WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 14, 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  :   220,695:    33,552     65,310     19,106    147,674    106,115    200,332    190,531:    20,363     30,164
Old  :   219,616:    33,528     65,120     19,095    146,912    105,694    199,535    189,909:    20,081     29,707
Other:     1,079:        32        198          3        762        421        797        622:       282        457
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,151:      -165      4,518      6,508      5,040      3,847     11,383     14,873:    -1,232     -4,722
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       29.6        8.7       66.9       48.1       90.8       86.3:       9.2       13.7
Old  :     100.0:      15.3       29.7        8.7       66.9       48.1       90.9       86.5:       9.1       13.5
Other:     100.0:       3.0       18.4        0.3       70.6       39.0       73.9       57.6:      26.1       42.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       235:        51        105         46         44         58        129        183:
Old  :       235:        51        105         46         43         58        128        183:
Other:        31:         3          4          2          4         20          7         26:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       29.2       53.2       36.7       36.6       26.7       52.5       32.5
Old  :                 37.5       29.3       53.5       36.9       36.8       27.0       52.8       32.7
Other:                 70.6       37.9       73.9       46.7       70.6       37.9       73.6       46.7
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 7, 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  :   210,544:    33,717     60,792     12,598    142,634    102,268    188,949    175,658:    21,595     34,886
Old  :   209,477:    33,697     60,692     12,584    141,887    101,864    188,168    175,140:    21,309     34,337
Other:     1,067:        31        111          3        747        404        781        518:       286        549
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -7,876:      -637      3,793     -1,844        931     -5,704     -1,550     -3,755:    -6,326     -4,121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       28.9        6.0       67.7       48.6       89.7       83.4:      10.3       16.6
Old  :     100.0:      16.1       29.0        6.0       67.7       48.6       89.8       83.6:      10.2       16.4
Other:     100.0:       2.9       10.4        0.3       70.0       37.9       73.2       48.5:      26.8       51.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        49         96         45         41         54        125        169:
Old  :       221:        49         97         44         40         54        123        169:
Other:        30:         3          3          2          4         19          8         24:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       30.3       55.6       36.6       38.3       28.8       55.2       34.2
Old  :                 38.8       30.5       55.9       36.8       38.5       29.0       55.5       34.6
Other:                 70.0       32.5       73.2       40.3       70.0       32.5       72.9       40.3
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 14, 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  :   695,774:   104,112     97,383     85,163    393,487    325,740    582,762    508,286:   113,012    187,488
Old  :   423,539:    81,702    106,830     22,498    252,166    212,220    356,366    341,548:    67,173     81,991
Other:   272,235:    77,155     45,298      7,920    141,321    113,520    226,396    166,738:    45,839    105,497
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    12,947:     4,683      6,284     21,274     -3,625     -6,435     22,332     21,123:    -9,385     -8,176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       14.0       12.2       56.6       46.8       83.8       73.1:      16.2       26.9
Old  :     100.0:      19.3       25.2        5.3       59.5       50.1       84.1       80.6:      15.9       19.4
Other:     100.0:      28.3       16.6        2.9       51.9       41.7       83.2       61.2:      16.8       38.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       517:       142        106        124        164        191        387        378:
Old  :       465:       121        123         62        113        154        282        300:
Other:       394:       116         63         45        114        164        254        253:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.8       31.0       21.7       21.6       14.3       30.7       18.8
Old  :                 30.6       23.0       41.7       28.4       30.6       22.5       41.7       27.6
Other:                 24.1       11.4       31.8       16.7       24.0        8.5       31.4       13.8
 
                                  CORN - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 7, 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  :   682,827:    99,429     91,099     63,889    397,112    332,175    560,430    487,163:   122,397    195,664
Old  :   432,673:    79,054    114,938      6,325    270,199    218,698    355,578    339,961:    77,095     92,712
Other:   250,154:    72,337     28,123      5,602    126,913    113,477    204,852    147,202:    45,302    102,952
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -2,552:     1,876     -6,120      5,627     -7,970     -5,769       -467     -6,262:    -2,085      3,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       13.3        9.4       58.2       48.6       82.1       71.3:      17.9       28.7
Old  :     100.0:      18.3       26.6        1.5       62.4       50.5       82.2       78.6:      17.8       21.4
Other:     100.0:      28.9       11.2        2.2       50.7       45.4       81.9       58.8:      18.1       41.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       486:       136         99        106        157        183        356        350:
Old  :       450:       121        122         47        109        153        258        295:
Other:       359:       101         55         29        108        162        223        232:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.6       32.4       22.8       21.7       14.5       32.2       19.1
Old  :                 32.0       23.4       43.5       28.7       32.0       21.6       43.4       26.9
Other:                 20.1       12.0       28.6       17.7       19.7        7.8       27.3       13.4
 
                                  OATS - CHICAGO BOARD OF TRADE                                               
Commitments of Traders - Futures Only, June 14, 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  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Old  :     7,881:     2,596      1,203         46      2,073      4,519      4,715      5,768:     3,166      2,113
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -311:       439       -194       -119        184         -6        504       -319:      -815          8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
Old  :     100.0:      32.9       15.3        0.6       26.3       57.3       59.8       73.2:      40.2       26.8
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  :        41:        11         13          3          9         14         23         27:
Old  :        41:        11         13          3          9         14         23         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  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
Old  :                 24.6       29.1       38.8       45.0       23.1       29.1       35.4       42.3
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, June 7, 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  :     8,192:     2,157      1,397        165      1,889      4,525      4,211      6,087:     3,981      2,105
Old  :     8,192:     2,157      1,397        165      1,889      4,525      4,211      6,087:     3,981      2,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -127:       229       -509        -71        -83        429         75       -151:      -202         24
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       17.1        2.0       23.1       55.2       51.4       74.3:      48.6       25.7
Old  :     100.0:      26.3       17.1        2.0       23.1       55.2       51.4       74.3:      48.6       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         9         13          4          9         15         22         29:
Old  :        41:         9         13          4          9         15         22         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.6       25.1       34.2       40.4       20.3       24.6       32.3       37.0
Old  :                 21.6       25.1       34.2       40.4       20.3       24.6       32.3       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 14, 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  :   305,060:    81,562     23,957     31,121    128,749    164,341    241,432    219,419:    63,628     85,641
Old  :   139,001:    53,879     24,501      7,166     43,024     72,116    104,069    103,783:    34,932     35,218
Other:   166,059:    46,270     18,043      5,368     85,725     92,225    137,363    115,636:    28,696     50,423
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,256:     3,707     -3,533     -3,974     -1,677      7,009     -1,944       -498:     3,200      1,754
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7        7.9       10.2       42.2       53.9       79.1       71.9:      20.9       28.1
Old  :     100.0:      38.8       17.6        5.2       31.0       51.9       74.9       74.7:      25.1       25.3
Other:     100.0:      27.9       10.9        3.2       51.6       55.5       82.7       69.6:      17.3       30.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       134         65         82         82        121        265        239:
Old  :       314:       107         71         38         63        107        193        196:
Other:       261:        89         49         36         61         94        169        163:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.2       18.5       29.5       28.6       20.2       16.3       27.9       23.9
Old  :                 17.0       21.9       25.3       31.4       17.0       19.8       25.3       28.4
Other:                 26.3       21.0       39.7       29.9       26.3       17.8       39.7       25.1
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 7, 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  :   303,804:    77,855     27,490     35,095    130,426    157,332    243,376    219,917:    60,428     83,887
Old  :   179,301:    58,257     39,722      8,002     77,521     92,779    143,780    140,503:    35,521     38,798
Other:   124,503:    41,645      9,815      5,046     52,905     64,553     99,596     79,414:    24,907     45,089
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,566:    11,778      2,041       -403       -965      8,922     10,410     10,560:     1,156      1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        9.0       11.6       42.9       51.8       80.1       72.4:      19.9       27.6
Old  :     100.0:      32.5       22.2        4.5       43.2       51.7       80.2       78.4:      19.8       21.6
Other:     100.0:      33.4        7.9        4.1       42.5       51.8       80.0       63.8:      20.0       36.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       121         79         85         76        114        253        243:
Old  :       322:        94         98         38         56        105        176        215:
Other:       256:        96         40         36         60         88        173        151:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       17.6       30.5       27.0       20.3       15.4       28.1       22.9
Old  :                 23.0       20.9       33.1       30.8       23.0       19.3       32.1       28.6
Other:                 21.1       17.0       30.6       26.6       21.1       15.6       29.3       22.6
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,889:    11,747      1,738      1,249          0        822     12,996      3,809:     3,893     13,080
Old  :     5,224:     3,188      1,985         22          0         48      3,210      2,055:     2,014      3,169
Other:    11,665:     9,691        885         95          0        774      9,786      1,754:     1,879      9,911
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       719:      -257        -51        428          0         45        171        422:       548        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       10.3        7.4        0.0        4.9       76.9       22.6:      23.1       77.4
Old  :     100.0:      61.0       38.0        0.4        0.0        0.9       61.4       39.3:      38.6       60.7
Other:     100.0:      83.1        7.6        0.8        0.0        6.6       83.9       15.0:      16.1       85.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:        10          8          8          0          3         14         15:
Old  :        20:        10          7          2          0          3         11         11:
Other:        16:         9          4          3          0          3          9         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  :                 63.5       10.2       70.8       16.8       61.3        8.2       67.5       13.5
Old  :                 45.9       30.0       59.2       38.7       45.9       30.0       59.2       38.5
Other:                 76.9       10.4       83.8       14.7       76.4       10.4       83.0       14.2
 
                             MINI SOYBEANS - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       (THOUSAND BUSHELS)                                   :
     :          :                                                                            :
All  :    16,170:    12,004      1,789        821          0        777     12,825      3,387:     3,345     12,783
Old  :     5,285:     3,705      1,891         15          0         41      3,720      1,947:     1,565      3,338
Other:    10,885:     8,996        595        109          0        736      9,105      1,440:     1,780      9,445
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       768:       107       -311        362          0         52        469        103:       299        665
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.2       11.1        5.1        0.0        4.8       79.3       20.9:      20.7       79.1
Old  :     100.0:      70.1       35.8        0.3        0.0        0.8       70.4       36.8:      29.6       63.2
Other:     100.0:      82.6        5.5        1.0        0.0        6.8       83.6       13.2:      16.4       86.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        12          8          7          0          3         15         15:
Old  :        22:        11          8          2          0          3         13         11:
Other:        15:         9          3          4          0          3          9         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  :                 61.5        9.5       71.3       16.1       61.1        7.8       69.7       13.5
Old  :                 48.6       26.8       63.5       36.3       48.6       26.8       63.5       36.1
Other:                 76.6       10.2       83.6       13.0       75.9       10.2       82.6       12.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 14, 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  :   147,667:    29,723     11,095     18,958     73,352    104,711    122,033    134,764:    25,634     12,903
Old  :    79,363:    31,276      9,156      4,673     26,811     56,772     62,760     70,601:    16,603      8,762
Other:    68,304:     8,555     12,047      4,177     46,541     47,939     59,273     64,163:     9,031      4,141
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,212:     3,599        235      2,041      2,099      6,566      7,739      8,842:     1,473        370
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1        7.5       12.8       49.7       70.9       82.6       91.3:      17.4        8.7
Old  :     100.0:      39.4       11.5        5.9       33.8       71.5       79.1       89.0:      20.9       11.0
Other:     100.0:      12.5       17.6        6.1       68.1       70.2       86.8       93.9:      13.2        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        56         19         33         41         42        112         90:
Old  :       137:        56         23         21         37         40        100         79:
Other:        87:        24         21         15         28         26         62         53:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.8       34.9       31.0       48.7       20.8       31.5       29.8       42.5
Old  :                 15.8       28.1       25.1       44.4       14.6       24.3       22.5       38.9
Other:                 39.3       47.0       54.0       64.8       39.3       44.1       53.6       58.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 7, 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  :   138,455:    26,124     10,860     16,917     71,253     98,145    114,294    125,922:    24,161     12,533
Old  :    91,177:    24,382     12,172      7,960     42,683     61,889     75,025     82,021:    16,152      9,156
Other:    47,278:     6,992      3,938      3,707     28,570     36,256     39,269     43,901:     8,009      3,377
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,170:     1,125     -3,047      3,389     -1,491      1,977      3,023      2,319:       147        851
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9        7.8       12.2       51.5       70.9       82.5       90.9:      17.5        9.1
Old  :     100.0:      26.7       13.3        8.7       46.8       67.9       82.3       90.0:      17.7       10.0
Other:     100.0:      14.8        8.3        7.8       60.4       76.7       83.1       92.9:      16.9        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       144:        54         22         34         41         42        111         91:
Old  :       141:        55         26         25         37         42        102         84:
Other:        76:        20         16         19         27         22         60         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       32.8       31.9       47.0       22.2       31.2       31.4       42.4
Old  :                 20.8       27.4       32.6       43.3       20.2       26.5       30.9       41.2
Other:                 30.7       49.8       45.4       65.3       30.7       46.0       43.4       58.0
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                        
Commitments of Traders - Futures Only, June 14, 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  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Old  :   659,461:   143,742    100,599      9,457    373,491    379,934    526,690    489,990:   132,771    169,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -27,075:   -16,279    -10,553     -1,664     -4,904    -14,666    -22,847    -26,883:    -4,228       -192
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
Old  :     100.0:      21.8       15.3        1.4       56.6       57.6       79.9       74.3:      20.1       25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       165:        40         31         21         59         72        109        115:
Old  :       165:        40         31         21         59         72        109        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
Old  :                 31.5       17.6       40.7       27.6       29.0       14.7       35.6       22.8
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, June 7, 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  :   686,536:   160,021    111,152     11,121    378,395    394,600    549,537    516,873:   136,999    169,663
Old  :   686,536:   160,021    111,152     11,121    378,395    394,600    549,537    516,873:   136,999    169,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -68,673:    13,408     -5,660    -14,994    -42,944    -20,394    -44,530    -41,048:   -24,143    -27,625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       16.2        1.6       55.1       57.5       80.0       75.3:      20.0       24.7
Old  :     100.0:      23.3       16.2        1.6       55.1       57.5       80.0       75.3:      20.0       24.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        36         36         21         60         78        107        125:
Old  :       170:        36         36         21         60         78        107        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       15.5       37.8       25.5       27.1       12.6       33.2       20.7
Old  :                 29.6       15.5       37.8       25.5       27.1       12.6       33.2       20.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 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  :   149,521:    47,678     10,660     13,668     50,701    102,635    112,047    126,963:    37,474     22,558
Old  :    92,685:    40,078      9,185      4,836     21,732     64,088     66,646     78,109:    26,039     14,576
Other:    56,836:    10,531      4,406      5,901     28,969     38,547     45,401     48,854:    11,435      7,982
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,471:     3,369     -2,942        352     -1,339      6,674      2,382      4,084:     3,089      1,387
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.9        7.1        9.1       33.9       68.6       74.9       84.9:      25.1       15.1
Old  :     100.0:      43.2        9.9        5.2       23.4       69.1       71.9       84.3:      28.1       15.7
Other:     100.0:      18.5        7.8       10.4       51.0       67.8       79.9       86.0:      20.1       14.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        46         26         32         46         53        118         97:
Old  :       136:        47         25         23         41         50        105         84:
Other:        88:        19         21         16         33         32         64         58:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       33.5       21.6       46.2        9.9       25.7       18.1       36.2
Old  :                 13.7       36.6       23.5       47.3       13.7       34.7       23.5       45.4
Other:                 25.4       36.4       37.8       53.0       18.0       32.8       29.7       44.6
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 7, 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  :   144,050:    44,309     13,602     13,316     52,040     95,961    109,665    122,879:    34,385     21,171
Old  :    97,769:    42,907     13,760      4,425     24,944     64,502     72,276     82,687:    25,493     15,082
Other:    46,281:     5,019      3,459      5,274     27,096     31,459     37,389     40,192:     8,892      6,089
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,297:     7,002         59     -2,340     -1,942      5,059      2,720      2,778:      -423       -481
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8        9.4        9.2       36.1       66.6       76.1       85.3:      23.9       14.7
Old  :     100.0:      43.9       14.1        4.5       25.5       66.0       73.9       84.6:      26.1       15.4
