WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, August 16, 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  :   254,388:    46,038     88,282     16,018    169,155    112,879    231,211    217,179:    23,177     37,209
Old  :   243,753:    45,178     86,479     13,964    162,376    109,395    221,518    209,838:    22,235     33,915
Other:    10,635:     2,875      3,818         39      6,779      3,484      9,693      7,341:       942      3,294
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,459:     3,593      9,221     -3,931      4,412     -1,289      4,074      4,001:      -615       -542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       34.7        6.3       66.5       44.4       90.9       85.4:       9.1       14.6
Old  :     100.0:      18.5       35.5        5.7       66.6       44.9       90.9       86.1:       9.1       13.9
Other:     100.0:      27.0       35.9        0.4       63.7       32.8       91.1       69.0:       8.9       31.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       239:        64        100         47         41         50        137        174:
Old  :       239:        64        106         41         38         50        130        172:
Other:        67:        17         13          3         10         34         28         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       28.8       51.1       35.6       34.5       22.4       49.2       28.6
Old  :                 36.0       29.9       52.6       36.6       36.0       25.0       51.3       31.7
Other:                 56.5       32.1       70.0       42.6       53.8       30.6       67.3       40.1
 
                                 WHEAT - CHICAGO BOARD OF TRADE                                         Code-001602
Commitments of Traders - Futures Only, August 9, 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  :   250,929:    42,445     79,061     19,949    164,743    114,168    227,137    213,178:    23,792     37,751
Old  :   241,105:    41,972     76,444     18,507    157,568    111,209    218,047    206,160:    23,058     34,945
Other:     9,824:     1,894      4,038         21      7,175      2,959      9,090      7,018:       734      2,806
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -6,959:      -995     10,341     -4,164      4,595     -6,182       -564         -5:    -6,395     -6,954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       31.5        8.0       65.7       45.5       90.5       85.0:       9.5       15.0
Old  :     100.0:      17.4       31.7        7.7       65.4       46.1       90.4       85.5:       9.6       14.5
Other:     100.0:      19.3       41.1        0.2       73.0       30.1       92.5       71.4:       7.5       28.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       238:        56        108         54         40         52        136        182:
Old  :       237:        54        114         50         36         52        129        180:
Other:        71:        16         18          2         10         34         28         52:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.1       29.5       50.6       35.8       34.1       23.1       49.1       29.4
Old  :                 35.5       30.6       52.1       37.0       35.5       26.3       51.1       32.7
Other:                 65.6       33.8       78.0       43.1       63.2       31.5       75.6       40.2
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, August 16, 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  :   728,262:   120,555    113,134     59,785    427,089    374,213    607,429    547,132:   120,833    181,130
Old  :   103,870:    26,585     21,883         73     47,761     56,863     74,419     78,819:    29,451     25,051
Other:   624,392:   121,402    118,683     32,280    379,328    317,350    533,010    468,313:    91,382    156,079
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -4,906:    -5,145     33,586    -14,578     21,225    -26,120      1,502     -7,112:    -6,408      2,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       15.5        8.2       58.6       51.4       83.4       75.1:      16.6       24.9
Old  :     100.0:      25.6       21.1        0.1       46.0       54.7       71.6       75.9:      28.4       24.1
Other:     100.0:      19.4       19.0        5.2       60.8       50.8       85.4       75.0:      14.6       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       556:       122        126        104        211        228        398        409:
Old  :       354:        71         58          3        130        122        203        181:
Other:       542:       122        126         73        157        219        320        383:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.3       16.8       33.1       22.4       23.3       15.9       32.3       21.0
Old  :                 18.2       21.4       26.5       35.2       18.2       21.4       26.3       35.2
Other:                 25.4       17.8       36.5       23.7       25.4       16.8       35.9       22.4
 
