11,284      8,464      1,989     32,809     31,775     46,082     42,228:    14,434     18,288
Old  :    60,509:    11,284      8,464      1,989     32,802     31,773     46,075     42,226:    14,434     18,283
Other:         7:         0          0          0          7          2          7          2:         0          5
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,918:       225     -2,120       -716     -3,704         -3     -4,195     -2,839:       277     -1,079
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       14.0        3.3       54.2       52.5       76.1       69.8:      23.9       30.2
Old  :     100.0:      18.6       14.0        3.3       54.2       52.5       76.1       69.8:      23.9       30.2
Other:     100.0:       0.0        0.0        0.0      100.0       28.6      100.0       28.6:       0.0       71.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        26         21         13         42         41         72         72:
Old  :       107:        26         21         13         42         41         72         72:
Other:         2:         0          0          0          1          1          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  :                 24.5       25.9       34.1       35.3       23.3       22.0       33.0       29.5
Old  :                 24.5       25.9       34.1       35.3       23.3       22.0       33.0       29.5
Other:                100.0       28.6      100.0       28.6      100.0       28.6      100.0       28.6
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 26, 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  :    64,434:    11,059     10,584      2,705     36,513     31,778     50,277     45,067:    14,157     19,367
Old  :     7,379:         0      1,042          0      6,005      3,551      6,005      4,593:     1,374      2,786
Other:    57,055:    11,078      9,561      2,686     30,508     28,227     44,272     40,474:    12,783     16,581
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -11,060:        73     -6,971       -457    -10,934     -2,169    -11,318     -9,597:       258     -1,463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       16.4        4.2       56.7       49.3       78.0       69.9:      22.0       30.1
Old  :     100.0:       0.0       14.1        0.0       81.4       48.1       81.4       62.2:      18.6       37.8
Other:     100.0:      19.4       16.8        4.7       53.5       49.5       77.6       70.9:      22.4       29.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       110:        25         26         12         41         41         71         76:
Old  :        34:         0          3          0         16         18         16         21:
Other:       106:        25         24         12         38         36         68         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       25.5       34.4       34.8       21.7       17.4       29.7       23.9
Old  :                 63.4       38.6       77.6       52.8       63.4       38.3       77.6       52.5
Other:                 24.0       27.5       33.4       37.5       24.0       23.8       33.0       32.1
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, May 3, 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  :    26,913:     2,242      3,036      1,061     16,679     13,595     19,982     17,692:     6,931      9,221
Old  :    15,504:     3,091      3,091          0      8,167      8,038     11,258     11,129:     4,246      4,375
Other:    11,409:       151        945         61      8,512      5,557      8,724      6,563:     2,685      4,846
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,824:       216       -703       -744       -368        -74       -896     -1,521:      -928       -303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3       11.3        3.9       62.0       50.5       74.2       65.7:      25.8       34.3
Old  :     100.0:      19.9       19.9        0.0       52.7       51.8       72.6       71.8:      27.4       28.2
Other:     100.0:       1.3        8.3        0.5       74.6       48.7       76.5       57.5:      23.5       42.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         8          9          7         21         16         32         29:
Old  :        40:        10          7          0         16         14         26         21:
Other:        26:         4          4          3         14         12         19         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  :                 39.4       37.0       53.1       50.0       37.2       31.1       48.1       40.1
Old  :                 40.4       35.9       52.1       54.5       36.1       34.2       47.1       51.4
Other:                 48.3       42.9       66.0       52.5       48.3       34.4       61.3       42.9
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, April 26, 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  :    28,737:     2,026      3,739      1,805     17,047     13,669     20,878     19,213:     7,859      9,524
Old  :    17,902:     2,846      3,667        766      9,022      8,444     12,634     12,877:     5,268      5,025
Other:    10,835:       160      1,052         59      8,025      5,225      8,244      6,336:     2,591      4,499
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -7,730:      -289     -6,468         95     -5,933       -507     -6,127     -6,880:    -1,603       -850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       13.0        6.3       59.3       47.6       72.7       66.9:      27.3       33.1
Old  :     100.0:      15.9       20.5        4.3       50.4       47.2       70.6       71.9:      29.4       28.1
Other:     100.0:       1.5        9.7        0.5       74.1       48.2       76.1       58.5:      23.9       41.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         7         11          9         22         17         35         33:
Old  :        44:        10          9          6         16         16         29         29:
Other:        27:         4          5          3         14         12         19         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  :                 37.2       33.4       49.8       45.9       36.0       28.5       45.1       37.3
Old  :                 37.3       34.0       48.5       48.2       34.6       32.3       45.1       46.3
Other:                 43.8       40.2       64.6       50.9       43.7       30.7       59.1       40.9
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 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  :   118,694:    44,245     13,121      3,596     54,118     95,464    101,959    112,181:    16,735      6,513
Old  :    94,379:    39,960     11,907         80     41,081     78,680     81,121     90,667:    13,258      3,712
Other:    24,315:     7,176      4,105        625     13,037     16,784     20,838     21,514:     3,477      2,801
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -502:    -1,977      2,068        139      2,319     -3,261        481     -1,054:      -983        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.3       11.1        3.0       45.6       80.4       85.9       94.5:      14.1        5.5
Old  :     100.0:      42.3       12.6        0.1       43.5       83.4       86.0       96.1:      14.0        3.9
Other:     100.0:      29.5       16.9        2.6       53.6       69.0       85.7       88.5:      14.3       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       203:        86         41         34         45         51        158        107:
Old  :       198:        85         47          3         21         47        107         96:
Other:       110:        25         32         16         35         38         74         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  :                 21.4       45.6       33.4       57.0       21.4       40.1       31.8       50.7
Old  :                 26.8       51.4       38.2       62.3       26.8       48.8       37.9       59.7
Other:                 29.1       30.2       48.0       43.7       26.2       27.0       40.4       38.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 26, 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  :   119,196:    46,222     11,053      3,457     51,799     98,725    101,478    113,235:    17,718      5,961