Other:     100.0:      10.8        7.5       11.4       58.5       68.0       80.8       86.8:      19.2       13.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        42         32         33         51         56        122        103:
Old  :       145:        44         32         22         44         51        107         89:
Other:        86:        19         15         18         37         33         64         59:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.2       32.6       22.1       43.6       10.1       24.6       17.6       34.7
Old  :                 13.6       35.9       23.7       45.6       13.6       34.6       23.7       44.3
Other:                 31.5       32.9       44.4       50.8       24.2       31.4       35.9       45.2
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 14, 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  :     7,858:     3,769      1,063      1,243      1,593      3,855      6,605      6,161:     1,253      1,697
Old  :     3,202:     2,003        812          1        493      1,519      2,497      2,332:       705        870
Other:     4,656:     2,476        961        532      1,100      2,336      4,108      3,829:       548        827
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       121:       261         45       -129         56       -140        188       -224:       -67        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.0       13.5       15.8       20.3       49.1       84.1       78.4:      15.9       21.6
Old  :     100.0:      62.6       25.4        0.0       15.4       47.4       78.0       72.8:      22.0       27.2
Other:     100.0:      53.2       20.6       11.4       23.6       50.2       88.2       82.2:      11.8       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        14         12          9         11         15         32         30:
Old  :        34:        17          6          1          4          8         21         15:
Other:        35:        11          8          8          9         11         26         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  :                 36.9       34.6       55.7       52.7       36.0       31.3       47.0       40.0
Old  :                 34.5       51.5       52.7       65.0       34.5       51.5       52.7       64.6
Other:                 50.3       41.7       69.7       60.8       48.0       35.6       62.5       49.5
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                            
Commitments of Traders - Futures Only, June 7, 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  :     7,737:     3,508      1,018      1,372      1,537      3,995      6,417      6,385:     1,320      1,352
Old  :     3,683:     2,212        790         12        484      1,996      2,708      2,798:       975        885
Other:     4,054:     2,166      1,098        490      1,053      1,999      3,709      3,587:       345        467
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -75:      -144         93         91        126       -348         73       -164:      -148         89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       13.2       17.7       19.9       51.6       82.9       82.5:      17.1       17.5
Old  :     100.0:      60.1       21.4        0.3       13.1       54.2       73.5       76.0:      26.5       24.0
Other:     100.0:      53.4       27.1       12.1       26.0       49.3       91.5       88.5:       8.5       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        13         13         11         12         15         33         31:
Old  :        38:        18          5          2          4         12         22         19:
Other:        33:         8          9          8         10         10         25         20:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.2       33.6       55.1       51.9       35.8       30.1       46.3       40.7
Old  :                 32.1       46.3       49.0       60.7       32.0       46.3       48.7       60.3
Other:                 58.5       43.3       77.9       64.9       54.1       37.3       66.3       54.1
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 14, 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  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Old  :   378,232:    94,344     80,564      1,987    226,369    184,168    322,700    266,719:    55,532    111,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,615:    -6,683      4,663       -450     -8,498    -35,847    -15,631    -31,634:    -5,984     10,019
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
Old  :     100.0:      24.9       21.3        0.5       59.8       48.7       85.3       70.5:      14.7       29.5
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  :        92:        15         17          4         45         42         62         61:
Old  :        92:        15         17          4         45         42         62         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.3       32.0
Old  :                 31.0       25.0       47.2       35.6       29.9       23.5       44.3       32.0
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, June 7, 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  :   399,847:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,516    101,494
Old  :   399,847:   101,027     75,901      2,437    234,867    220,015    338,331    298,353:    61,516    101,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    23,285:     6,348      1,262      1,649     12,199     31,121     20,196     34,032:     3,089    -10,747
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
Old  :     100.0:      25.3       19.0        0.6       58.7       55.0       84.6       74.6:      15.4       25.4
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  :        95:        15         18          3         46         46         62         66:
Old  :        95:        15         18          3         46         46         62         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Old  :                 30.1       26.3       47.1       37.1       26.4       22.1       39.9       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 14, 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  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Old  : 1,937,830:   469,385    499,938     95,652  1,117,949    924,104  1,682,986  1,519,694:   254,844    418,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,716:    12,445     63,133     -8,841    -14,541    -60,139    -10,937     -5,847:     6,221      1,131
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
Old  :     100.0:      24.2       25.8        4.9       57.7       47.7       86.8       78.4:      13.2       21.6
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  :       270:        49         83         39         80        115        154        212:
Old  :       270:        49         83         39         80        115        154        212:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Old  :                 33.5       15.3       48.6       25.5       27.5       11.6       39.6       17.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 7, 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  : 1,942,546:   456,940    436,805    104,493  1,132,490    984,243  1,693,923  1,525,541:   248,623    417,005
Old  : 1,942,546:   456,940    436,805    104,493  1,132,490    984,243  1,693,923  1,525,541:   248,623    417,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -20,705:     8,841     22,468    -10,258     11,599    -20,511     10,182     -8,301:   -30,887    -12,404
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       22.5        5.4       58.3       50.7       87.2       78.5:      12.8       21.5
Old  :     100.0:      23.5       22.5        5.4       58.3       50.7       87.2       78.5:      12.8       21.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       259:        48         76         38         76        116        146        208:
Old  :       259:        48         76         38         76        116        146        208:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       16.0       49.5       26.1       27.9       10.7       39.7       16.9
Old  :                 35.5       16.0       49.5       26.1       27.9       10.7       39.7       16.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 14, 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  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Old  : 1,142,528:   231,402    228,600     17,128    710,841    620,928    959,371    866,656:   183,157    275,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,163:    57,895    -12,014    -12,866    -29,116     -2,330     15,913    -27,210:    -8,750     34,373
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
Old  :     100.0:      20.3       20.0        1.5       62.2       54.3       84.0       75.9:      16.0       24.1
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  :       179:        36         46         16         59         73        105        125:
Old  :       179:        36         46         16         59         73        105        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
Old  :                 24.8       22.7       40.0       31.5       23.8       21.8       37.0       29.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                    
Commitments of Traders - Futures Only, June 7, 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  : 1,135,365:   173,507    240,614     29,994    739,957    623,258    943,458    893,866:   191,907    241,499
Old  : 1,135,365:   173,507    240,614     29,994    739,957    623,258    943,458    893,866:   191,907    241,499
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -62,734:    10,496      5,122     -5,218    -76,948    -38,254    -71,670    -38,350:     8,936    -24,384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       21.2        2.6       65.2       54.9       83.1       78.7:      16.9       21.3
Old  :     100.0:      15.3       21.2        2.6       65.2       54.9       83.1       78.7:      16.9       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  :       175:        27         47         20         63         81        104        134:
Old  :       175:        27         47         20         63         81        104        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       21.2       41.3       30.4       25.6       20.3       37.5       28.7
Old  :                 26.8       21.2       41.3       30.4       25.6       20.3       37.5       28.7
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, June 14, 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  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Old  :   397,586:    84,037     60,353     47,977    219,831    258,550    351,845    366,880:    45,741     30,706
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    16,279:    12,737      8,781    -16,416     15,709     22,075     12,030     14,440:     4,249      1,839
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        7.7
Old  :     100.0:      21.1       15.2       12.1       55.3       65.0       88.5       92.3:      11.5        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  :       102:        23         20         29         43         45         81         79:
Old  :       102:        23         20         29         43         45         81         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  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
Old  :                 35.8       36.5       47.6       50.7       17.2       20.5       24.6       31.2
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, June 7, 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  :   381,307:    71,300     51,572     64,393    204,122    236,475    339,815    352,440:    41,492     28,867
Old  :   381,307:    71,300     51,572     64,393    204,122    236,475    339,815    352,440:    41,492     28,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -76,583:   -27,454     23,375    -38,818     -9,534    -66,204    -75,806    -81,647:      -777      5,064
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       13.5       16.9       53.5       62.0       89.1       92.4:      10.9        7.6
Old  :     100.0:      18.7       13.5       16.9       53.5       62.0       89.1       92.4:      10.9        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       101:        25         21         32         45         42         88         78:
Old  :       101:        25         21         32         45         42         88         78:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       40.3       48.4       56.7       15.0       22.0       22.0       32.4
Old  :                 37.0       40.3       48.4       56.7       15.0       22.0       22.0       32.4
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, June 14, 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  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Old  :    51,592:    12,595      4,039      1,383     20,356     35,589     34,334     41,011:    17,258     10,581
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     9,094:       241       -738        727      3,687      5,478      4,655      5,467:     4,439      3,627
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       20.5
Old  :     100.0:      24.4        7.8        2.7       39.5       69.0       66.5       79.5:      33.5       20.5
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  :        63:        24          8          7         22         21         47         35:
Old  :        63:        24          8          7         22         21         47         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
Old  :                 23.2       45.9       37.5       57.3       20.2       45.5       29.3       53.6
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, June 7, 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  :    42,498:    12,354      4,777        656     16,669     30,111     29,679     35,544:    12,819      6,954
Old  :    42,498:    12,354      4,777        656     16,669     30,111     29,679     35,544:    12,819      6,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,528:      -311        226        217        834      1,778        740      2,221:     1,788        307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.1       11.2        1.5       39.2       70.9       69.8       83.6:      30.2       16.4
Old  :     100.0:      29.1       11.2        1.5       39.2       70.9       69.8       83.6:      30.2       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        24         10          2         19         14         44         25:
Old  :        63:        24         10          2         19         14         44         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  :                 24.9       56.1       38.9       66.7       24.9       55.1       36.3       64.4
Old  :                 24.9       56.1       38.9       66.7       24.9       55.1       36.3       64.4
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, June 14, 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  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Old  :    87,585:    13,286     39,506      4,229     55,413     14,550     72,928     58,285:    14,657     29,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    15,001:       927      3,934      3,609      8,048      3,013     12,584     10,556:     2,417      4,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
Old  :     100.0:      15.2       45.1        4.8       63.3       16.6       83.3       66.5:      16.7       33.5
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  :        79:        20         31         16         24         17         53         55:
Old  :        79:        20         31         16         24         17         53         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  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
Old  :                 48.2       22.5       57.7       34.5       46.5       21.9       55.9       32.7
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, June 7, 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  :    72,584:    12,359     35,572        620     47,365     11,537     60,344     47,729:    12,240     24,855
Old  :    72,584:    12,359     35,572        620     47,365     11,537     60,344     47,729:    12,240     24,855
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,436:     1,259        449        125      1,644        772      3,028      1,346:       408      2,090
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.0       49.0        0.9       65.3       15.9       83.1       65.8:      16.9       34.2
Old  :     100.0:      17.0       49.0        0.9       65.3       15.9       83.1       65.8:      16.9       34.2
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  :        73:        16         34          3         15         12         33         47:
Old  :        73:        16         34          3         15         12         33         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       23.7       65.8       34.3       53.5       23.7       63.7       34.1
Old  :                 55.5       23.7       65.8       34.3       53.5       23.7       63.7       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 14, 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  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Old  :    36,636:     3,244      5,636      1,029     31,707     28,784     35,980     35,449:       656      1,187
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -4,318:    -2,924       -726          0     -1,204     -3,668     -4,128     -4,394:      -190         76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        3.2
Old  :     100.0:       8.9       15.4        2.8       86.5       78.6       98.2       96.8:       1.8        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  :        59:         7         18          4         19         20         29         39:
Old  :        59:         7         18          4         19         20         29         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  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
Old  :                 50.9       42.1       71.5       68.4       49.2       40.0       67.0       60.9
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :           (CONTRACTS OF $100,000 NOTIONAL PRINCIPAL)                       :
     :          :                                                                            :
All  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Old  :    40,954:     6,168      6,362      1,029     32,911     32,452     40,108     39,843:       846      1,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,779:      -335       -529        -17     -3,568     -2,921     -3,920     -3,467:       141       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        2.7
Old  :     100.0:      15.1       15.5        2.5       80.4       79.2       97.9       97.3:       2.1        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  :        61:         7         19          4         19         23         29         43:
Old  :        61:         7         19          4         19         23         29         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
Old  :                 50.6       47.4       72.4       69.2       49.3       44.0       67.7       61.8
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, June 7, 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  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Old  :    13,893:         0      1,547          0     13,879     12,264     13,879     13,811:        14         82
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,322:      -100        442          0      1,411        842      1,311      1,284:        11         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Old  :     100.0:       0.0       11.1        0.0       99.9       88.3       99.9       99.4:       0.1        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          7          0          6         10          6         17:
Old  :        21:         0          7          0          6         10          6         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  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Old  :                 97.5       77.4       99.9       92.1       83.1       69.5       84.8       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                             
Commitments of Traders - Futures Only, June 14, 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  :    21,691:     2,649      1,863        967     13,985     11,920     17,601     14,750:     4,090      6,941
Old  :    21,691:     2,649      1,863        967     13,985     11,920     17,601     14,750:     4,090      6,941
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       533:       186        -67         61        323        414        570        408:       -37        125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        8.6        4.5       64.5       55.0       81.1       68.0:      18.9       32.0
Old  :     100.0:      12.2        8.6        4.5       64.5       55.0       81.1       68.0:      18.9       32.0
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  :        40:         8          6          8         22         16         34         27:
Old  :        40:         8          6          8         22         16         34         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  :                 46.8       32.3       61.4       51.0       46.8       28.7       59.0       45.6
Old  :                 46.8       32.3       61.4       51.0       46.8       28.7       59.0       45.6
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, June 7, 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  :    21,158:     2,463      1,930        906     13,662     11,506     17,031     14,342:     4,127      6,816
Old  :    21,158:     2,463      1,930        906     13,662     11,506     17,031     14,342:     4,127      6,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -2,532:      -824       -137       -223     -1,370     -1,852     -2,417     -2,212:      -115       -320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        9.1        4.3       64.6       54.4       80.5       67.8:      19.5       32.2
Old  :     100.0:      11.6        9.1        4.3       64.6       54.4       80.5       67.8:      19.5       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  :        38:         8          6          8         21         15         32         26:
Old  :        38:         8          6          8         21         15         32         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  :                 47.6       32.4       62.3       51.1       47.6       29.0       60.1       45.8
Old  :                 47.6       32.4       62.3       51.1       47.6       29.0       60.1       45.8
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, June 14, 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  :    92,540:    10,607     24,227     15,069     50,907     25,812     76,583     65,108:    15,957     27,432
Old  :    79,532:     8,960     24,089     11,745     45,123     21,546     65,828     57,380:    13,704     22,152
Other:    13,008:     4,046      2,537        925      5,784      4,266     10,755      7,728:     2,253      5,280