                                  CORN - CHICAGO BOARD OF TRADE                                         Code-002602
Commitments of Traders - Futures Only, August 9, 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  :   733,168:   125,700     79,548     74,363    405,864    400,333    605,927    554,244:   127,241    178,924
Old  :   180,066:    32,862     50,227         84    113,689     98,673    146,635    148,984:    33,431     31,082
Other:   553,102:   139,503     75,986     27,614    292,175    301,660    459,292    405,260:    93,810    147,842
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   -10,391:   -17,503      3,491        743      8,306    -13,363     -8,454     -9,129:    -1,937     -1,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       10.8       10.1       55.4       54.6       82.6       75.6:      17.4       24.4
Old  :     100.0:      18.2       27.9        0.0       63.1       54.8       81.4       82.7:      18.6       17.3
Other:     100.0:      25.2       13.7        5.0       52.8       54.5       83.0       73.3:      17.0       26.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       554:       120        111        112        204        237        398        409:
Old  :       397:        73         76          3        134        136        209        213:
Other:       530:       129        102         72        148        226        316        367:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       18.7       32.8       24.5       22.4       16.4       31.4       21.1
Old  :                 30.2       27.9       41.5       40.9       30.2       27.8       41.4       40.7
Other:                 23.6       18.3       32.5       23.7       23.1       17.0       32.0       22.3
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, August 16, 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  :     6,182:     3,002        297         24        722      4,566      3,748      4,887:     2,434      1,295
Old  :     6,180:     3,002        297         24        721      4,565      3,747      4,886:     2,433      1,294
Other:         2:         0          0          0          1          1          1          1:         1          1
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -1,405:      -288        -59          1       -722     -1,196     -1,009     -1,254:      -396       -151
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        4.8        0.4       11.7       73.9       60.6       79.1:      39.4       20.9
Old  :     100.0:      48.6        4.8        0.4       11.7       73.9       60.6       79.1:      39.4       20.9
Other:     100.0:       0.0        0.0        0.0       50.0       50.0       50.0       50.0:      50.0       50.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          4          3          9         13         23         18:
Old  :        31:        12          4          3          9         13         23         18:
Other:         1:         0          0          0          1          1          1          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       45.6       48.8       63.9       34.6       44.0       48.8       60.7
Old  :                 34.7       45.6       48.8       63.9       34.7       44.0       48.8       60.7
Other:                 50.0       50.0       50.0       50.0        0.0        0.0        0.0        0.0
 
                                  OATS - CHICAGO BOARD OF TRADE                                         Code-004603
Commitments of Traders - Futures Only, August 9, 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  :     7,587:     3,290        356         23      1,444      5,762      4,757      6,141:     2,830      1,446
Old  :     7,587:     3,290        356         23      1,444      5,762      4,757      6,141:     2,830      1,446
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -147:         2         -4       -182       -136         47       -316       -139:       169         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.4        4.7        0.3       19.0       75.9       62.7       80.9:      37.3       19.1
Old  :     100.0:      43.4        4.7        0.3       19.0       75.9       62.7       80.9:      37.3       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:        13          4          3         10         15         25         20:
Old  :        34:        13          4          3         10         15         25         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  :                 34.3       47.8       49.2       65.3       34.3       47.8       49.2       62.6
Old  :                 34.3       47.8       49.2       65.3       34.3       47.8       49.2       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, August 16, 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  :   258,024:    65,536     27,383     19,422    124,827    146,454    209,785    193,259:    48,239     64,765
Old  :   252,473:    65,016     27,636     16,588    123,648    145,028    205,252    189,252:    47,221     63,221
Other:     5,551:     3,354      2,581          0      1,179      1,426      4,533      4,007:     1,018      1,544
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,505:     3,686      3,091      1,675        192     -4,706      5,553         60:    -4,048      1,445
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       10.6        7.5       48.4       56.8       81.3       74.9:      18.7       25.1
Old  :     100.0:      25.8       10.9        6.6       49.0       57.4       81.3       75.0:      18.7       25.0
Other:     100.0:      60.4       46.5        0.0       21.2       25.7       81.7       72.2:      18.3       27.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       104         70         75         89        118        235        238:
Old  :       328:       104         73         71         89        118        233        234:
Other:        97:        14         21          0          9         56         23         77:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       20.1       36.9       29.8       26.5       17.8       36.8       25.8
Old  :                 27.2       20.4       37.7       30.2       27.1       18.3       37.6       26.6
Other:                 60.1       37.3       72.7       52.2       60.1       37.3       72.7       52.2
 
                                SOYBEANS - CHICAGO BOARD OF TRADE                                       Code-005602
Commitments of Traders - Futures Only, August 9, 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  :   256,519:    61,850     24,292     17,747    124,635    151,160    204,232    193,199:    52,287     63,320
Old  :   251,721:    61,484     24,688     14,968    123,932    149,995    200,384    189,651:    51,337     62,070
Other:     4,798:     3,145      2,383          0        703      1,165      3,848      3,548:       950      1,250
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   -15,773:    -8,756        -40        241     -3,669    -15,037    -12,184    -14,836:    -3,589       -937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1        9.5        6.9       48.6       58.9       79.6       75.3:      20.4       24.7
Old  :     100.0:      24.4        9.8        5.9       49.2       59.6       79.6       75.3:      20.4       24.7
Other:     100.0:      65.5       49.7        0.0       14.7       24.3       80.2       73.9:      19.8       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       108         75         72         89        126        238        244:
Old  :       339:       111         77         64         89        126        237        237:
Other:        96:        13         21          0         11         55         24         76:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       20.2       36.3       30.2       24.8       18.3       36.2       26.4
Old  :                 25.3       20.5       37.0       30.6       25.3       18.5       36.9       26.9
Other:                 57.2       38.7       69.3       52.6       57.2       38.7       69.3       52.6
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, August 16, 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  :   132,465:    26,211     21,540     16,015     71,510     81,523    113,736    119,078:    18,729     13,387
Old  :    21,788:    10,328      4,343         20      8,648     15,810     18,996     20,173:     2,792      1,615
Other:   110,677:    20,520     21,834     11,358     62,862     65,713     94,740     98,905:    15,937     11,772
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,734:    -3,292      4,932      3,844      8,866       -956      9,418      7,820:    -2,684     -1,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       16.3       12.1       54.0       61.5       85.9       89.9:      14.1       10.1
Old  :     100.0:      47.4       19.9        0.1       39.7       72.6       87.2       92.6:      12.8        7.4
Other:     100.0:      18.5       19.7       10.3       56.8       59.4       85.6       89.4:      14.4       10.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        37         34         29         45         38         99         94:
Old  :        72:        23         10          1         18         24         41         35:
Other:       135:        39         37         27         44         36         95         91:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       30.2       35.2       44.0       24.0       24.8       34.1       36.7
Old  :                 27.2       45.2       45.4       61.4       27.2       44.7       45.4       60.9
Other:                 28.2       31.6       40.3       43.6       27.9       26.7       37.8       37.2
 