Old  :    97,507:    42,631     10,476        144     40,294     83,584     83,069     94,204:    14,438      3,303
Other:    21,689:     6,247      3,233        657     11,505     15,141     18,409     19,031:     3,280      2,658
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -5,633:     3,300      2,899       -785     -8,842     -5,987     -6,327     -3,873:       694     -1,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        9.3        2.9       43.5       82.8       85.1       95.0:      14.9        5.0
Old  :     100.0:      43.7       10.7        0.1       41.3       85.7       85.2       96.6:      14.8        3.4
Other:     100.0:      28.8       14.9        3.0       53.0       69.8       84.9       87.7:      15.1       12.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       205:        86         41         33         48         55        158        110:
Old  :       199:        83         46          3         21         52        104        101:
Other:       110:        26         29         15         38         38         76         70:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       48.5       31.9       59.6       20.8       43.2       30.2       53.4
Old  :                 25.2       54.0       36.8       64.3       25.2       51.0       36.1       61.2
Other:                 27.9       30.5       44.5       43.5       24.4       25.2       35.6       34.7
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, May 3, 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  :    27,895:    11,477      4,176        971     11,409     21,371     23,857     26,518:     4,038      1,377
Old  :    27,676:    11,450      4,188        877     11,384     21,298     23,711     26,363:     3,965      1,313
Other:       219:       107         68         14         25         73        146        155:        73         64
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -3,611:        86        408       -339     -2,396     -3,736     -2,649     -3,667:      -962         56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1       15.0        3.5       40.9       76.6       85.5       95.1:      14.5        4.9
Old  :     100.0:      41.4       15.1        3.2       41.1       77.0       85.7       95.3:      14.3        4.7
Other:     100.0:      48.9       31.1        6.4       11.4       33.3       66.7       70.8:      33.3       29.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        55         21         11         18         14         79         40:
Old  :       104:        55         21         10         17         14         77         40:
Other:        11:         4          2          1          3          3          7          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  :                 26.1       57.0       38.0       72.0       26.1       54.6       38.0       69.2
Old  :                 26.3       57.3       38.3       72.4       26.3       54.9       38.2       69.6
Other:                 59.4       62.1       66.7       70.8       53.0       62.1       58.4       62.6
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, April 26, 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  :    31,506:    11,391      3,768      1,310     13,805     25,107     26,506     30,185:     5,000      1,321
Old  :    31,290:    11,375      3,794      1,205     13,780     25,034     26,360     30,033:     4,930      1,257
Other:       216:       110         68         11         25         73        146        152:        70         64
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -2,090:       446         79       -414     -2,200     -1,502     -2,168     -1,837:        78       -253
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       12.0        4.2       43.8       79.7       84.1       95.8:      15.9        4.2
Old  :     100.0:      36.4       12.1        3.9       44.0       80.0       84.2       96.0:      15.8        4.0
Other:     100.0:      50.9       31.5        5.1       11.6       33.8       67.6       70.4:      32.4       29.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        54         21         16         20         15         85         43:
Old  :       106:        54         21         15         20         15         84         43:
Other:        11:         4          2          1          3          3          7          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  :                 27.6       54.5       40.2       72.8       22.2       45.5       32.8       62.6
Old  :                 27.8       54.7       40.4       73.1       22.3       45.8       33.0       62.9
Other:                 60.2       63.0       67.6       70.4       55.1       63.0       60.6       63.4
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, May 3, 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  :   121,197:    24,977     14,810      2,709     84,160     98,887    111,846    116,406:     9,351      4,791
Old  :    59,568:    18,646     14,278        666     31,515     40,127     50,827     55,071:     8,741      4,497
Other:    61,629:     7,748      1,949        626     52,645     58,760     61,019     61,335:       610        294
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     2,316:      -340        652         69      2,457      1,461      2,186      2,182:       130        134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       12.2        2.2       69.4       81.6       92.3       96.0:       7.7        4.0
Old  :     100.0:      31.3       24.0        1.1       52.9       67.4       85.3       92.5:      14.7        7.5
Other:     100.0:      12.6        3.2        1.0       85.4       95.3       99.0       99.5:       1.0        0.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        55         27         16         50         40        111         77:
Old  :       137:        54         25         10         43         36        101         67:
Other:        71:        19         11          5         29         29         53         40:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       38.7       44.5       56.4       22.1       30.7       32.6       40.4
Old  :                 19.6       33.6       32.6       48.1       18.0       31.8       29.8       46.1
Other:                 50.6       57.1       67.8       75.4       33.9       42.9       47.7       55.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, April 26, 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  :   118,881:    25,317     14,158      2,640     81,703     97,426    109,660    114,224:     9,221      4,657
Old  :    59,463:    19,258     13,614        642     30,907     41,178     50,807     55,434:     8,656      4,029
Other:    59,418:     7,489      1,974        568     50,796     56,248     58,853     58,790:       565        628
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     1,574:      -788      6,988       -395      3,549     -5,967      2,366        626:      -792        948
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.9        2.2       68.7       82.0       92.2       96.1:       7.8        3.9
Old  :     100.0:      32.4       22.9        1.1       52.0       69.2       85.4       93.2:      14.6        6.8
Other:     100.0:      12.6        3.3        1.0       85.5       94.7       99.0       98.9:       1.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       141:        56         26         17         48         38        109         78:
Old  :       136:        54         26         10         43         35        101         67:
Other:        72:        20         12          5         29         28         53         41:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       39.2       45.5       56.9       23.6       31.1       34.2       40.7
Old  :                 19.7       32.7       33.1       48.1       18.7       31.2       30.3       46.1
Other:                 51.7       58.7       69.1       76.5       35.8       44.8       48.9       55.8
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, May 3, 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  :   345,753:    67,882     99,288     12,995    205,682    183,795    286,559    296,078:    59,194     49,675