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,911:       274      2,776     -4,454      2,003     -1,006     -2,177     -2,684:       266        773
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       26.2       16.3       55.0       27.9       82.8       70.4:      17.2       29.6
Old  :     100.0:      11.3       30.3       14.8       56.7       27.1       82.8       72.1:      17.2       27.9
Other:     100.0:      31.1       19.5        7.1       44.5       32.8       82.7       59.4:      17.3       40.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        30         58         37         29         32         82        108:
Old  :       138:        33         54         35         27         32         78        107:
Other:        49:        16         12          3          7         17         25         30:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.5       15.8       46.2       25.2       31.5       13.3       45.8       20.3
Old  :                 36.6       15.5       50.0       25.7       36.6       13.4       49.5       21.4
Other:                 51.5       29.0       68.0       42.6       50.1       25.0       64.9       36.5
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, June 7, 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  :    94,451:    10,333     21,451     19,523     48,904     26,818     78,760     67,792:    15,691     26,659
Old  :    81,997:     9,645     22,200     15,338     43,344     22,841     68,327     60,379:    13,670     21,618
Other:    12,454:     4,315      2,878        558      5,560      3,977     10,433      7,413:     2,021      5,041
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,253:      -659      3,661     -6,714      2,062     -2,037     -5,311     -5,090:     1,058        837
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.9       22.7       20.7       51.8       28.4       83.4       71.8:      16.6       28.2
Old  :     100.0:      11.8       27.1       18.7       52.9       27.9       83.3       73.6:      16.7       26.4
Other:     100.0:      34.6       23.1        4.5       44.6       31.9       83.8       59.5:      16.2       40.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        31         63         57         24         33         97        126:
Old  :       155:        35         63         56         22         33         95        124:
Other:        53:        20         14          3          6         16         28         31:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       14.8       45.2       25.1       30.7       13.8       44.4       19.7
Old  :                 35.5       15.1       48.8       25.6       35.4       14.2       48.1       21.1
Other:                 51.3       29.5       69.5       40.7       50.0       26.3       66.4       37.2
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 14, 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  :     3,992:       694      1,597        485      1,227        744      2,406      2,826:     1,586      1,166
Old  :     3,913:       699      1,629        428      1,210        744      2,337      2,801:     1,576      1,112
Other:        79:        51         24          1         17          0         69         25:        10         54
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :        86:       129       -106        -26        -87         28         16       -104:        70        190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       40.0       12.1       30.7       18.6       60.3       70.8:      39.7       29.2
Old  :     100.0:      17.9       41.6       10.9       30.9       19.0       59.7       71.6:      40.3       28.4
Other:     100.0:      64.6       30.4        1.3       21.5        0.0       87.3       31.6:      12.7       68.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        13         14         10          6          5         23         26:
Old  :        37:        12         15          7          5          5         22         23:
Other:         9:         4          3          1          2          0          6          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.7       49.2       44.6       59.2       28.8       44.6       36.6       49.4
Old  :                 31.9       50.2       43.8       60.4       28.9       45.5       37.1       50.5
Other:                 82.3       31.6       87.3       31.6       81.0       30.4       86.1       30.4
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 7, 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  :     3,906:       565      1,703        511      1,314        716      2,390      2,930:     1,516        976
Old  :     3,835:       575      1,751        452      1,299        716      2,326      2,919:     1,509        916
Other:        71:        48         10          1         15          0         64         11:         7         60
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         2:        31         15        246       -142        -28        135        233:      -133       -231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.5       43.6       13.1       33.6       18.3       61.2       75.0:      38.8       25.0
Old  :     100.0:      15.0       45.7       11.8       33.9       18.7       60.7       76.1:      39.3       23.9
Other:     100.0:      67.6       14.1        1.4       21.1        0.0       90.1       15.5:       9.9       84.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        10         17         10          5          4         22         27:
Old  :        38:        10         18          9          5          4         22         26:
Other:         5:         3          1          1          1          0          4          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       48.0       44.8       60.0       29.2       45.2       38.0       49.7
Old  :                 32.6       48.9       43.9       61.1       29.4       46.1       38.3       50.6
Other:                 90.1       15.5       90.1       15.5       88.7       14.1       88.7       14.1
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 14, 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  :   133,331:    30,832     21,561     16,530     70,017     63,749    117,379    101,840:    15,952     31,491
Old  :   133,331:    30,832     21,561     16,530     70,017     63,749    117,379    101,840:    15,952     31,491
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,012:    -4,408      5,277     -1,413        684     -7,474     -5,137     -3,610:    -2,875     -4,402
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       16.2       12.4       52.5       47.8       88.0       76.4:      12.0       23.6
Old  :     100.0:      23.1       16.2       12.4       52.5       47.8       88.0       76.4:      12.0       23.6
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  :       212:        46         55         41         57         82        128        162:
Old  :       212:        46         55         41         57         82        128        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  :                 26.3       14.1       40.8       24.3       26.3       13.5       39.6       23.1
Old  :                 26.3       14.1       40.8       24.3       26.3       13.5       39.6       23.1
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, June 7, 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  :   141,343:    35,240     16,284     17,943     69,333     71,223    122,516    105,450:    18,827     35,893
Old  :   141,343:    35,240     16,284     17,943     69,333     71,223    122,516    105,450:    18,827     35,893
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -5,824:    -5,246        123      1,630     -1,106     -5,791     -4,722     -4,038:    -1,102     -1,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       11.5       12.7       49.1       50.4       86.7       74.6:      13.3       25.4
Old  :     100.0:      24.9       11.5       12.7       49.1       50.4       86.7       74.6:      13.3       25.4
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  :       218:        57         45         46         63         89        145        165:
Old  :       218:        57         45         46         63         89        145        165:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.6       14.5       37.8       25.0       24.6       14.0       35.9       23.7
Old  :                 24.6       14.5       37.8       25.0       24.6       14.0       35.9       23.7
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, June 14, 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  :     3,640:     1,176        655        129      1,217      1,689      2,522      2,473:     1,118      1,167
Old  :     3,640:     1,176        655        129      1,217      1,689      2,522      2,473:     1,118      1,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       221:       -57        154         15        121       -147         79         22:       142        199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       18.0        3.5       33.4       46.4       69.3       67.9:      30.7       32.1
Old  :     100.0:      32.3       18.0        3.5       33.4       46.4       69.3       67.9:      30.7       32.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        12          9          5         18         16         33         29:
Old  :        48:        12          9          5         18         16         33         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       37.7       40.7       49.3       26.3       36.0       38.0       46.2
Old  :                 27.0       37.7       40.7       49.3       26.3       36.0       38.0       46.2
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, June 7, 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  :     3,419:     1,233        501        114      1,096      1,836      2,443      2,451:       976        968
Old  :     3,419:     1,233        501        114      1,096      1,836      2,443      2,451:       976        968
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       -90:       -26        110        -19         92       -125         47        -34:      -137        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       14.7        3.3       32.1       53.7       71.5       71.7:      28.5       28.3
Old  :     100.0:      36.1       14.7        3.3       32.1       53.7       71.5       71.7:      28.5       28.3
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  :        45:        11         10          5         17         15         31         27:
Old  :        45:        11         10          5         17         15         31         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  :                 29.9       40.6       43.7       51.2       28.5       38.8       41.3       49.1
Old  :                 29.9       40.6       43.7       51.2       28.5       38.8       41.3       49.1
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, June 14, 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  :    21,853:     8,346      3,726      1,371      7,289      3,729     17,006      8,826:     4,847     13,027
Old  :    21,853:     8,346      3,726      1,371      7,289      3,729     17,006      8,826:     4,847     13,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,445:    -1,570       -786         -5        263        424     -1,312       -367:      -133     -1,078
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.2       17.1        6.3       33.4       17.1       77.8       40.4:      22.2       59.6
Old  :     100.0:      38.2       17.1        6.3       33.4       17.1       77.8       40.4:      22.2       59.6
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  :       115:        33         23         17         27         37         74         66:
Old  :       115:        33         23         17         27         37         74         66:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       11.1       30.6       18.2       18.7       10.2       30.6       15.6
Old  :                 18.7       11.1       30.6       18.2       18.7       10.2       30.6       15.6
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, June 7, 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  :    23,298:     9,916      4,512      1,376      7,026      3,305     18,318      9,193:     4,980     14,105
Old  :    23,298:     9,916      4,512      1,376      7,026      3,305     18,318      9,193:     4,980     14,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,471:      -418        372        553        910       -113      1,045        812:       426        659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6       19.4        5.9       30.2       14.2       78.6       39.5:      21.4       60.5
Old  :     100.0:      42.6       19.4        5.9       30.2       14.2       78.6       39.5:      21.4       60.5
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  :       130:        42         29         16         24         36         78         71:
Old  :       130:        42         29         16         24         36         78         71:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.7       12.4       32.2       16.9       19.7       10.2       32.2       14.2
Old  :                 19.7       12.4       32.2       16.9       19.7       10.2       32.2       14.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 14, 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  :    63,187:    10,932     28,521        647     26,421     15,297     38,000     44,465:    25,187     18,722
Old  :    63,187:    10,932     28,521        647     26,421     15,297     38,000     44,465:    25,187     18,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -30,999:     1,257     -7,715         52    -30,511    -20,903    -29,202    -28,566:    -1,797     -2,433
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       45.1        1.0       41.8       24.2       60.1       70.4:      39.9       29.6
Old  :     100.0:      17.3       45.1        1.0       41.8       24.2       60.1       70.4:      39.9       29.6
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  :        67:        13         19          4         25         20         40         41:
Old  :        67:        13         19          4         25         20         40         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  :                 25.8       22.4       38.3       38.2       23.4       22.3       34.8       37.8
Old  :                 25.8       22.4       38.3       38.2       23.4       22.3       34.8       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 7, 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  :    94,186:     9,675     36,236        595     56,932     36,200     67,202     73,031:    26,984     21,155
Old  :    94,186:     9,675     36,236        595     56,932     36,200     67,202     73,031:    26,984     21,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -514:      -849     -5,528        -52     -3,678      5,286     -4,579       -294:     4,065       -220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3       38.5        0.6       60.4       38.4       71.4       77.5:      28.6       22.5
Old  :     100.0:      10.3       38.5        0.6       60.4       38.4       71.4       77.5:      28.6       22.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        62:         9         21          4         24         21         35         44:
Old  :        62:         9         21          4         24         21         35         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  :                 35.7       28.5       47.8       43.8       34.2       24.6       44.0       38.7
Old  :                 35.7       28.5       47.8       43.8       34.2       24.6       44.0       38.7
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, June 14, 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  :    73,534:     2,905     46,486          0     64,004      4,362     66,909     50,848:     6,625     22,686
Old  :    73,534:     2,905     46,486          0     64,004      4,362     66,909     50,848:     6,625     22,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -16,486:       962       -769         -1    -14,427    -14,649    -13,466    -15,419:    -3,020     -1,067
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       63.2        0.0       87.0        5.9       91.0       69.1:       9.0       30.9
Old  :     100.0:       4.0       63.2        0.0       87.0        5.9       91.0       69.1:       9.0       30.9
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  :        42:         2         26          0         12          3         14         29:
Old  :        42:         2         26          0         12          3         14         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       25.5       85.1       40.2       68.6       25.5       84.7       40.2
Old  :                 68.6       25.5       85.1       40.2       68.6       25.5       84.7       40.2
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, June 7, 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  :    90,020:     1,943     47,255          1     78,431     19,011     80,375     66,267:     9,645     23,753
Old  :    90,020:     1,943     47,255          1     78,431     19,011     80,375     66,267:     9,645     23,753
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    20,983:     1,093      7,006        -52     19,672     12,073     20,713     19,027:       270      1,956
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2       52.5        0.0       87.1       21.1       89.3       73.6:      10.7       26.4
Old  :     100.0:       2.2       52.5        0.0       87.1       21.1       89.3       73.6:      10.7       26.4
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  :        52:         2         25          1         22          9         25         34:
Old  :        52:         2         25          1         22          9         25         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       21.1       69.1       36.8       41.7       19.9       57.3       32.4
Old  :                 49.6       21.1       69.1       36.8       41.7       19.9       57.3       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 14, 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  :   102,424:    82,315      4,367        121     10,557     92,040     92,993     96,528:     9,431      5,896
Old  :   102,424:    82,315      4,367        121     10,557     92,040     92,993     96,528:     9,431      5,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -18,456:     1,817      1,127     -2,743    -16,831    -17,515    -17,757    -19,131:      -699        675
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.4        4.3        0.1       10.3       89.9       90.8       94.2:       9.2        5.8
Old  :     100.0:      80.4        4.3        0.1       10.3       89.9       90.8       94.2:       9.2        5.8
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  :        95:        62          7          1         11         18         74         25:
Old  :        95:        62          7          1         11         18         74         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  :                 30.9       65.9       50.5       83.0       30.9       65.6       50.5       82.7
Old  :                 30.9       65.9       50.5       83.0       30.9       65.6       50.5       82.7
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, June 7, 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  :   120,880:    80,498      3,240      2,864     27,388    109,555    110,750    115,659:    10,130      5,221
Old  :   120,880:    80,498      3,240      2,864     27,388    109,555    110,750    115,659:    10,130      5,221
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,059:    -3,332       -160      2,225     10,905      7,943      9,798     10,008:     1,261      1,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.6        2.7        2.4       22.7       90.6       91.6       95.7:       8.4        4.3
Old  :     100.0:      66.6        2.7        2.4       22.7       90.6       91.6       95.7:       8.4        4.3
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  :       106:        62         12          6         17         21         82         37:
Old  :       106:        62         12          6         17         21         82         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  :                 27.3       56.4       44.7       78.1       27.3       53.3       42.5       73.6
Old  :                 27.3       56.4       44.7       78.1       27.3       53.3       42.5       73.6
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, June 14, 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  :    68,775:    14,197     31,146        543     36,280     18,422     51,020     50,111:    17,755     18,664
Old  :    68,775:    14,197     31,146        543     36,280     18,422     51,020     50,111:    17,755     18,664
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -32,745:      -471      7,903       -180    -25,775    -38,822    -26,426    -31,099:    -6,319     -1,646
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       45.3        0.8       52.8       26.8       74.2       72.9:      25.8       27.1
Old  :     100.0:      20.6       45.3        0.8       52.8       26.8       74.2       72.9:      25.8       27.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        12         21          2         16         13         29         35:
Old  :        56:        12         21          2         16         13         29         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       25.2       52.1       40.5       34.1       25.2       49.6       39.9
Old  :                 35.4       25.2       52.1       40.5       34.1       25.2       49.6       39.9
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, June 7, 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  :   101,520:    14,668     23,243        723     62,055     57,244     77,446     81,210:    24,074     20,310
Old  :   101,520:    14,668     23,243        723     62,055     57,244     77,446     81,210:    24,074     20,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,447:       322     -2,174        -70        566      8,890        818      6,646:     5,629       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4       22.9        0.7       61.1       56.4       76.3       80.0:      23.7       20.0
Old  :     100.0:      14.4       22.9        0.7       61.1       56.4       76.3       80.0:      23.7       20.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        10         20          3         25         18         36         40:
Old  :        61:        10         20          3         25         18         36         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  :                 25.2       36.7       43.8       52.7       24.1       32.9       40.1       46.8
Old  :                 25.2       36.7       43.8       52.7       24.1       32.9       40.1       46.8
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, June 14, 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  :   144,048:     8,991     61,022        929    112,210     53,702    122,130    115,653:    21,918     28,395