Old  :   345,753:    67,882     99,288     12,995    205,682    183,795    286,559    296,078:    59,194     49,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,539:      -431        996       -281       -995     -5,708     -1,707     -4,993:    -2,832        454
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       28.7        3.8       59.5       53.2       82.9       85.6:      17.1       14.4
Old  :     100.0:      19.6       28.7        3.8       59.5       53.2       82.9       85.6:      17.1       14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       148:        39         48         21         50         37        102         93:
Old  :       148:        39         48         21         50         37        102         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       28.1       33.1       43.7       18.0       23.9       31.0       33.5
Old  :                 19.3       28.1       33.1       43.7       18.0       23.9       31.0       33.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, April 26, 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  :   350,292:    68,313     98,292     13,276    206,677    189,503    288,266    301,071:    62,026     49,221
Old  :   350,292:    68,313     98,292     13,276    206,677    189,503    288,266    301,071:    62,026     49,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     1,205:     8,003      3,754      1,126     -2,862      1,190      6,267      6,070:    -5,062     -4,865
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       28.1        3.8       59.0       54.1       82.3       85.9:      17.7       14.1
Old  :     100.0:      19.5       28.1        3.8       59.0       54.1       82.3       85.9:      17.7       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  :       148:        38         45         20         56         41        106         95:
Old  :       148:        38         45         20         56         41        106         95:
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  :                 19.0       26.6       32.0       43.5       17.0       22.3       29.8       33.6
Old  :                 19.0       26.6       32.0       43.5       17.0       22.3       29.8       33.6
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, May 3, 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  :    97,451:    35,979     10,470      9,119     41,987     72,251     87,085     91,840:    10,366      5,611
Old  :    82,539:    36,565     14,907      2,368     34,063     60,642     72,996     77,917:     9,543      4,622
Other:    14,912:     5,433      1,582        732      7,924     11,609     14,089     13,923:       823        989
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,478:       661        476     -1,331       -925       -281     -1,595     -1,136:       117       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       10.7        9.4       43.1       74.1       89.4       94.2:      10.6        5.8
Old  :     100.0:      44.3       18.1        2.9       41.3       73.5       88.4       94.4:      11.6        5.6
Other:     100.0:      36.4       10.6        4.9       53.1       77.9       94.5       93.4:       5.5        6.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       306:       136         40         51         92        104        250        178:
Old  :       301:       133         42         37         77        101        226        167:
Other:       134:        26         19         14         57         62         88         92:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       28.2       29.1       42.0       16.3       24.7       26.6       35.4
Old  :                 19.3       28.8       31.2       42.7       19.3       26.1       31.2       39.3
Other:                 39.7       41.1       54.9       52.9       36.2       35.4       43.3       46.4
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, April 26, 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  :    98,929:    35,318      9,994     10,450     42,912     72,532     88,680     92,976:    10,249      5,953
Old  :    84,900:    35,636     13,501      4,462     35,331     61,980     75,429     79,943:     9,471      4,957
Other:    14,029:     4,731      1,542        939      7,581     10,552     13,251     13,033:       778        996
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -521:     2,998      1,301      1,192     -4,583     -3,098       -393       -605:      -128         84
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       10.1       10.6       43.4       73.3       89.6       94.0:      10.4        6.0
Old  :     100.0:      42.0       15.9        5.3       41.6       73.0       88.8       94.2:      11.2        5.8
Other:     100.0:      33.7       11.0        6.7       54.0       75.2       94.5       92.9:       5.5        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:       127         40         44         90         99        239        169:
Old  :       291:       125         42         31         80         95        221        156:
Other:       125:        22         18         12         54         63         81         89:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       29.4       30.6       43.3       16.2       24.2       26.2       35.1
Old  :                 18.7       30.8       30.9       44.6       18.7       26.0       30.4       38.2
Other:                 40.2       38.3       55.7       50.7       35.4       33.4       43.3       44.4
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,584:     8,421      4,704      2,102      5,939     10,818     16,462     17,624:     3,122      1,960
Old  :    19,584:     8,421      4,704      2,102      5,939     10,818     16,462     17,624:     3,122      1,960
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     2,202:     1,509         33         77        398      2,451      1,984      2,561:       218       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       24.0       10.7       30.3       55.2       84.1       90.0:      15.9       10.0
Old  :     100.0:      43.0       24.0       10.7       30.3       55.2       84.1       90.0:      15.9       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  :        38:        12         15          3          6          5         21         21:
Old  :        38:        12         15          3          6          5         21         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  :                 53.2       71.0       73.9       81.7       50.2       61.9       65.2       70.4
Old  :                 53.2       71.0       73.9       81.7       50.2       61.9       65.2       70.4
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, April 26, 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  :    17,382:     6,912      4,671      2,025      5,541      8,367     14,478     15,063:     2,904      2,319
Old  :    17,382:     6,912      4,671      2,025      5,541      8,367     14,478     15,063:     2,904      2,319
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       669:      -195        248       -106        716        200        415        342:       254        327
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.8       26.9       11.6       31.9       48.1       83.3       86.7:      16.7       13.3
Old  :     100.0:      39.8       26.9       11.6       31.9       48.1       83.3       86.7:      16.7       13.3
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  :        37:        12         14          3          6          5         20         21:
Old  :        37:        12         14          3          6          5         20         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  :                 58.2       69.0       72.8       78.9       52.2       58.2       61.7       66.0
Old  :                 58.2       69.0       72.8       78.9       52.2       58.2       61.7       66.0
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, May 3, 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  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Old  :   171,362:    25,276     24,412     22,555     93,541    102,338    141,372    149,305:    29,990     22,057
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,753:    -4,584     -1,718      2,671     -4,924     -7,471     -6,837     -6,518:    -2,916     -3,235
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       12.9
Old  :     100.0:      14.8       14.2       13.2       54.6       59.7       82.5       87.1:      17.5       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  :       123:        29         26         33         59         57        109         98:
Old  :       123:        29         26         33         59         57        109         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
Old  :                 18.8       25.6       30.3       35.9       14.8       18.1       21.9       25.4
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, April 26, 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  :   181,115:    29,860     26,130     19,884     98,465    109,809    148,209    155,823:    32,906     25,292
Old  :   181,115:    29,860     26,130     19,884     98,465    109,809    148,209    155,823:    32,906     25,292
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       932:       472       -900      1,431     -3,730     -1,083     -1,827       -552:     2,759      1,484
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       14.4       11.0       54.4       60.6       81.8       86.0:      18.2       14.0
Old  :     100.0:      16.5       14.4       11.0       54.4       60.6       81.8       86.0:      18.2       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  :       116:        27         24         29         58         56        105         93:
Old  :       116:        27         24         29         58         56        105         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       28.3       32.2       38.4       14.3       18.0       21.5       25.0
Old  :                 21.0       28.3       32.2       38.4       14.3       18.0       21.5       25.0
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, May 3, 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  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Old  :   471,994:    35,196     54,236    150,999    215,984    230,578    402,179    435,813:    69,815     36,181
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -9,318:    -1,515      9,163    -10,732      5,471    -11,485     -6,776    -13,054:    -2,542      3,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
Old  :     100.0:       7.5       11.5       32.0       45.8       48.9       85.2       92.3:      14.8        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       186:        36         60         67         83         72        160        162:
Old  :       186:        36         60         67         83         72        160        162:
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  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
Old  :                 21.6       23.2       30.8       36.7        6.8       10.3       10.5       15.1
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, April 26, 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  :   481,312:    36,711     45,073    161,731    210,513    242,063    408,955    448,867:    72,357     32,445
Old  :   481,312:    36,711     45,073    161,731    210,513    242,063    408,955    448,867:    72,357     32,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -5,155:    -1,150     -6,554      1,512     -3,057       -959     -2,695     -6,001:    -2,460        846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        9.4       33.6       43.7       50.3       85.0       93.3:      15.0        6.7
Old  :     100.0:       7.6        9.4       33.6       43.7       50.3       85.0       93.3:      15.0        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  :       183:        41         52         63         84         74        165        153:
Old  :       183:        41         52         63         84         74        165        153:
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  :                 20.6       24.4       30.6       38.1        6.6       10.5       10.1       15.7
Old  :                 20.6       24.4       30.6       38.1        6.6       10.5       10.1       15.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 26, 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  :    34,482:     5,460      2,728      1,908     23,248     18,984     30,616     23,620:     3,866     10,862
Old  :    34,482:     5,460      2,728      1,908     23,248     18,984     30,616     23,620:     3,866     10,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        7.9        5.5       67.4       55.1       88.8       68.5:      11.2       31.5
Old  :     100.0:      15.8        7.9        5.5       67.4       55.1       88.8       68.5:      11.2       31.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          3         12         12         15         15:
Old  :        20:         2          1          3         12         12         15         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  :                 51.3       39.4       75.8       57.5       48.4       32.7       63.7       44.3
Old  :                 51.3       39.4       75.8       57.5       48.4       32.7       63.7       44.3
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, May 3, 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  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Old  :   101,393:    11,068        644      4,764     77,663     88,900     93,495     94,308:     7,898      7,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :     1,511:      -376     -2,288      3,006       -344        133      2,286        851:      -775        660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        7.0
Old  :     100.0:      10.9        0.6        4.7       76.6       87.7       92.2       93.0:       7.8        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  :        32:         2          1          2         17         25         20         27:
Old  :        32:         2          1          2         17         25         20         27:
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  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
Old  :                 64.8       38.0       79.4       56.1       64.7       36.8       72.3       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    99,882:    11,444      2,932      1,758     78,007     88,767     91,209     93,457:     8,673      6,425
Old  :    99,882:    11,444      2,932      1,758     78,007     88,767     91,209     93,457:     8,673      6,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,050:       998     -1,758      1,758       -498        674      2,258        674:       792      2,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        2.9        1.8       78.1       88.9       91.3       93.6:       8.7        6.4
Old  :     100.0:      11.5        2.9        1.8       78.1       88.9       91.3       93.6:       8.7        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  :        34:         2          1          1         20         26         22         28:
Old  :        34:         2          1          1         20         26         22         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       37.4       77.8       55.4       62.7       35.9       70.8       50.5
Old  :                 62.9       37.4       77.8       55.4       62.7       35.9       70.8       50.5
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, May 3, 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  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Old  :    52,900:     8,860      9,434        604     40,235     35,274     49,699     45,312:     3,201      7,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,286:     1,498     -2,230          0     -5,284     -4,105     -3,786     -6,335:      -500      2,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       14.3
Old  :     100.0:      16.7       17.8        1.1       76.1       66.7       93.9       85.7:       6.1       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  :        20:         1          3          1         12         11         14         14:
Old  :        20:         1          3          1         12         11         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
Old  :                 57.3       52.7       82.6       72.9       50.0       51.1       71.5       66.3