Old  :   144,048:     8,991     61,022        929    112,210     53,702    122,130    115,653:    21,918     28,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -41,940:     3,696     18,616         93    -39,766    -63,335    -35,977    -44,626:    -5,963      2,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       42.4        0.6       77.9       37.3       84.8       80.3:      15.2       19.7
Old  :     100.0:       6.2       42.4        0.6       77.9       37.3       84.8       80.3:      15.2       19.7
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  :        84:        14         30          4         32         17         48         49:
Old  :        84:        14         30          4         32         17         48         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  :                 45.3       32.8       63.9       49.2       37.7       23.5       49.2       37.5
Old  :                 45.3       32.8       63.9       49.2       37.7       23.5       49.2       37.5
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, June 7, 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  :   185,988:     5,295     42,406        836    151,976    117,037    158,107    160,279:    27,881     25,709
Old  :   185,988:     5,295     42,406        836    151,976    117,037    158,107    160,279:    27,881     25,709
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,395:    -1,172    -12,496         12      1,035     16,301       -125      3,817:     2,520     -1,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8       22.8        0.4       81.7       62.9       85.0       86.2:      15.0       13.8
Old  :     100.0:       2.8       22.8        0.4       81.7       62.9       85.0       86.2:      15.0       13.8
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  :        76:        10         25          3         29         29         41         55:
Old  :        76:        10         25          3         29         29         41         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  :                 59.5       38.9       73.5       52.7       56.0       37.5       67.5       49.8
Old  :                 59.5       38.9       73.5       52.7       56.0       37.5       67.5       49.8
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, June 14, 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  :   140,233:    26,335     46,000      1,613     65,262     42,453     93,210     90,066:    47,023     50,167
Old  :   140,233:    26,335     46,000      1,613     65,262     42,453     93,210     90,066:    47,023     50,167
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -53,474:     3,396      5,290        984    -59,982    -62,855    -55,602    -56,581:     2,128      3,107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       32.8        1.2       46.5       30.3       66.5       64.2:      33.5       35.8
Old  :     100.0:      18.8       32.8        1.2       46.5       30.3       66.5       64.2:      33.5       35.8
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  :       106:        30         37          9         26         24         61         65:
Old  :       106:        30         37          9         26         24         61         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       22.1       43.7       32.1       27.2       21.1       41.9       31.1
Old  :                 28.4       22.1       43.7       32.1       27.2       21.1       41.9       31.1
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, June 7, 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  :   193,707:    22,939     40,710        629    125,244    105,308    148,812    146,647:    44,895     47,060
Old  :   193,707:    22,939     40,710        629    125,244    105,308    148,812    146,647:    44,895     47,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,213:    -1,272     -1,811       -414     21,649     21,407     19,963     19,182:   -16,750    -15,969
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       21.0        0.3       64.7       54.4       76.8       75.7:      23.2       24.3
Old  :     100.0:      11.8       21.0        0.3       64.7       54.4       76.8       75.7:      23.2       24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       100:        23         33          6         32         30         59         65:
Old  :       100:        23         33          6         32         30         59         65:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       35.3       50.6       45.3       34.0       26.3       43.9       33.8
Old  :                 36.8       35.3       50.6       45.3       34.0       26.3       43.9       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 7, 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  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Old  :    67,930:    15,413      3,191        469     47,302     58,048     63,184     61,708:     4,746      6,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    12,298:     5,841          0       -120      7,229     13,078     12,950     12,958:      -652       -660
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        9.2
Old  :     100.0:      22.7        4.7        0.7       69.6       85.5       93.0       90.8:       7.0        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  :        24:         2          3          1         12         16         15         19:
Old  :        24:         2          3          1         12         16         15         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  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
Old  :                 65.5       60.4       83.9       75.5       58.1       56.6       73.4       65.0
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $1,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  : 7,409,695:   656,463    669,270    802,568  5,005,162  4,420,553  6,464,193  5,892,391:   945,502  1,517,304
Old  : 7,409,695:   656,463    669,270    802,568  5,005,162  4,420,553  6,464,193  5,892,391:   945,502  1,517,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :-1,543,793:  -329,447    -73,851   -238,500   -857,599 -1,179,229 -1,425,546 -1,491,580:  -118,247    -52,213
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.0       10.8       67.5       59.7       87.2       79.5:      12.8       20.5
Old  :     100.0:       8.9        9.0       10.8       67.5       59.7       87.2       79.5:      12.8       20.5
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  :       240:        43         58         77        115        128        203        223:
Old  :       240:        43         58         77        115        128        203        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.3       45.1       25.9       29.0       12.5       39.3       19.3
Old  :                 29.9       16.3       45.1       25.9       29.0       12.5       39.3       19.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 7, 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  : 8,953,488:   985,910    743,121  1,041,068  5,862,761  5,599,782  7,889,739  7,383,971: 1,063,749  1,569,517
Old  : 8,953,488:   985,910    743,121  1,041,068  5,862,761  5,599,782  7,889,739  7,383,971: 1,063,749  1,569,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   157,720:   107,091    -22,540    -28,805      6,775    193,525     85,061    142,180:    72,659     15,540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0        8.3       11.6       65.5       62.5       88.1       82.5:      11.9       17.5
Old  :     100.0:      11.0        8.3       11.6       65.5       62.5       88.1       82.5:      11.9       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       262:        59         56         90        128        136        234        241:
Old  :       262:        59         56         90        128        136        234        241:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.3       40.6       27.9       25.3       14.2       33.3       21.1
Old  :                 26.8       18.3       40.6       27.9       25.3       14.2       33.3       21.1
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, June 14, 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  :   772,296:    54,950     69,092     13,260    551,924    565,178    620,134    647,530:   152,162    124,766
Old  :   772,296:    54,950     69,092     13,260    551,924    565,178    620,134    647,530:   152,162    124,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    57,501:    -3,917      3,614     -1,971     57,995     53,445     52,107     55,088:     5,394      2,413
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        8.9        1.7       71.5       73.2       80.3       83.8:      19.7       16.2
Old  :     100.0:       7.1        8.9        1.7       71.5       73.2       80.3       83.8:      19.7       16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       185:        38         30         28        101         68        154        111:
Old  :       185:        38         30         28        101         68        154        111:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.6       34.0       28.5       46.7       17.3       29.0       24.7       40.8
Old  :                 19.6       34.0       28.5       46.7       17.3       29.0       24.7       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                     
Commitments of Traders - Futures Only, June 7, 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  :   714,795:    58,867     65,478     15,231    493,929    511,733    568,027    592,442:   146,768    122,353
Old  :   714,795:    58,867     65,478     15,231    493,929    511,733    568,027    592,442:   146,768    122,353
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    14,957:     1,792     -2,977        937     12,928     16,732     15,657     14,692:      -700        265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        9.2        2.1       69.1       71.6       79.5       82.9:      20.5       17.1
Old  :     100.0:       8.2        9.2        2.1       69.1       71.6       79.5       82.9:      20.5       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        37         30         20         91         64        141        101:
Old  :       183:        37         30         20         91         64        141        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       33.6       27.7       46.6       18.6       31.3       26.5       44.1
Old  :                 19.0       33.6       27.7       46.6       18.6       31.3       26.5       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                                  
Commitments of Traders - Futures Only, June 14, 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  : 1,211,683:   202,817    211,222     54,392    592,365    824,970    849,574  1,090,584:   362,109    121,099
Old  : 1,211,683:   202,817    211,222     54,392    592,365    824,970    849,574  1,090,584:   362,109    121,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   122,268:     3,700     -2,620     26,541     69,288     75,763     99,529     99,684:    22,739     22,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       17.4        4.5       48.9       68.1       70.1       90.0:      29.9       10.0
Old  :     100.0:      16.7       17.4        4.5       48.9       68.1       70.1       90.0:      29.9       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  :       189:        53         48         38         70         62        139        132:
Old  :       189:        53         48         38         70         62        139        132:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       28.7       30.2       41.9       13.4       21.7       19.5       31.9
Old  :                 21.1       28.7       30.2       41.9       13.4       21.7       19.5       31.9
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, June 7, 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  : 1,089,415:   199,117    213,842     27,851    523,077    749,207    750,045    990,900:   339,370     98,515
Old  : 1,089,415:   199,117    213,842     27,851    523,077    749,207    750,045    990,900:   339,370     98,515
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    24,633:    10,519     -9,371     11,318      2,705     16,112     24,542     18,059:        91      6,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       19.6        2.6       48.0       68.8       68.8       91.0:      31.2        9.0
Old  :     100.0:      18.3       19.6        2.6       48.0       68.8       68.8       91.0:      31.2        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        49         52         23         57         61        120        122:
Old  :       193:        49         52         23         57         61        120        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  :                 18.7       29.0       28.9       42.8       14.2       23.6       21.3       35.4
Old  :                 18.7       29.0       28.9       42.8       14.2       23.6       21.3       35.4
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, June 14, 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  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Old  :    16,980:     1,011      3,759        113      9,329     11,353     10,453     15,225:     6,527      1,755
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,329:         0         52         82        478        655        560        789:       769        540
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       10.3
Old  :     100.0:       6.0       22.1        0.7       54.9       66.9       61.6       89.7:      38.4       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  :        27:         2          3          2         15         15         18         19:
Old  :        27:         2          3          2         15         15         18         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  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
Old  :                 33.6       42.8       46.9       67.2       33.0       39.6       43.3       60.5
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, June 7, 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  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Old  :    15,651:     1,011      3,707         31      8,851     10,698      9,893     14,436:     5,758      1,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,507:       286      2,426         12      2,931      1,106      3,229      3,544:       278        -37
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        7.8
Old  :     100.0:       6.5       23.7        0.2       56.6       68.4       63.2       92.2:      36.8        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          1         12         14         15         17:
Old  :        28:         2          3          1         12         14         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
Old  :                 36.2       43.0       50.5       69.0       36.1       43.0       47.8       66.6
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, June 14, 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  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Old  :    43,113:    10,712      5,646      1,091     25,757     32,098     37,560     38,835:     5,553      4,278
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    10,125:       416      2,153        749      7,382      8,541      8,547     11,443:     1,578     -1,318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        9.9
Old  :     100.0:      24.8       13.1        2.5       59.7       74.5       87.1       90.1:      12.9        9.9
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  :        41:         6          7          6         18         21         27         32:
Old  :        41:         6          7          6         18         21         27         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
Old  :                 45.4       51.7       66.0       67.1       37.0       43.2       56.4       53.9
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, June 7, 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  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Old  :    32,988:    10,296      3,493        342     18,375     23,557     29,013     27,392:     3,975      5,596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,450:       498     -1,821        198      2,340      4,180      3,036      2,557:       414        893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       17.0
Old  :     100.0:      31.2       10.6        1.0       55.7       71.4       88.0       83.0:      12.0       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         6          5          2         16         17         22         24:
Old  :        35:         6          5          2         16         17         22         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
Old  :                 45.6       58.2       68.9       68.9       44.6       54.3       67.2       64.8
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    75,607:     8,969     11,637      1,828     43,768     36,571     54,565     50,036:    21,042     25,571
Old  :    75,607:     8,969     11,637      1,828     43,768     36,571     54,565     50,036:    21,042     25,571
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    19,012:      -288        164      1,784      7,534     10,121      9,030     12,069:     9,982      6,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.4        2.4       57.9       48.4       72.2       66.2:      27.8       33.8
Old  :     100.0:      11.9       15.4        2.4       57.9       48.4       72.2       66.2:      27.8       33.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        91:        16         18          5         43         38         61         61:
Old  :        91:        16         18          5         43         38         61         61:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       22.9       38.9       33.0       24.2       16.3       31.9       23.1
Old  :                 26.9       22.9       38.9       33.0       24.2       16.3       31.9       23.1
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, June 7, 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  :    56,595:     9,257     11,473         44     36,234     26,450     45,535     37,967:    11,060     18,628
Old  :    56,595:     9,257     11,473         44     36,234     26,450     45,535     37,967:    11,060     18,628
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       917:      -146     -1,494         42       -287        726       -391       -726:     1,308      1,643
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       20.3        0.1       64.0       46.7       80.5       67.1:      19.5       32.9
Old  :     100.0:      16.4       20.3        0.1       64.0       46.7       80.5       67.1:      19.5       32.9
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  :        79:        17         17          2         30         26         47         45:
Old  :        79:        17         17          2         30         26         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       24.3       49.0       37.6       35.5       21.7       47.1       32.4
Old  :                 36.9       24.3       49.0       37.6       35.5       21.7       47.1       32.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, June 14, 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  :   404,856:    86,234    110,228     15,779    198,864    220,464    300,877    346,471:   103,979     58,385
Old  :   404,856:    86,234    110,228     15,779    198,864    220,464    300,877    346,471:   103,979     58,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    86,243:     6,364     -1,099      8,448     37,390     41,829     52,202     49,178:    34,041     37,065
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       27.2        3.9       49.1       54.5       74.3       85.6:      25.7       14.4
Old  :     100.0:      21.3       27.2        3.9       49.1       54.5       74.3       85.6:      25.7       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  :       179:        57         54         22         52         41        118        109:
Old  :       179:        57         54         22         52         41        118        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.3       32.2       36.1       45.8       20.3       25.6       26.5       34.8
Old  :                 28.3       32.2       36.1       45.8       20.3       25.6       26.5       34.8
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, June 7, 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  :   318,613:    79,870    111,327      7,331    161,474    178,635    248,675    297,293:    69,938     21,320
Old  :   318,613:    79,870    111,327      7,331    161,474    178,635    248,675    297,293:    69,938     21,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,326:     8,179       -722        401     -5,504     16,500      3,076     16,179:     8,250     -4,853
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       34.9        2.3       50.7       56.1       78.0       93.3:      22.0        6.7
Old  :     100.0:      25.1       34.9        2.3       50.7       56.1       78.0       93.3:      22.0        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  :       191:        58         65         12         46         35        108        108:
Old  :       191:        58         65         12         46         35        108        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  :                 33.6       34.4       43.3       49.0       27.3       26.6       34.5       36.9
Old  :                 33.6       34.4       43.3       49.0       27.3       26.6       34.5       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 14, 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  :    59,436:    19,846      4,587        564     20,750     44,750     41,160     49,901:    18,276      9,535
Old  :    59,436:    19,846      4,587        564     20,750     44,750     41,160     49,901:    18,276      9,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -28,142:     4,318      1,908       -386    -30,999    -25,619    -27,067    -24,097:    -1,075     -4,045
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.4        7.7        0.9       34.9       75.3       69.3       84.0:      30.7       16.0
Old  :     100.0:      33.4        7.7        0.9       34.9       75.3       69.3       84.0:      30.7       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         8          7          2         11         17         21         24:
Old  :        39:         8          7          2         11         17         21         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  :                 52.9       38.7       59.7       60.4       52.9       38.4       59.7       59.5
Old  :                 52.9       38.7       59.7       60.4       52.9       38.4       59.7       59.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                      
Commitments of Traders - Futures Only, June 7, 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  :    87,578:    15,528      2,679        950     51,749     70,369     68,227     73,998:    19,351     13,580