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, April 26, 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  :    57,186:     7,362     11,664        604     45,519     39,379     53,485     51,647:     3,701      5,539
Old  :    57,186:     7,362     11,664        604     45,519     39,379     53,485     51,647:     3,701      5,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     1,473:     1,624        186          0       -333      4,073      1,291      4,259:       182     -2,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       20.4        1.1       79.6       68.9       93.5       90.3:       6.5        9.7
Old  :     100.0:      12.9       20.4        1.1       79.6       68.9       93.5       90.3:       6.5        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  :        23:         1          3          1         11         14         13         17:
Old  :        23:         1          3          1         11         14         13         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  :                 55.0       53.3       81.4       72.4       47.0       52.2       72.6       68.6
Old  :                 55.0       53.3       81.4       72.4       47.0       52.2       72.6       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, May 3, 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  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Old  :    45,387:     2,510      2,851      2,860     33,885     36,644     39,255     42,355:     6,132      3,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       587:     2,510     -1,320       -279       -866      3,224      1,365      1,625:      -778     -1,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        6.7
Old  :     100.0:       5.5        6.3        6.3       74.7       80.7       86.5       93.3:      13.5        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  :        20:         1          2          3         15         15         18         18:
Old  :        20:         1          2          3         15         15         18         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  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
Old  :                 52.8       48.8       69.9       73.7       21.2       24.4       31.9       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    44,800:         0      4,171      3,139     34,751     33,420     37,890     40,730:     6,910      4,070
Old  :    44,800:         0      4,171      3,139     34,751     33,420     37,890     40,730:     6,910      4,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     2,140:         0       -721      1,079        999      1,720      2,078      2,078:        62         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.3        7.0       77.6       74.6       84.6       90.9:      15.4        9.1
Old  :     100.0:       0.0        9.3        7.0       77.6       74.6       84.6       90.9:      15.4        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  :        21:         0          3          3         15         14         18         17:
Old  :        21:         0          3          3         15         14         18         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  :                 46.5       52.2       65.6       76.6       17.3       20.1       26.4       30.7
Old  :                 46.5       52.2       65.6       76.6       17.3       20.1       26.4       30.7
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, May 3, 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  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Old  :    52,280:     6,710     12,083      2,255     39,470     33,840     48,435     48,178:     3,845      4,102
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -4,892:     2,142      5,561     -2,609     -3,315     -5,264     -3,782     -2,312:    -1,110     -2,580
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
Old  :     100.0:      12.8       23.1        4.3       75.5       64.7       92.6       92.2:       7.4        7.8
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  :        28:         2          3          3         19         19         23         23:
Old  :        28:         2          3          3         19         19         23         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  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
Old  :                 53.3       44.5       70.3       66.7       48.8       38.5       60.7       54.8
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, April 26, 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  :    57,172:     4,568      6,522      4,864     42,785     39,104     52,217     50,490:     4,955      6,682
Old  :    57,172:     4,568      6,522      4,864     42,785     39,104     52,217     50,490:     4,955      6,682
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,662:      -743      2,128        933      4,637        603      4,827      3,664:    -1,165         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0       11.4        8.5       74.8       68.4       91.3       88.3:       8.7       11.7
Old  :     100.0:       8.0       11.4        8.5       74.8       68.4       91.3       88.3:       8.7       11.7
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  :        26:         2          3          4         18         16         22         21:
Old  :        26:         2          3          4         18         16         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  :                 56.5       42.5       69.7       64.0       53.2       37.5       62.9       55.4
Old  :                 56.5       42.5       69.7       64.0       53.2       37.5       62.9       55.4
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, May 3, 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  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Old  :    62,394:         0      3,154      4,449     46,738     45,101     51,187     52,704:    11,207      9,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       706:         0        242       -186       -318        106       -504        162:     1,210        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
Old  :     100.0:       0.0        5.1        7.1       74.9       72.3       82.0       84.5:      18.0       15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          2          2         19         20         21         22:
Old  :        26:         0          2          2         19         20         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Old  :                 36.8       61.8       58.9       73.4       28.8       46.5       41.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, April 26, 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  :    61,688:         0      2,912      4,635     47,056     44,995     51,691     52,542:     9,997      9,146
Old  :    61,688:         0      2,912      4,635     47,056     44,995     51,691     52,542:     9,997      9,146
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :      -831:         0         -2       -308       -920       -335     -1,228       -645:       397       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        7.5       76.3       72.9       83.8       85.2:      16.2       14.8
Old  :     100.0:       0.0        4.7        7.5       76.3       72.9       83.8       85.2:      16.2       14.8
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  :        25:         0          2          2         20         19         22         21:
Old  :        25:         0          2          2         20         19         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  :                 35.0       59.4       58.9       72.1       27.6       43.5       39.6       51.4
Old  :                 35.0       59.4       58.9       72.1       27.6       43.5       39.6       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, May 3, 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  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Old  :    69,429:    36,508     18,818        120     28,103     47,138     64,731     66,076:     4,698      3,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :    -1,957:       346      2,630        120     -2,663     -4,490     -2,197     -1,740:       240       -217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        4.8
Old  :     100.0:      52.6       27.1        0.2       40.5       67.9       93.2       95.2:       6.8        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  :        22:         2          1          1         15         16         17         18:
Old  :        22:         2          1          1         15         16         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
Old  :                 73.7       58.7       86.7       79.8       68.8       58.2       73.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, April 26, 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  :    71,386:    36,162     16,188          0     30,766     51,628     66,928     67,816:     4,458      3,570
Old  :    71,386:    36,162     16,188          0     30,766     51,628     66,928     67,816:     4,458      3,570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    15,376:    17,874      9,794          0     -1,960      5,044     15,914     14,838:      -538        538
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.7       22.7        0.0       43.1       72.3       93.8       95.0:       6.2        5.0
Old  :     100.0:      50.7       22.7        0.0       43.1       72.3       93.8       95.0:       6.2        5.0
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:         2          1          0         14         14         16         15:
Old  :        21:         2          1          0         14         14         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  :                 72.2       57.3       86.9       80.7       69.4       56.8       74.0       72.2
Old  :                 72.2       57.3       86.9       80.7       69.4       56.8       74.0       72.2
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, April 26, 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  :    32,143:     2,356        496          0     27,668     31,306     30,024     31,802:     2,119        341
Old  :    32,143:     2,356        496          0     27,668     31,306     30,024     31,802:     2,119        341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        1.5        0.0       86.1       97.4       93.4       98.9:       6.6        1.1
Old  :     100.0:       7.3        1.5        0.0       86.1       97.4       93.4       98.9:       6.6        1.1
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  :        21:         3          1          0          6         12          9         13:
Old  :        21:         3          1          0          6         12          9         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 87.2       82.7       93.0       94.7       87.2       82.3       93.0       94.3
Old  :                 87.2       82.7       93.0       94.7       87.2       82.3       93.0       94.3
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, April 26, 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  :    22,483:     2,480        496          0     15,479     20,881     17,959     21,377:     4,524      1,106
Old  :    22,483:     2,480        496          0     15,479     20,881     17,959     21,377:     4,524      1,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        2.2        0.0       68.8       92.9       79.9       95.1:      20.1        4.9
Old  :     100.0:      11.0        2.2        0.0       68.8       92.9       79.9       95.1:      20.1        4.9
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  :        21:         3          1          0          8         11         11         12:
Old  :        21:         3          1          0          8         11         11         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  :                 57.9       66.3       75.5       86.9       52.0       66.3       66.2       83.1
Old  :                 57.9       66.3       75.5       86.9       52.0       66.3       66.2       83.1
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, May 3, 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  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Old  :   964,588:   274,338     74,025    138,729    528,085    737,287    941,152    950,041:    23,436     14,547
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -36,895:       238      2,847     -5,908    -30,846    -36,962    -36,516    -40,023:      -379      3,128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
Old  :     100.0:      28.4        7.7       14.4       54.7       76.4       97.6       98.5:       2.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        22          8         29         81         77        114        107:
Old  :       120:        22          8         29         81         77        114        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  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
Old  :                 32.1       22.8       44.1       38.3       27.1       18.0       34.4       29.6
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, April 26, 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  : 1,001,483:   274,100     71,178    144,637    558,931    774,249    977,668    990,064:    23,815     11,419
Old  : 1,001,483:   274,100     71,178    144,637    558,931    774,249    977,668    990,064:    23,815     11,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    22,229:    -4,536      3,207     -5,060     31,456     24,173     21,860     22,320:       369        -91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.4        7.1       14.4       55.8       77.3       97.6       98.9:       2.4        1.1
Old  :     100.0:      27.4        7.1       14.4       55.8       77.3       97.6       98.9:       2.4        1.1
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:        20          9         29         85         82        116        113:
Old  :       125:        20          9         29         85         82        116        113:
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  :                 32.4       21.9       44.1       37.3       27.3       18.1       34.5       29.8
Old  :                 32.4       21.9       44.1       37.3       27.3       18.1       34.5       29.8
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, May 3, 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  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Old  :   130,899:    18,883     53,319     24,284     83,577     50,254    126,744    127,857:     4,155      3,042
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -27,070:   -10,440      7,477     -9,665     -4,825     -8,261    -24,930    -10,449:    -2,140    -16,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        2.3
Old  :     100.0:      14.4       40.7       18.6       63.8       38.4       96.8       97.7:       3.2        2.3
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  :        43:         8         10         15         23         23         39         40:
Old  :        43:         8         10         15         23         23         39         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       50.6       48.3       68.6       25.1       37.2       38.0       46.2
Old  :                 29.3       50.6       48.3       68.6       25.1       37.2       38.0       46.2
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, April 26, 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  :   157,969:    29,323     45,842     33,949     88,402     58,515    151,674    138,306:     6,295     19,663
Old  :   157,969:    29,323     45,842     33,949     88,402     58,515    151,674    138,306:     6,295     19,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    10,115:     2,482    -11,072      3,384      2,332      1,564      8,198     -6,124:     1,917     16,239
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       29.0       21.5       56.0       37.0       96.0       87.6:       4.0       12.4
Old  :     100.0:      18.6       29.0       21.5       56.0       37.0       96.0       87.6:       4.0       12.4
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  :        48:        12          8         15         25         25         43         42:
Old  :        48:        12          8         15         25         25         43         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  :                 31.3       45.4       48.3       62.7       21.4       28.6       32.4       34.3