Old  :    87,578:    15,528      2,679        950     51,749     70,369     68,227     73,998:    19,351     13,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,406:       509     -6,416        886      2,515     11,896      3,910      6,366:       496     -1,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        3.1        1.1       59.1       80.4       77.9       84.5:      22.1       15.5
Old  :     100.0:      17.7        3.1        1.1       59.1       80.4       77.9       84.5:      22.1       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  :        40:         7          4          2         21         19         30         23:
Old  :        40:         7          4          2         21         19         30         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  :                 44.0       57.7       56.0       70.2       40.9       52.3       49.0       62.2
Old  :                 44.0       57.7       56.0       70.2       40.9       52.3       49.0       62.2
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, June 14, 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  :    45,504:       555     14,438        886     35,440     25,523     36,881     40,847:     8,623      4,657
Old  :    45,504:       555     14,438        886     35,440     25,523     36,881     40,847:     8,623      4,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,558:      -494        558        441      5,278      5,981      5,225      6,980:     1,333       -422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.1       89.8:      18.9       10.2
Old  :     100.0:       1.2       31.7        1.9       77.9       56.1       81.1       89.8:      18.9       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         3         14          4         31         27         37         42:
Old  :        63:         3         14          4         31         27         37         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  :                 50.3       37.1       61.5       50.1       45.3       31.4       52.0       43.1
Old  :                 50.3       37.1       61.5       50.1       45.3       31.4       52.0       43.1
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, June 7, 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  :    38,946:     1,049     13,880        445     30,162     19,542     31,656     33,867:     7,290      5,079
Old  :    38,946:     1,049     13,880        445     30,162     19,542     31,656     33,867:     7,290      5,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,120:        40        223        338     -1,545        937     -1,167      1,498:     2,287       -378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7       35.6        1.1       77.4       50.2       81.3       87.0:      18.7       13.0
Old  :     100.0:       2.7       35.6        1.1       77.4       50.2       81.3       87.0:      18.7       13.0
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  :        61:         4         13          3         28         28         33         43:
Old  :        61:         4         13          3         28         28         33         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.2       46.1
Old  :                 52.9       35.5       61.3       47.9       51.2       35.1       59.2       46.1
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, June 14, 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  :   305,120:    48,353     36,596     21,728    207,352    211,031    277,433    269,355:    27,687     35,765
Old  :   305,120:    48,353     36,596     21,728    207,352    211,031    277,433    269,355:    27,687     35,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    56,383:      -605      3,471     18,006     21,206     19,037     38,607     40,514:    17,776     15,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       12.0        7.1       68.0       69.2       90.9       88.3:       9.1       11.7
Old  :     100.0:      15.8       12.0        7.1       68.0       69.2       90.9       88.3:       9.1       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  :       124:        20         38         19         43         50         75         96:
Old  :       124:        20         38         19         43         50         75         96:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       33.2       63.3       48.6       47.9       29.5       56.2       41.5
Old  :                 53.7       33.2       63.3       48.6       47.9       29.5       56.2       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, June 7, 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  :   248,737:    48,958     33,125      3,722    186,146    191,994    238,826    228,841:     9,911     19,896
Old  :   248,737:    48,958     33,125      3,722    186,146    191,994    238,826    228,841:     9,911     19,896
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       990:    -3,629     -2,395        901      4,489       -214      1,761     -1,708:      -771      2,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       13.3        1.5       74.8       77.2       96.0       92.0:       4.0        8.0
Old  :     100.0:      19.7       13.3        1.5       74.8       77.2       96.0       92.0:       4.0        8.0
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  :       119:        14         38          9         37         48         57         89:
Old  :       119:        14         38          9         37         48         57         89:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       37.5       73.1       52.7       59.4       34.5       69.0       49.2
Old  :                 62.7       37.5       73.1       52.7       59.4       34.5       69.0       49.2
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, June 14, 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  :    30,741:     9,951      7,215         88      9,125     14,537     19,164     21,840:    11,577      8,901
Old  :    30,741:     9,951      7,215         88      9,125     14,537     19,164     21,840:    11,577      8,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -21,574:    -4,252        667     -2,520     -7,459    -11,526    -14,231    -13,379:    -7,343     -8,195
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       23.5        0.3       29.7       47.3       62.3       71.0:      37.7       29.0
Old  :     100.0:      32.4       23.5        0.3       29.7       47.3       62.3       71.0:      37.7       29.0
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  :        60:        22         12          1         13         15         35         28:
Old  :        60:        22         12          1         13         15         35         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  :                 18.9       41.2       30.7       49.9       18.9       41.2       30.6       49.9
Old  :                 18.9       41.2       30.7       49.9       18.9       41.2       30.6       49.9
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, June 7, 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  :    52,315:    14,203      6,548      2,608     16,584     26,063     33,395     35,219:    18,920     17,096
Old  :    52,315:    14,203      6,548      2,608     16,584     26,063     33,395     35,219:    18,920     17,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,401:       636        992      2,465      3,105      2,600      6,206      6,057:     5,195      5,344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       12.5        5.0       31.7       49.8       63.8       67.3:      36.2       32.7
Old  :     100.0:      27.1       12.5        5.0       31.7       49.8       63.8       67.3:      36.2       32.7
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  :        87:        30         18          9         22         27         59         47:
Old  :        87:        30         18          9         22         27         59         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.1       23.6       23.0       33.7       12.3       22.8       20.1       31.3
Old  :                 15.1       23.6       23.0       33.7       12.3       22.8       20.1       31.3
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, June 7, 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  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Old  :    39,374:     6,993        426      1,978     18,055      2,439     27,026      4,843:    12,348     34,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    11,040:      -124       -134      1,875      1,392         40      3,143      1,781:     7,897      9,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Old  :     100.0:      17.8        1.1        5.0       45.9        6.2       68.6       12.3:      31.4       87.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         9          2          8         12          4         24         13:
Old  :        28:         9          2          8         12          4         24         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  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
Old  :                 45.5        7.5       52.7       11.0       44.9        6.5       52.1        6.7
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, June 14, 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  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Old  :    29,867:     1,832      3,844        693     12,060     22,336     14,585     26,873:    15,282      2,994
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :   -46,271:    -2,820     -1,884        -76    -40,774     -7,132    -43,670     -9,092:    -2,601    -37,179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       10.0
Old  :     100.0:       6.1       12.9        2.3       40.4       74.8       48.8       90.0:      51.2       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  :        42:         4         12          3         15         21         20         36:
Old  :        42:         4         12          3         15         21         20         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  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
Old  :                 21.0       47.4       35.3       62.3       15.8       35.2       21.4       46.9
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, June 7, 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  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Old  :    76,138:     4,652      5,728        769     52,834     29,468     58,255     35,965:    17,883     40,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,612:       203        -34        170        251      1,405        624      1,541:       988         71
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
Old  :     100.0:       6.1        7.5        1.0       69.4       38.7       76.5       47.2:      23.5       52.8
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  :        52:         5         14          4         19         29         26         46:
Old  :        52:         5         14          4         19         29         26         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
Old  :                 58.6       19.3       66.5       29.2       46.8       12.0       52.1       17.6
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, June 14, 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  :   128,442:    59,725      5,778     13,813     24,633     98,583     98,171    118,174:    30,271     10,268
Old  :   128,442:    59,725      5,778     13,813     24,633     98,583     98,171    118,174:    30,271     10,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,585:    -5,223     -1,701      5,173      6,843      3,921      6,793      7,393:      -208       -808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        4.5       10.8       19.2       76.8       76.4       92.0:      23.6        8.0
Old  :     100.0:      46.5        4.5       10.8       19.2       76.8       76.4       92.0:      23.6        8.0
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  :       166:        95         23         28         17         40        119         87:
Old  :       166:        95         23         28         17         40        119         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       33.1       32.3       53.8       15.3       30.3       24.0       44.1
Old  :                 20.9       33.1       32.3       53.8       15.3       30.3       24.0       44.1
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, June 7, 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  :   121,857:    64,948      7,479      8,640     17,790     94,662     91,378    110,781:    30,479     11,076
Old  :   121,857:    64,948      7,479      8,640     17,790     94,662     91,378    110,781:    30,479     11,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     8,499:    12,191     -2,477        129     -4,731      8,925      7,589      6,577:       910      1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3        6.1        7.1       14.6       77.7       75.0       90.9:      25.0        9.1
Old  :     100.0:      53.3        6.1        7.1       14.6       77.7       75.0       90.9:      25.0        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  :       171:        92         30         27         19         43        119         93:
Old  :       171:        92         30         27         19         43        119         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  :                 17.2       34.6       28.6       50.5       17.2       31.9       27.7       46.7
Old  :                 17.2       34.6       28.6       50.5       17.2       31.9       27.7       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                         
Commitments of Traders - Futures Only, June 14, 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  :   104,947:    36,892     16,080     12,708     41,424     62,980     91,024     91,768:    13,923     13,179
Old  :   104,947:    36,892     16,080     12,708     41,424     62,980     91,024     91,768:    13,923     13,179
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,374:     5,271      2,471     -1,002        882      3,901      5,151      5,370:       223          4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.2       15.3       12.1       39.5       60.0       86.7       87.4:      13.3       12.6
Old  :     100.0:      35.2       15.3       12.1       39.5       60.0       86.7       87.4:      13.3       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  :       172:        62         50         36         40         44        129        110:
Old  :       172:        62         50         36         40         44        129        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  :                 24.8       29.4       36.1       44.6       23.1       28.4       32.0       42.9
Old  :                 24.8       29.4       36.1       44.6       23.1       28.4       32.0       42.9
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, June 7, 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  :    99,573:    31,621     13,609     13,710     40,542     59,079     85,873     86,398:    13,700     13,175
Old  :    99,573:    31,621     13,609     13,710     40,542     59,079     85,873     86,398:    13,700     13,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     7,320:     8,294       -226       -671     -2,534      6,730      5,089      5,833:     2,231      1,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       13.7       13.8       40.7       59.3       86.2       86.8:      13.8       13.2
Old  :     100.0:      31.8       13.7       13.8       40.7       59.3       86.2       86.8:      13.8       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        58         52         37         41         45        126        112:
Old  :       169:        58         52         37         41         45        126        112:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       29.8       35.2       46.1       23.8       28.5       32.8       43.4
Old  :                 23.8       29.8       35.2       46.1       23.8       28.5       32.8       43.4
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, June 14, 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  :   257,034:   119,458     62,597     22,054     65,549    153,639    207,061    238,290:    49,973     18,744
Old  :   257,034:   119,458     62,597     22,054     65,549    153,639    207,061    238,290:    49,973     18,744
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     4,883:     7,662    -10,092        288     -6,072     14,966      1,878      5,162:     3,005       -279
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5       24.4        8.6       25.5       59.8       80.6       92.7:      19.4        7.3
Old  :     100.0:      46.5       24.4        8.6       25.5       59.8       80.6       92.7:      19.4        7.3
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  :       224:       112         54         32         37         40        164        116:
Old  :       224:       112         54         32         37         40        164        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  :                 28.3       37.8       36.5       55.6       23.7       34.2       29.3       48.1
Old  :                 28.3       37.8       36.5       55.6       23.7       34.2       29.3       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                               
Commitments of Traders - Futures Only, June 7, 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  :   252,151:   111,796     72,689     21,766     71,621    138,673    205,183    233,128:    46,968     19,023
Old  :   252,151:   111,796     72,689     21,766     71,621    138,673    205,183    233,128:    46,968     19,023
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -3,844:    -1,206     -7,348      3,187     -9,120      4,936     -7,139        775:     3,295     -4,619
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3       28.8        8.6       28.4       55.0       81.4       92.5:      18.6        7.5
Old  :     100.0:      44.3       28.8        8.6       28.4       55.0       81.4       92.5:      18.6        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  :       225:       101         65         31         41         42        158        126:
Old  :       225:       101         65         31         41         42        158        126:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       37.1       37.8       53.2       24.2       34.3       30.6       45.5
Old  :                 29.3       37.1       37.8       53.2       24.2       34.3       30.6       45.5
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, June 14, 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  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Old  :    13,152:     6,530      1,578        574      2,403     10,150      9,507     12,302:     3,645        850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       834:      -458       -153        235        276        474         53        556:       781        278
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        6.5
Old  :     100.0:      49.7       12.0        4.4       18.3       77.2       72.3       93.5:      27.7        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        22          2         10          8          6         39         16:
Old  :        40:        22          2         10          8          6         39         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  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
Old  :                 41.0       85.2       53.9       91.2       41.0       79.8       52.1       82.8
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, June 7, 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  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Old  :    12,318:     6,988      1,731        339      2,127      9,676      9,454     11,746:     2,864        572
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,349:       329        177        121        212        818        662      1,116:       687        233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
Old  :     100.0:      56.7       14.1        2.8       17.3       78.6       76.7       95.4:      23.3        4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:        24          2          5          7          5         36         10:
Old  :        37:        24          2          5          7          5         36         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  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
Old  :                 43.7       85.5       57.8       94.6       43.7       81.1       57.8       87.5
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, June 14, 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  :    82,948:    14,324     11,348      2,904     43,320     44,814     60,548     59,066:    22,400     23,882
Old  :    82,836:    14,299     11,348      2,904     43,243     44,790     60,446     59,042:    22,390     23,794
Other:       112:        25          0          0         77         24        102         24:        10         88
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     5,937:    -2,001      1,927      1,209      3,549       -472      2,757      2,664:     3,180      3,273
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       13.7        3.5       52.2       54.0       73.0       71.2:      27.0       28.8
Old  :     100.0:      17.3       13.7        3.5       52.2       54.1       73.0       71.3:      27.0       28.7
Other:     100.0:      22.3        0.0        0.0       68.8       21.4       91.1       21.4:       8.9       78.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       125:        26         28         17         58         46         95         81:
Old  :       125:        26         28         17         58         46         95         81:
Other:         7:         1          0          0          3          3          4          3:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       29.4       32.1       39.3       19.2       24.2       25.9       30.1
Old  :                 22.6       29.5       32.1       39.3       19.3       24.3       25.9       30.2
Other:                 91.1       21.4       91.1       21.4       91.1       21.4       91.1       21.4
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 7, 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  :    77,011:    16,325      9,421      1,695     39,771     45,286     57,791     56,402:    19,220     20,609
Old  :    76,913:    16,300      9,421      1,695     39,721     45,276     57,716     56,392:    19,197     20,521
Other:        98:        25          0          0         50         10         75         10:        23         88
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     3,243:      -815       -143        452        569        729        206      1,038:     3,037      2,205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       12.2        2.2       51.6       58.8       75.0       73.2:      25.0       26.8
Old  :     100.0:      21.2       12.2        2.2       51.6       58.9       75.0       73.3:      25.0       26.7
Other:     100.0:      25.5        0.0        0.0       51.0       10.2       76.5       10.2:      23.5       89.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       114:        29         22         13         45         42         80         72:
Old  :       114:        29         22         13         45         42         80         72:
Other:         5:         1          0          0          2          2          3          2:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.7       31.2       30.0       41.3       18.3       26.9       26.0       33.1
Old  :                 20.8       31.2       30.0       41.3       18.3       27.0       26.0       33.2
Other:                 76.5       10.2       76.5       10.2       76.5       10.2       76.5       10.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, June 14, 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  :    29,500:     2,139      3,211        560     18,720     14,781     21,419     18,552:     8,081     10,948
Old  :    10,175:     1,428      2,575          0      3,693      2,583      5,121      5,158:     5,054      5,017
Other:    19,325:     1,009        934        262     15,027     12,198     16,298     13,394:     3,027      5,931
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -144:      -341        198       -386       -589     -1,120     -1,316     -1,308:     1,172      1,164
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3       10.9        1.9       63.5       50.1       72.6       62.9:      27.4       37.1
Old  :     100.0:      14.0       25.3        0.0       36.3       25.4       50.3       50.7:      49.7       49.3
Other:     100.0:       5.2        4.8        1.4       77.8       63.1       84.3       69.3:      15.7       30.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         6          8          3         20         14         27         24:
Old  :        33:         4          9          0         17          5         21         14:
Other:        28:         4          3          1         16         13         20         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       40.6       54.1       50.6       41.8       38.5       51.5       46.5
Old  :                 21.5       33.6       33.0       45.9       21.5       32.0       33.0       44.3
Other:                 61.3       50.9       73.8       63.1       61.3       49.6       73.1       57.5
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                             
Commitments of Traders - Futures Only, June 7, 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  :    29,644:     2,480      3,013        946     19,309     15,901     22,735     19,860:     6,909      9,784
Old  :    12,186:     2,889      3,068          0      4,831      4,876      7,720      7,944:     4,466      4,242
Other:    17,458:       151        505        386     14,478     11,025     15,015     11,916:     2,443      5,542
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,336:       -46         32       -374       -274       -944       -694     -1,286:      -642        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.2        3.2       65.1       53.6       76.7       67.0:      23.3       33.0
Old  :     100.0:      23.7       25.2        0.0       39.6       40.0       63.4       65.2:      36.6       34.8
Other:     100.0:       0.9        2.9        2.2       82.9       63.2       86.0       68.3:      14.0       31.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         8         10          6         19         12         30         25:
Old  :        39:        10          8          0         14          8         24         16:
Other:        27:         3          4          3         16         12         21         17:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       42.4       56.5       52.9       44.1       39.0       54.4       46.1
Old  :                 28.5       36.4       43.4       52.3       28.5       35.3       43.4       51.2
Other:                 64.3       51.1       75.6       60.7       64.3       47.7       73.3       53.8
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 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  :    95,290:    19,144     27,661      3,672     58,629     52,165     81,445     83,498:    13,845     11,792
Old  :    27,820:     8,737     10,884          0     11,708     13,653     20,445     24,537:     7,375      3,283
Other:    67,470:    12,742     19,112      1,337     46,921     38,512     61,000     58,961:     6,470      8,509
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -1,091:    -1,269      8,871     -3,222      1,679     -8,207     -2,812     -2,558:     1,721      1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       29.0        3.9       61.5       54.7       85.5       87.6:      14.5       12.4
Old  :     100.0:      31.4       39.1        0.0       42.1       49.1       73.5       88.2:      26.5       11.8
Other:     100.0:      18.9       28.3        2.0       69.5       57.1       90.4       87.4:       9.6       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        52         68         31         56         45        130        127:
Old  :       113:        38         25          0         33         21         71         46:
Other:       162:        34         60         20         51         44        100        109:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.5       30.7       39.2       39.4       26.5       27.9       38.1       35.5
Old  :                 19.2       46.8       30.8       61.6       19.0       44.7       30.5       59.4
Other:                 33.7       28.5       48.3       38.1       33.7       26.1       48.2       33.6
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 7, 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  :    96,381:    20,413     18,790      6,894     56,950     60,372     84,257     86,056:    12,124     10,325
Old  :    49,486:    14,713     17,842        544     28,001     25,498     43,258     43,884:     6,228      5,602
Other:    46,895:    10,812      6,060      1,238     28,949     34,874     40,999     42,172:     5,896      4,723
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,032:    -2,677      2,285      1,791       -407     -5,809     -1,293     -1,733:       261        701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       19.5        7.2       59.1       62.6       87.4       89.3:      12.6       10.7
Old  :     100.0:      29.7       36.1        1.1       56.6       51.5       87.4       88.7:      12.6       11.3
Other:     100.0:      23.1       12.9        2.6       61.7       74.4       87.4       89.9:      12.6       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       193:        62         59         45         54         45        139        131:
Old  :       164:        62         50          4         34         24         99         75:
Other:       137:        30         42         21         48         42         95         88:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       37.8       38.3       46.3       26.1       31.9       37.2       39.5
Old  :                 32.1       46.7       45.9       56.5       32.1       45.6       45.9       55.4
Other:                 26.4       34.2       42.4       48.0       25.5       28.8       40.1       41.2
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 14, 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  :    28,834:    10,638      4,428      1,945     12,422     20,953     25,005     27,326:     3,829      1,508
Old  :    27,704:    10,203      4,668      1,537     12,240     20,040     23,980     26,245:     3,724      1,459
Other:     1,130:       676          1        167        182        913      1,025      1,081:       105         49
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,382:     1,122        847        201        183        910      1,506      1,958:      -124       -576
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       15.4        6.7       43.1       72.7       86.7       94.8:      13.3        5.2
Old  :     100.0:      36.8       16.8        5.5       44.2       72.3       86.6       94.7:      13.4        5.3
Other:     100.0:      59.8        0.1       14.8       16.1       80.8       90.7       95.7:       9.3        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        49         18         17         18         14         75         42:
Old  :        94:        49         18         14         17         14         72         41:
Other:        16:        10          1          5          3          3         14          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       56.5       42.2       71.6       27.8       52.0       35.5       63.8
Old  :                 31.7       56.2       42.9       71.2       28.4       53.2       36.4       65.9
Other:                 57.0       85.2       77.9       95.7       53.5       80.5       70.0       80.5
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                                  
Commitments of Traders - Futures Only, June 7, 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  :    27,452:     9,516      3,581      1,744     12,239     20,043     23,499     25,368:     3,953      2,084
Old  :    26,674:     9,427      3,790      1,332     12,057     19,510     22,816     24,632:     3,858      2,042
Other:       778:       429        131         72        182        533        683        736:        95         42
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,090:       362        363         44        365        314        771        721:       319        369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.7       13.0        6.4       44.6       73.0       85.6       92.4:      14.4        7.6
Old  :     100.0:      35.3       14.2        5.0       45.2       73.1       85.5       92.3:      14.5        7.7
Other:     100.0:      55.1       16.8        9.3       23.4       68.5       87.8       94.6:      12.2        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        94:        44         20         17         21         14         75         42:
Old  :        94:        45         19         15         20         14         73         41:
Other:        17:         8          4          3          3          3         13          8:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       56.6       42.3       70.4       30.1       54.6       38.2       65.8
Old  :                 30.8       56.9       42.7       70.5       30.4       56.2       38.9       68.1
Other:                 64.8       82.5       82.6       94.6       59.8       82.5       76.6       84.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, June 14, 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  :   135,958:    26,837     23,403      4,037     93,959    103,032    124,833    130,472:    11,125      5,486
Old  :    60,640:    15,175     20,156      2,457     33,649     33,785     51,281     56,398:     9,359      4,242
Other:    75,318:    12,736      4,321        506     60,310     69,247     73,552     74,074:     1,766      1,244
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -361:     1,822     -2,565        911     -6,345       -239     -3,612     -1,893:     3,251      1,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       17.2        3.0       69.1       75.8       91.8       96.0:       8.2        4.0
Old  :     100.0:      25.0       33.2        4.1       55.5       55.7       84.6       93.0:      15.4        7.0
Other:     100.0:      16.9        5.7        0.7       80.1       91.9       97.7       98.3:       2.3        1.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       168:        62         39         21         50         39        123         96:
Old  :       161:        59         43         16         44         33        114         83:
Other:        83:        28         11          8         33         28         62         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       39.3       48.3       55.3       20.3       25.3       30.6       34.0
Old  :                 27.9       32.7       37.5       48.6       22.0       25.6       30.5       37.8
Other:                 46.4       60.3       64.3       75.1       27.5       41.3       39.2       51.8
 
                                 COCOA - NEW YORK BOARD OF TRADE                                              
Commitments of Traders - Futures Only, June 7, 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  :   136,319:    25,015     25,968      3,126    100,304    103,271    128,445    132,365:     7,874      3,954
Old  :    63,949:    14,792     25,042        788     41,919     35,228     57,499     61,058:     6,450      2,891
Other:    72,370:    11,896      2,599        665     58,385     68,043     70,946     71,307:     1,424      1,063
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,855:       987      2,126       -335      3,905      3,388      4,557      5,179:       298       -324
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       19.0        2.3       73.6       75.8       94.2       97.1:       5.8        2.9
Old  :     100.0:      23.1       39.2        1.2       65.6       55.1       89.9       95.5:      10.1        4.5
Other:     100.0:      16.4        3.6        0.9       80.7       94.0       98.0       98.5:       2.0        1.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       161:        55         46         15         52         37        116         92:
Old  :       158:        61         40          8         47         29        109         76:
Other:        73:        18         13          6         31         28         54         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  :                 32.2       38.7       48.8       56.0       20.3       24.6       30.9       33.7
Old  :                 27.7       33.5       41.2       49.0       21.3       26.1       29.8       38.2
Other:                 46.4       61.1       65.4       76.4       27.7       42.9       42.3       53.9
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                           
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                 (CONTRACTS OF 112,000 POUNDS)                              :
     :          :                                                                            :
All  :   352,603:    71,371     68,984     15,668    206,194    229,815    293,233    314,467:    59,370     38,136
Old  :   352,603:    71,371     68,984     15,668    206,194    229,815    293,233    314,467:    59,370     38,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,769:     1,693    -16,851        486    -14,041      7,170    -11,862     -9,195:     3,093        426
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       19.6        4.4       58.5       65.2       83.2       89.2:      16.8       10.8
Old  :     100.0:      20.2       19.6        4.4       58.5       65.2       83.2       89.2:      16.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       137:        37         38         28         51         45        108         92:
Old  :       137:        37         38         28         51         45        108         92:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       27.3       30.9       43.6       17.3       22.0       28.6       33.2
Old  :                 17.3       27.3       30.9       43.6       17.3       22.0       28.6       33.2
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, June 7, 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  :   361,372:    69,678     85,835     15,182    220,235    222,645    305,095    323,662:    56,277     37,710
Old  :   361,372:    69,678     85,835     15,182    220,235    222,645    305,095    323,662:    56,277     37,710
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,655:     3,948     -5,186      1,503     -6,917     10,660     -1,466      6,977:      -189     -8,632
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       23.8        4.2       60.9       61.6       84.4       89.6:      15.6       10.4
Old  :     100.0:      19.3       23.8        4.2       60.9       61.6       84.4       89.6:      15.6       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  :       151:        40         47         28         55         44        116         99:
Old  :       151:        40         47         28         55         44        116         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.2       25.2       31.3       42.2       16.8       20.3       30.4       31.4
Old  :                 17.2       25.2       31.3       42.2       16.8       20.3       30.4       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 14, 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  :    93,474:    26,788     11,080      6,018     53,687     71,980     86,493     89,078:     6,981      4,396
Old  :    71,759:    27,380     12,428        871     37,787     55,469     66,038     68,768:     5,721      2,991
Other:    21,715:     2,940      2,184      1,615     15,900     16,511     20,455     20,310:     1,260      1,405
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -8,918:   -10,321       -169     -5,618      8,763     -2,988     -7,176     -8,775:    -1,742       -143
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7       11.9        6.4       57.4       77.0       92.5       95.3:       7.5        4.7
Old  :     100.0:      38.2       17.3        1.2       52.7       77.3       92.0       95.8:       8.0        4.2
Other:     100.0:      13.5       10.1        7.4       73.2       76.0       94.2       93.5:       5.8        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:       109         45         55         76         85        210        171:
Old  :       260:       108         49         19         58         73        175        134:
Other:       152:        37         28         17         52         66         97        105:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       28.6       37.0       42.5       19.5       19.7       31.0       31.8
Old  :                 24.8       30.9       40.0       44.6       24.8       25.4       38.3       37.8
Other:                 36.0       41.1       50.6       54.0       34.4       37.5       44.7       47.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                             
Commitments of Traders - Futures Only, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 37,500 POUNDS)                              :
     :          :                                                                            :
All  :   102,392:    37,109     11,249     11,636     44,924     74,968     93,669     97,853:     8,723      4,539
Old  :    83,578:    38,244     15,079      4,395     33,345     60,713     75,984     80,187:     7,594      3,391
Other:    18,814:     4,947      2,252      1,159     11,579     14,255     17,685     17,666:     1,129      1,148
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     7,731:     4,308        600      1,811        945      5,639      7,064      8,050:       667       -319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       11.0       11.4       43.9       73.2       91.5       95.6:       8.5        4.4
Old  :     100.0:      45.8       18.0        5.3       39.9       72.6       90.9       95.9:       9.1        4.1
Other:     100.0:      26.3       12.0        6.2       61.5       75.8       94.0       93.9:       6.0        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       305:       136         40         63         75         92        246        175:
Old  :       299:       138         45         43         62         87        224        155:
Other:       142:        25         31         17         50         67         84        108:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       26.3       31.1       39.8       18.3       22.0       28.8       33.3
Old  :                 22.5       26.2       34.3       40.6       22.5       24.0       34.3       37.0
Other:                 37.3       39.2       54.1       51.2       34.3       35.6       45.4       45.6
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                        
Commitments of Traders - Futures Only, June 14, 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  :    28,682:    19,487      2,523      2,164      3,372     22,205     25,023     26,892:     3,659      1,790
Old  :    28,682:    19,487      2,523      2,164      3,372     22,205     25,023     26,892:     3,659      1,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    -6,973:     1,476        560       -555     -7,532     -6,482     -6,611     -6,477:      -362       -496
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9        8.8        7.5       11.8       77.4       87.2       93.8:      12.8        6.2
Old  :     100.0:      67.9        8.8        7.5       11.8       77.4       87.2       93.8:      12.8        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  :        56:        34          9          6          8          7         45         20:
Old  :        56:        34          9          6          8          7         45         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       82.6       54.0       90.4       31.9       74.3       50.2       79.5
Old  :                 32.8       82.6       54.0       90.4       31.9       74.3       50.2       79.5
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, June 7, 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  :    35,655:    18,011      1,963      2,719     10,904     28,687     31,634     33,369:     4,021      2,286
Old  :    35,655:    18,011      1,963      2,719     10,904     28,687     31,634     33,369:     4,021      2,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,357:       294       -393       -107      5,971      6,261      6,158      5,761:       199        596
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.5        5.5        7.6       30.6       80.5       88.7       93.6:      11.3        6.4
Old  :     100.0:      50.5        5.5        7.6       30.6       80.5       88.7       93.6:      11.3        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  :        56:        32          7          7         10          8         48         19:
Old  :        56:        32          7          7         10          8         48         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  :                 43.5       79.0       61.0       90.6       26.5       62.4       39.5       65.8
Old  :                 43.5       79.0       61.0       90.6       26.5       62.4       39.5       65.8
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, June 14, 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  :   187,142:    32,749     27,714     29,103     85,797     98,440    147,649    155,257:    39,493     31,885
Old  :   187,142:    32,749     27,714     29,103     85,797     98,440    147,649    155,257:    39,493     31,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,282:     1,652      2,527      5,386     -5,802     -3,818      1,236      4,095:     6,046      3,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       14.8       15.6       45.8       52.6       78.9       83.0:      21.1       17.0
Old  :     100.0:      17.5       14.8       15.6       45.8       52.6       78.9       83.0:      21.1       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       131:        33         25         32         59         63        113        104:
Old  :       131:        33         25         32         59         63        113        104:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.1       26.6       29.8       12.7       12.6       20.6       19.1