Old  :                 31.3       45.4       48.3       62.7       21.4       28.6       32.4       34.3
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, May 3, 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  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Old  :    56,036:    17,058      2,760     11,153     27,274     42,054     55,485     55,967:       551         69
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       623:     2,540      1,500     -1,110     -1,114        224        316        614:       307          9
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
Old  :     100.0:      30.4        4.9       19.9       48.7       75.0       99.0       99.9:       1.0        0.1
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  :        42:         4          4          7         32         29         39         37:
Old  :        42:         4          4          7         32         29         39         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  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
Old  :                 54.8       41.6       70.3       64.0       39.8       33.5       47.2       47.3
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, April 26, 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  :    55,413:    14,518      1,260     12,263     28,388     41,830     55,169     55,353:       244         60
Old  :    55,413:    14,518      1,260     12,263     28,388     41,830     55,169     55,353:       244         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     3,480:      -524     -2,000      2,290      1,634      3,190      3,400      3,480:        80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        2.3       22.1       51.2       75.5       99.6       99.9:       0.4        0.1
Old  :     100.0:      26.2        2.3       22.1       51.2       75.5       99.6       99.9:       0.4        0.1
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  :        41:         3          4          8         31         29         39         37:
Old  :        41:         3          4          8         31         29         39         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  :                 52.7       42.1       69.7       64.0       38.4       37.1       45.7       47.6
Old  :                 52.7       42.1       69.7       64.0       38.4       37.1       45.7       47.6
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, May 3, 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  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Old  :    21,990:     2,042        643      1,591     18,075     18,965     21,708     21,199:       282        791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -849:      -419        318       -190       -284     -1,021       -893       -893:        44         44
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
Old  :     100.0:       9.3        2.9        7.2       82.2       86.2       98.7       96.4:       1.3        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          4         17         18         21         22:
Old  :        27:         2          2          4         17         18         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
Old  :                 65.8       51.9       81.8       71.1       63.7       48.0       70.0       60.1
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, April 26, 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  :    22,839:     2,461        325      1,781     18,359     19,986     22,601     22,092:       238        747
Old  :    22,839:     2,461        325      1,781     18,359     19,986     22,601     22,092:       238        747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :     1,011:      -244          0       -220      1,519        766      1,055        546:       -44        465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        1.4        7.8       80.4       87.5       99.0       96.7:       1.0        3.3
Old  :     100.0:      10.8        1.4        7.8       80.4       87.5       99.0       96.7:       1.0        3.3
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:         3          1          4         17         19         21         23:
Old  :        27:         3          1          4         17         19         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  :                 67.8       51.4       82.9       70.6       65.8       47.1       69.5       60.7
Old  :                 67.8       51.4       82.9       70.6       65.8       47.1       69.5       60.7
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, May 3, 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  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Old  :     8,719:       172      5,474        856      7,691      2,389      8,719      8,719:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -693:       -84       -845          0       -609        152       -693       -693:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       62.8        9.8       88.2       27.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0       62.8        9.8       88.2       27.4      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  :        20:         1          3          2         11          7         14         10:
Old  :        20:         1          3          2         11          7         14         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  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
Old  :                 66.4       81.9       91.7       99.0       66.3       72.0       85.8       87.7
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, April 26, 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  :     9,412:       256      6,319        856      8,300      2,237      9,412      9,412:         0          0
Old  :     9,412:       256      6,319        856      8,300      2,237      9,412      9,412:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       67.1        9.1       88.2       23.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.7       67.1        9.1       88.2       23.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          3          2         11          8         14         11:
Old  :        21:         1          3          2         11          8         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  :                 65.6       85.7       91.0       98.9       65.6       76.6       86.2       88.4
Old  :                 65.6       85.7       91.0       98.9       65.6       76.6       86.2       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, May 3, 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  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Old  :     9,220:     3,500      2,560      1,640      3,720      4,540      8,860      8,740:       360        480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
Old  :     100.0:      38.0       27.8       17.8       40.3       49.2       96.1       94.8:       3.9        5.2
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:         3          2          4         14         14         19         18:
Old  :        22:         3          2          4         14         14         19         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  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
Old  :                 61.0       58.4       78.7       80.7       48.2       48.4       59.4       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, May 3, 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  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Old  :   810,793:   107,003     98,600    134,592    511,576    502,606    753,171    735,798:    57,622     74,995
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :       291:   -14,603      3,002      8,940      3,191    -17,626     -2,472     -5,684:     2,763      5,975
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
Old  :     100.0:      13.2       12.2       16.6       63.1       62.0       92.9       90.8:       7.1        9.2
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  :       264:        63         97        100         86         86        213        225:
Old  :       264:        63         97        100         86         86        213        225:
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  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       19.8
Old  :                 20.6       18.3       31.3       29.4       14.8       12.7       24.0       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, April 26, 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  :   810,502:   121,606     95,598    125,652    508,385    520,232    755,643    741,482:    54,859     69,020
Old  :   810,502:   121,606     95,598    125,652    508,385    520,232    755,643    741,482:    54,859     69,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :   -11,713:    -3,694      2,949      6,597     -9,196    -19,760     -6,293    -10,214:    -5,420     -1,499
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       11.8       15.5       62.7       64.2       93.2       91.5:       6.8        8.5
Old  :     100.0:      15.0       11.8       15.5       62.7       64.2       93.2       91.5:       6.8        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       264:        68         88         94         85         89        217        216:
Old  :       264:        68         88         94         85         89        217        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  :                 20.3       20.1       31.4       31.5       14.3       13.3       23.3       20.8
Old  :                 20.3       20.1       31.4       31.5       14.3       13.3       23.3       20.8
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, May 3, 2005                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Old  :    13,235:     8,586      2,773        319      1,563      9,435     10,468     12,527:     2,767        708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -146:      -154         97        169        108       -581        123       -315:      -269        169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
Old  :     100.0:      64.9       21.0        2.4       11.8       71.3       79.1       94.7:      20.9        5.3
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  :       118:        63         18          7         11         25         79         48:
Old  :       118:        63         18          7         11         25         79         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
Old  :                 22.3       44.2       33.6       61.2       22.3       44.2       33.6       61.2
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, April 26, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 100 TROY OUNCES)                             :
     :          :                                                                            :
All  :    13,381:     8,740      2,676        150      1,455     10,016     10,345     12,842:     3,036        539
Old  :    13,381:     8,740      2,676        150      1,455     10,016     10,345     12,842:     3,036        539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       216:       -23        420        -47        262       -114        192        259:        24        -43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      65.3       20.0        1.1       10.9       74.9       77.3       96.0:      22.7        4.0
Old  :     100.0:      65.3       20.0        1.1       10.9       74.9       77.3       96.0:      22.7        4.0
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  :       117:        65         14          4         12         26         81         42:
Old  :       117:        65         14          4         12         26         81         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  :                 22.1       43.1       32.1       63.2       22.1       43.1       32.1       63.2
Old  :                 22.1       43.1       32.1       63.2       22.1       43.1       32.1       63.2
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, May 3, 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  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Old  :     8,684:     5,898      1,167         93        843      6,695      6,834      7,955:     1,850        729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :      -496:      -356         89         88        -51       -612       -319       -435:      -177        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
Old  :     100.0:      67.9       13.4        1.1        9.7       77.1       78.7       91.6:      21.3        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:        25          8          2          4         18         30         27:
Old  :        54:        25          8          2          4         18         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
Old  :                 37.0       51.6       53.2       65.9       37.0       51.6       52.3       65.9
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, April 26, 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  :     9,180:     6,254      1,078          5        894      7,307      7,153      8,390:     2,027        790
Old  :     9,180:     6,254      1,078          5        894      7,307      7,153      8,390:     2,027        790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :       926:       868         71         -1         -7        782        860        852:        66         74
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.1       11.7        0.1        9.7       79.6       77.9       91.4:      22.1        8.6
Old  :     100.0:      68.1       11.7        0.1        9.7       79.6       77.9       91.4:      22.1        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  :        55:        25          7          1          8         19         34         26:
Old  :        55:        25          7          1          8         19         34         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  :                 35.8       52.6       49.9       67.1       35.8       52.5       49.9       66.9
Old  :                 35.8       52.6       49.9       67.1       35.8       52.5       49.9       66.9
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, May 3, 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  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Old  :   146,520:    33,496      7,350      9,737     89,092    117,159    132,325    134,246:    14,195     12,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 26, 2005                       :
     :   -13,234:    -4,923        148       -283     -3,949    -10,478     -9,155    -10,613:    -4,079     -2,621
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
Old  :     100.0:      22.9        5.0        6.6       60.8       80.0       90.3       91.6:       9.7        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       158:        50         21         37         61         73        127        118:
Old  :       158:        50         21         37         61         73        127        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Old  :                 28.9       18.5       42.3       30.8       26.0       12.2       37.8       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, April 26, 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  :   159,754:    38,419      7,202     10,020     93,041    127,637    141,480    144,859:    18,274     14,895
Old  :   159,754:    38,419      7,202     10,020     93,041    127,637    141,480    144,859:    18,274     14,895
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 19, 2005                       :
     :    -2,308:     1,655      1,586       -666     -1,407     -3,862       -418     -2,942:    -1,890        634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        4.5        6.3       58.2       79.9       88.6       90.7:      11.4        9.3
Old  :     100.0:      24.0        4.5        6.3       58.2       79.9       88.6       90.7:      11.4        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  :       159:        48         21         35         70         77        132        121:
Old  :       159:        48         21         35         70         77        132        121:
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       19.1       39.9       31.0       24.3       12.9       35.1       21.5
Old  :                 27.3       19.1       39.9       31.0       24.3       12.9       35.1       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 13, 2005