Old  :                 16.2       20.1       26.6       29.8       12.7       12.6       20.6       19.1
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   179,860:    31,097     25,187     23,717     91,599    102,258    146,413    151,162:    33,447     28,698
Old  :   179,860:    31,097     25,187     23,717     91,599    102,258    146,413    151,162:    33,447     28,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     4,957:     7,085     -1,181      4,620     -6,938         26      4,767      3,465:       190      1,492
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       14.0       13.2       50.9       56.9       81.4       84.0:      18.6       16.0
Old  :     100.0:      17.3       14.0       13.2       50.9       56.9       81.4       84.0:      18.6       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       126:        33         23         29         58         63        109         99:
Old  :       126:        33         23         29         58         63        109         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.5       21.0       27.6       30.8       12.9       14.1       21.4       21.1
Old  :                 16.5       21.0       27.6       30.8       12.9       14.1       21.4       21.1
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, June 14, 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  :   466,300:    32,053     63,806    147,816    207,238    220,275    387,107    431,897:    79,193     34,403
Old  :   466,300:    32,053     63,806    147,816    207,238    220,275    387,107    431,897:    79,193     34,403
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,404:       295       -909      4,389     -2,231      2,636      2,453      6,116:     3,951        288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       13.7       31.7       44.4       47.2       83.0       92.6:      17.0        7.4
Old  :     100.0:       6.9       13.7       31.7       44.4       47.2       83.0       92.6:      17.0        7.4
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  :       193:        48         54         65         85         74        173        157:
Old  :       193:        48         54         65         85         74        173        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       24.1       29.0       36.3        6.9       10.3       10.6       17.3
Old  :                 19.2       24.1       29.0       36.3        6.9       10.3       10.6       17.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                         
Commitments of Traders - Futures Only, June 7, 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  :   459,896:    31,758     64,715    143,427    209,469    217,639    384,654    425,781:    75,242     34,115
Old  :   459,896:    31,758     64,715    143,427    209,469    217,639    384,654    425,781:    75,242     34,115
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :   -16,940:    -6,731    -19,108     -4,176    -10,145      7,809    -21,052    -15,475:     4,112     -1,465
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       14.1       31.2       45.5       47.3       83.6       92.6:      16.4        7.4
Old  :     100.0:       6.9       14.1       31.2       45.5       47.3       83.6       92.6:      16.4        7.4
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  :       192:        43         57         62         85         71        166        157:
Old  :       192:        43         57         62         85         71        166        157:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.3       22.9       28.1       35.0        7.1       10.5       10.8       16.8
Old  :                 18.3       22.9       28.1       35.0        7.1       10.5       10.8       16.8
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, June 14, 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  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Old  :    34,056:    12,067      1,793        512     17,580     22,400     30,159     24,705:     3,897      9,351
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -576:       350       -924         16     -1,504        494     -1,138       -414:       562       -162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       27.5
Old  :     100.0:      35.4        5.3        1.5       51.6       65.8       88.6       72.5:      11.4       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  :        22:         3          1          2         14         14         17         17:
Old  :        22:         3          1          2         14         14         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
Old  :                 56.3       38.2       76.7       58.1       54.8       31.7       69.3       48.6
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, June 7, 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  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Old  :    34,632:    11,717      2,717        496     19,084     21,906     31,297     25,119:     3,335      9,513
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,353:     3,704       -401       -904     -3,119        398       -319       -907:    -1,034       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       27.5
Old  :     100.0:      33.8        7.8        1.4       55.1       63.3       90.4       72.5:       9.6       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  :        21:         2          1          1         15         13         17         15:
Old  :        21:         2          1          1         15         13         17         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  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
Old  :                 56.7       37.9       78.2       58.2       55.2       32.6       70.7       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 14, 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  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Old  :   123,996:     4,570     16,024     18,992     90,165     81,398    113,727    116,414:    10,269      7,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -385:    -1,270        332        526        910     -2,750        166     -1,892:      -551      1,507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        6.1
Old  :     100.0:       3.7       12.9       15.3       72.7       65.6       91.7       93.9:       8.3        6.1
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  :        31:         1          2          3         22         23         25         26:
Old  :        31:         1          2          3         22         23         25         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  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
Old  :                 61.2       44.2       73.8       63.7       51.7       32.4       57.3       45.9
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, June 7, 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  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Old  :   124,381:     5,840     15,692     18,466     89,255     84,148    113,561    118,306:    10,820      6,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,331:    -2,414      3,946      4,094       -355     -3,137      1,325      4,903:         6     -3,572
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        4.9
Old  :     100.0:       4.7       12.6       14.8       71.8       67.7       91.3       95.1:       8.7        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  :        30:         1          2          3         20         24         23         27:
Old  :        30:         1          2          3         20         24         23         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  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
Old  :                 61.4       44.1       74.5       64.8       52.2       30.6       57.9       47.0
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, June 14, 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  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Old  :    52,762:    11,031      6,838        848     37,117     35,202     48,996     42,888:     3,766      9,874
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,339:     1,565          0          0        838      1,972      2,403      1,972:       -64        367
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       18.7
Old  :     100.0:      20.9       13.0        1.6       70.3       66.7       92.9       81.3:       7.1       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  :        23:         1          4          2         14         13         17         17:
Old  :        23:         1          4          2         14         13         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
Old  :                 58.1       45.4       80.2       65.6       49.0       42.4       68.7       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                       
Commitments of Traders - Futures Only, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Old  :    50,423:     9,466      6,838        848     36,279     33,230     46,593     40,916:     3,830      9,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -6,009:      -976     -2,104          0     -4,504     -2,664     -5,480     -4,768:      -529     -1,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       18.9
Old  :     100.0:      18.8       13.6        1.7       71.9       65.9       92.4       81.1:       7.6       18.9
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:         1          3          2         12         11         15         14:
Old  :        21:         1          3          2         12         11         15         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  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
Old  :                 58.0       49.3       81.4       69.3       49.9       47.6       71.2       60.2
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, June 14, 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  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Old  :    61,827:         0      8,997      5,877     50,834     42,259     56,711     57,133:     5,116      4,694
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     7,134:    -2,132      2,412      2,426      6,471       -520      6,765      4,318:       369      2,816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        7.6
Old  :     100.0:       0.0       14.6        9.5       82.2       68.4       91.7       92.4:       8.3        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          3          3         16         13         19         16:
Old  :        21:         0          3          3         16         13         19         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  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
Old  :                 52.1       44.4       72.7       72.0       27.7       28.5       41.6       46.4
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Old  :    54,693:     2,132      6,585      3,451     44,363     42,779     49,946     52,815:     4,747      1,878
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -2,590:      -578        272        240     -3,024     -3,712     -3,362     -3,200:       772        610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
Old  :     100.0:       3.9       12.0        6.3       81.1       78.2       91.3       96.6:       8.7        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          2          2         16         15         18         18:
Old  :        22:         1          2          2         16         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  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
Old  :                 53.3       49.8       75.1       73.2       24.3       31.5       39.1       47.2
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Old  :    60,403:     4,294     13,609      6,184     44,150     34,702     54,628     54,495:     5,775      5,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,423:    -6,136        323      3,418      3,276     -1,262        558      2,479:     1,865        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Old  :     100.0:       7.1       22.5       10.2       73.1       57.5       90.4       90.2:       9.6        9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          5         19         16         24         21:
Old  :        28:         2          3          5         19         16         24         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
Old  :                 44.9       36.1       69.0       59.1       39.2       30.2       54.1       52.8
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, June 7, 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  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Old  :    57,980:    10,430     13,286      2,766     40,874     35,964     54,070     52,016:     3,910      5,964
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -4,774:     2,502     -4,013       -223     -6,667     -1,912     -4,388     -6,148:      -386      1,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       10.3
Old  :     100.0:      18.0       22.9        4.8       70.5       62.0       93.3       89.7:       6.7       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  :        29:         2          3          3         19         19         23         23:
Old  :        29:         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  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
Old  :                 51.8       34.9       73.3       58.9       51.7       32.1       65.5       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, June 14, 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  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Old  :    41,030:     1,317          0        867     37,786     37,971     39,970     38,838:     1,060      2,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       813:     1,293          0       -621        141      1,500        813        879:         0        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        5.3
Old  :     100.0:       3.2        0.0        2.1       92.1       92.5       97.4       94.7:       2.6        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  :        22:         1          0          1         18         18         19         19:
Old  :        22:         1          0          1         18         18         19         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Old  :                 58.8       40.1       80.6       67.5       58.3       29.2       63.0       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                    
Commitments of Traders - Futures Only, June 7, 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  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Old  :    40,217:        24          0      1,488     37,645     36,471     39,157     37,959:     1,060      2,258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,033:    -1,624       -240        930      2,707      1,849      2,013      2,539:        20       -506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
Old  :     100.0:       0.1        0.0        3.7       93.6       90.7       97.4       94.4:       2.6        5.6
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  :        21:         1          0          1         18         17         19         18:
Old  :        21:         1          0          1         18         17         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  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
Old  :                 62.4       38.3       85.7       67.2       61.6       30.4       62.5       50.8
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, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Old  :    65,348:         0      7,215      3,558     55,165     47,953     58,723     58,726:     6,625      6,622
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,810:         0      1,108        118      3,329       -280      3,447        946:    -1,637        864
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       10.1
Old  :     100.0:       0.0       11.0        5.4       84.4       73.4       89.9       89.9:      10.1       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          2         24         20         26         22:
Old  :        28:         0          2          2         24         20         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  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
Old  :                 36.2       58.0       57.4       72.0       30.8       48.2       47.8       59.4
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Old  :    63,538:         0      6,107      3,440     51,836     48,233     55,276     57,780:     8,262      5,758
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -1,067:         0        211        436      1,173      1,497      1,609      2,144:    -2,676     -3,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        9.1
Old  :     100.0:       0.0        9.6        5.4       81.6       75.9       87.0       90.9:      13.0        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  :        26:         0          2          2         21         18         23         20:
Old  :        26:         0          2          2         21         18         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
Old  :                 33.2       59.1       54.6       73.8       27.3       47.7       43.9       58.3
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, June 14, 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  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Old  :    76,826:    34,816     26,274      2,104     32,362     42,821     69,282     71,199:     7,544      5,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     6,030:     1,108      3,062        744      3,816      1,090      5,668      4,896:       362      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        7.3
Old  :     100.0:      45.3       34.2        2.7       42.1       55.7       90.2       92.7:       9.8        7.3
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:         3          1          1         15         17         18         19:
Old  :        23:         3          1          1         15         17         18         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  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
Old  :                 67.4       60.2       80.1       77.6       63.3       57.7       66.5       67.3
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, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Old  :    70,796:    33,708     23,212      1,360     28,546     41,731     63,614     66,303:     7,182      4,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    -5,646:    -1,468       -902        628     -6,346     -6,019     -7,186     -6,293:     1,540        647
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
Old  :     100.0:      47.6       32.8        1.9       40.3       58.9       89.9       93.7:      10.1        6.3
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  :        22:         2          1          1         16         17         18         19:
Old  :        22:         2          1          1         16         17         18         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  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
Old  :                 69.0       60.2       81.9       78.2       63.4       57.8       66.1       67.6
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, June 14, 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  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Old  : 1,040,586:   252,101     40,073    195,255    576,963    792,696  1,024,319  1,028,024:    16,267     12,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    28,632:    15,666    -13,952     15,027       -649     26,742     30,044     27,817:    -1,412        815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        1.2
Old  :     100.0:      24.2        3.9       18.8       55.4       76.2       98.4       98.8:       1.6        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        25         12         32         84         79        121        113:
Old  :       128:        25         12         32         84         79        121        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  :                 26.1       24.2       40.0       39.5       21.1       19.5       30.1       29.3
Old  :                 26.1       24.2       40.0       39.5       21.1       19.5       30.1       29.3
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, June 7, 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  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Old  : 1,011,954:   236,435     54,025    180,228    577,612    765,954    994,275  1,000,207:    17,679     11,747
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    55,602:    15,277     -7,770     23,376     18,501     41,260     57,154     56,866:    -1,552     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        1.2
Old  :     100.0:      23.4        5.3       17.8       57.1       75.7       98.3       98.8:       1.7        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        23         11         29         85         78        119        109:
Old  :       124:        23         11         29         85         78        119        109:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
Old  :                 27.0       23.2       40.6       38.7       22.7       18.1       31.0       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               
Commitments of Traders - Futures Only, June 14, 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  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Old  :   160,448:    38,486     53,539     34,484     86,121     70,093    159,091    158,116:     1,357      2,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    17,273:     9,336      2,741      2,958      4,676     11,040     16,970     16,739:       303        534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        1.5
Old  :     100.0:      24.0       33.4       21.5       53.7       43.7       99.2       98.5:       0.8        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  :        49:        13          7         17         28         27         47         45:
Old  :        49:        13          7         17         28         27         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
Old  :                 37.8       46.4       55.5       67.5       21.7       37.4       32.8       43.5
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, June 7, 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  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Old  :   143,175:    29,150     50,798     31,526     81,445     59,053    142,121    141,377:     1,054      1,798
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     6,588:     6,284      4,688     -1,863      2,176      3,561      6,597      6,386:        -9        202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        1.3
Old  :     100.0:      20.4       35.5       22.0       56.9       41.2       99.3       98.7:       0.7        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13          6         17         29         27         47         45:
Old  :        49:        13          6         17         29         27         47         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
Old  :                 30.4       49.5       49.9       69.0       19.1       38.3       30.9       44.7
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, June 14, 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  :    60,411:    14,596      4,823     12,076     33,379     43,280     60,051     60,179:       360        232
Old  :    60,411:    14,596      4,823     12,076     33,379     43,280     60,051     60,179:       360        232
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     2,008:       240        580        510      1,206        988      1,956      2,078:        52        -70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        8.0       20.0       55.3       71.6       99.4       99.6:       0.6        0.4
Old  :     100.0:      24.2        8.0       20.0       55.3       71.6       99.4       99.6:       0.6        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4          4          6         37         33         45         39:
Old  :        47:         4          4          6         37         33         45         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  :                 50.7       44.7       65.5       64.8       35.1       35.0       42.3       43.6
Old  :                 50.7       44.7       65.5       64.8       35.1       35.0       42.3       43.6
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, June 7, 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  :    58,403:    14,356      4,243     11,566     32,173     42,292     58,095     58,101:       308        302
Old  :    58,403:    14,356      4,243     11,566     32,173     42,292     58,095     58,101:       308        302
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     1,136:    -2,000      1,200        200      3,040       -204      1,240      1,196:      -104        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        7.3       19.8       55.1       72.4       99.5       99.5:       0.5        0.5
Old  :     100.0:      24.6        7.3       19.8       55.1       72.4       99.5       99.5:       0.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         5          5          7         36         32         45         40:
Old  :        48:         5          5          7         36         32         45         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  :                 50.3       43.0       66.7       62.8       35.4       34.7       43.3       45.1
Old  :                 50.3       43.0       66.7       62.8       35.4       34.7       43.3       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 14, 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  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Old  :     1,840:       480        740        140      1,120        860      1,740      1,740:       100        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :      -570:      -580       -700        140       -210        -10       -650       -570:        80          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Old  :     100.0:      26.1       40.2        7.6       60.9       46.7       94.6       94.6:       5.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          4          2         10         11         15         15:
Old  :        23:         3          4          2         10         11         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  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
Old  :                 57.6       60.9       78.3       77.2       57.6       54.3       70.7       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 7, 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  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Old  :     2,410:     1,060      1,440          0      1,330        870      2,390      2,310:        20        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        4.1
Old  :     100.0:      44.0       59.8        0.0       55.2       36.1       99.2       95.9:       0.8        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          5          0          9          8         12         13:
Old  :        25:         3          5          0          9          8         12         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  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
Old  :                 72.2       75.1       90.5       87.6       72.2       75.1       90.5       87.6
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, June 14, 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  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Old  :    23,661:     3,989        201      3,396     16,136     19,513     23,521     23,110:       140        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :     1,558:      -272       -646      1,910       -220        428      1,418      1,692:       140       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        2.3
Old  :     100.0:      16.9        0.8       14.4       68.2       82.5       99.4       97.7:       0.6        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  :        28:         3          1          4         19         18         23         22:
Old  :        28:         3          1          4         19         18         23         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  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
Old  :                 59.8       49.2       80.7       69.0       50.3       45.3       60.7       57.2
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, June 7, 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  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Old  :    22,103:     4,261        847      1,486     16,356     19,085     22,103     21,418:         0        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -719:       105       -932        386     -1,210       -305       -719       -851:         0        132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        3.1
Old  :     100.0:      19.3        3.8        6.7       74.0       86.3      100.0       96.9:       0.0        3.1
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  :        28:         2          2          3         19         19         23         22:
Old  :        28:         2          2          3         19         19         23         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  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
Old  :                 60.9       51.0       81.1       71.1       58.2       47.2       69.7       60.8
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, June 14, 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  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Old  :     9,000:       260      4,126        815      7,713      3,933      8,788      8,874:       212        126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       217:        86       -674         43        -80        722         49         91:       168        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
Old  :     100.0:       2.9       45.8        9.1       85.7       43.7       97.6       98.6:       2.4        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          3         13         12         18         15:
Old  :        26:         2          3          3         13         12         18         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  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
Old  :                 60.8       62.9       84.3       84.8       60.0       53.9       73.3       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 7, 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  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Old  :     8,783:       174      4,800        772      7,793      3,211      8,739      8,783:        44          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -372:       -42       -252        -84       -246        -36       -372       -372:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       54.7        8.8       88.7       36.6       99.5      100.0:       0.5        0.0
Old  :     100.0:       2.0       54.7        8.8       88.7       36.6       99.5      100.0:       0.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          2         14         11         17         14:
Old  :        25:         1          3          2         14         11         17         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  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Old  :                 62.3       71.7       87.8       91.2       61.5       62.9       80.5       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                   
Commitments of Traders - Futures Only, June 14, 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  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Old  :     9,014:     1,058      1,277        546      7,259      6,933      8,863      8,756:       151        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        2.9
Old  :     100.0:      11.7       14.2        6.1       80.5       76.9       98.3       97.1:       1.7        2.9
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:         2          3          3         11          9         14         14:
Old  :        21:         2          3          3         11          9         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  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
Old  :                 74.1       71.6       91.6       92.3       66.7       61.0       73.3       72.2
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, June 14, 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  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Old  :    10,840:     3,160      2,200      2,420      4,860      5,650     10,440     10,270:       400        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       800:       -80        -60        420        530        740        870      1,100:       -70       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        5.3
Old  :     100.0:      29.2       20.3       22.3       44.8       52.1       96.3       94.7:       3.7        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  :        24:         3          1          5         16         18         21         23:
Old  :        24:         3          1          5         16         18         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
Old  :                 50.2       55.2       72.8       74.5       34.4       42.8       48.0       50.1
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, June 7, 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  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Old  :    10,040:     3,240      2,260      2,000      4,330      4,910      9,570      9,170:       470        870
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -130:       100       -620        -20       -490        -40       -410       -680:       280        550
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        8.7
Old  :     100.0:      32.3       22.5       19.9       43.1       48.9       95.3       91.3:       4.7        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          2          5         13         17         18         22:
Old  :        22:         3          2          5         13         17         18         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
Old  :                 53.2       53.2       77.6       74.5       38.9       42.4       54.4       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, June 14, 2005                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Old  :    12,730:     3,090        280      1,210      7,970     10,920     12,270     12,410:       460        320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       120:       -60       -320         80          0        660         20        420:       100       -300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        2.5
Old  :     100.0:      24.3        2.2        9.5       62.6       85.8       96.4       97.5:       3.6        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          3         19         16         22         20:
Old  :        25:         3          1          3         19         16         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Old  :                 49.3       59.9       73.0       80.7       37.2       47.0       53.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                
Commitments of Traders - Futures Only, June 7, 2005                    
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                (2.5 MEGAWATTS PER OFF PEAK HRS)                            :
     :          :                                                                            :
All  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Old  :    12,610:     3,150        600      1,130      7,970     10,260     12,250     11,990:       360        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :     2,360:     1,480        300       -620      1,700      3,200      2,560      2,880:      -200       -520
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        4.9
Old  :     100.0:      25.0        4.8        9.0       63.2       81.4       97.1       95.1:       2.9        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  :        26:         3          2          3         19         16         22         21:
Old  :        26:         3          2          3         19         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  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
Old  :                 48.9       55.8       73.4       74.9       37.7       46.0       55.4       60.3
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, June 14, 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  :   807,148:    99,237     86,674    119,735    529,397    522,129    748,369    728,538:    58,779     78,610
Old  :   807,148:    99,237     86,674    119,735    529,397    522,129    748,369    728,538:    58,779     78,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    23,602:     7,090     -4,098    -13,460     32,458     36,476     26,088     18,918:    -2,486      4,684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       10.7       14.8       65.6       64.7       92.7       90.3:       7.3        9.7
Old  :     100.0:      12.3       10.7       14.8       65.6       64.7       92.7       90.3:       7.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       263:        73         77         97         83         94        217        222:
Old  :       263:        73         77         97         83         94        217        222:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       18.0       33.7       27.9       18.8       12.2       26.8       19.3
Old  :                 22.3       18.0       33.7       27.9       18.8       12.2       26.8       19.3
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, June 7, 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  :   783,546:    92,147     90,772    133,195    496,939    485,653    722,281    709,620:    61,265     73,926
Old  :   783,546:    92,147     90,772    133,195    496,939    485,653    722,281    709,620:    61,265     73,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       192:     8,158    -10,618        -48    -15,297     12,517     -7,187      1,851:     7,379     -1,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       11.6       17.0       63.4       62.0       92.2       90.6:       7.8        9.4
Old  :     100.0:      11.8       11.6       17.0       63.4       62.0       92.2       90.6:       7.8        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  :       262:        58         91         99         83         93        213        224:
Old  :       262:        58         91         99         83         93        213        224:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       16.4       32.7       26.3       18.9       12.6       27.4       19.2
Old  :                 21.7       16.4       32.7       26.3       18.9       12.6       27.4       19.2
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, June 14, 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  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Old  :    13,269:     8,001      5,196        364      2,041      6,886     10,406     12,446:     2,863        823
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       206:       -77        533         -1        135       -261         57        271:       149        -65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        6.2
Old  :     100.0:      60.3       39.2        2.7       15.4       51.9       78.4       93.8:      21.6        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  :       116:        60         22          4         15         23         77         48:
Old  :       116:        60         22          4         15         23         77         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  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
Old  :                 24.5       45.9       36.8       62.5       24.4       45.9       36.8       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                          
Commitments of Traders - Futures Only, June 7, 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  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Old  :    13,063:     8,078      4,663        365      1,906      7,147     10,349     12,175:     2,714        888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :      -149:        30        223         26       -377       -151       -321         98:       172       -247
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
Old  :     100.0:      61.8       35.7        2.8       14.6       54.7       79.2       93.2:      20.8        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        58         21          5         15         23         76         48:
Old  :       113:        58         21          5         15         23         76         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  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
Old  :                 24.8       42.9       37.4       59.9       24.8       42.7       37.3       59.6
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, June 14, 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  :     9,380:     6,470        790         99        946      7,384      7,515      8,273:     1,865      1,107
Old  :     9,380:     6,470        790         99        946      7,384      7,515      8,273:     1,865      1,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :       574:       557          0        -34        -85        684        438        650:       136        -76
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.0        8.4        1.1       10.1       78.7       80.1       88.2:      19.9       11.8
Old  :     100.0:      69.0        8.4        1.1       10.1       78.7       80.1       88.2:      19.9       11.8
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  :        52:        26          6          2          5         18         31         26:
Old  :        52:        26          6          2          5         18         31         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  :                 37.6       50.6       52.1       66.5       37.6       50.1       52.1       66.0
Old  :                 37.6       50.6       52.1       66.5       37.6       50.1       52.1       66.0
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, June 7, 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  :     8,806:     5,913        790        133      1,031      6,700      7,077      7,623:     1,729      1,183
Old  :     8,806:     5,913        790        133      1,031      6,700      7,077      7,623:     1,729      1,183
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :       860:     1,388       -269       -198       -416      1,177        774        710:        86        150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1        9.0        1.5       11.7       76.1       80.4       86.6:      19.6       13.4
Old  :     100.0:      67.1        9.0        1.5       11.7       76.1       80.4       86.6:      19.6       13.4
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  :        49:        23          6          3          4         17         27         26:
Old  :        49:        23          6          3          4         17         27         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  :                 37.0       50.3       52.5       66.5       37.0       49.8       52.5       66.0
Old  :                 37.0       50.3       52.5       66.5       37.0       49.8       52.5       66.0
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, June 14, 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  :   153,351:    29,783      7,929     11,116     92,490    119,928    133,389    138,973:    19,962     14,378
Old  :   153,351:    29,783      7,929     11,116     92,490    119,928    133,389    138,973:    19,962     14,378
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 7, 2005                         :
     :    11,761:       436     -1,242       -269      5,222     10,867      5,389      9,356:     6,372      2,405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4        5.2        7.2       60.3       78.2       87.0       90.6:      13.0        9.4
Old  :     100.0:      19.4        5.2        7.2       60.3       78.2       87.0       90.6:      13.0        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  :       151:        45         18         30         66         78        123        116:
Old  :       151:        45         18         30         66         78        123        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  :                 26.2       20.2       39.6       33.5       22.1       14.1       32.0       22.8
Old  :                 26.2       20.2       39.6       33.5       22.1       14.1       32.0       22.8
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, June 7, 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  :   141,590:    29,347      9,171     11,385     87,268    109,061    128,000    129,617:    13,590     11,973
Old  :   141,590:    29,347      9,171     11,385     87,268    109,061    128,000    129,617:    13,590     11,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 31, 2005                         :
     :    10,783:     4,222       -161      3,189        947      6,339      8,358      9,367:     2,425      1,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        6.5        8.0       61.6       77.0       90.4       91.5:       9.6        8.5
Old  :     100.0:      20.7        6.5        8.0       61.6       77.0       90.4       91.5:       9.6        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  :       158:        47         24         33         62         74        126        118:
Old  :       158:        47         24         33         62         74        126        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  :                 27.6       20.3       40.9       32.9       25.1       13.8       35.1       23.4
Old  :                 27.6       20.3       40.9       32.9       25.1       13.8       35.1       23.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated June 24, 2005