                              SOYBEAN OIL - CHICAGO BOARD OF TRADE                                      Code-007601
Commitments of Traders - Futures Only, August 9, 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  :   125,731:    29,503     16,608     12,171     62,644     82,479    104,318    111,258:    21,413     14,473
Old  :    22,452:    10,822      4,632         80      7,600     15,445     18,502     20,157:     3,950      2,295
Other:   103,279:    24,058     17,353      6,714     55,044     67,034     85,816     91,101:    17,463     12,178
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   -11,602:    -5,934      4,927     -4,761      3,777    -13,819     -6,918    -13,653:    -4,684      2,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       13.2        9.7       49.8       65.6       83.0       88.5:      17.0       11.5
Old  :     100.0:      48.2       20.6        0.4       33.8       68.8       82.4       89.8:      17.6       10.2
Other:     100.0:      23.3       16.8        6.5       53.3       64.9       83.1       88.2:      16.9       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       127:        39         28         22         40         35         93         78:
Old  :        73:        19         15          3         21         25         43         40:
Other:       119:        39         29         19         38         31         86         71:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.5       32.4       36.5       49.4       24.4       29.4       34.0       42.9
Old  :                 23.8       43.0       39.2       57.2       23.8       42.7       39.2       57.0
Other:                 31.0       36.8       42.4       51.3       29.7       34.4       39.2       44.4
 
                          U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                  Code-020601
Commitments of Traders - Futures Only, August 16, 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  :   596,441:    88,547     70,990     11,321    366,629    350,435    466,497    432,746:   129,944    163,695
Old  :   596,441:    88,547     70,990     11,321    366,629    350,435    466,497    432,746:   129,944    163,695
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    21,752:    10,311    -14,996      3,218    -16,882     27,573     -3,353     15,795:    25,105      5,957
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       11.9        1.9       61.5       58.8       78.2       72.6:      21.8       27.4
Old  :     100.0:      14.8       11.9        1.9       61.5       58.8       78.2       72.6:      21.8       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        26         29         21         66         80        100        123:
Old  :       157:        26         29         21         66         80        100        123:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       15.0       35.2       23.8       25.9       12.5       31.8       20.0
Old  :                 28.1       15.0       35.2       23.8       25.9       12.5       31.8       20.0
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                                  Code-020601
Commitments of Traders - Futures Only, August 9, 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  :   574,689:    78,236     85,986      8,103    383,511    322,862    469,850    416,951:   104,839    157,738
Old  :   574,689:    78,236     85,986      8,103    383,511    322,862    469,850    416,951:   104,839    157,738
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    20,317:       965      2,211      1,795     17,360     16,820     20,120     20,826:       197       -509
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       15.0        1.4       66.7       56.2       81.8       72.6:      18.2       27.4
Old  :     100.0:      13.6       15.0        1.4       66.7       56.2       81.8       72.6:      18.2       27.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        28         30         22         67         77        104        120:
Old  :       159:        28         30         22         67         77        104        120:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.8       13.7       37.0       22.6       26.4       12.9       32.9       19.4
Old  :                 28.8       13.7       37.0       22.6       26.4       12.9       32.9       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, August 16, 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  :   105,339:    15,383      5,985     13,929     49,369     70,186     78,681     90,100:    26,658     15,239
Old  :    18,001:     5,487        977        300      7,361     12,920     13,148     14,197:     4,853      3,804
Other:    87,338:    12,498      7,610     11,027     42,008     57,266     65,533     75,903:    21,805     11,435
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -3,170:    -5,356      1,445         56      5,957     -2,631        657     -1,130:    -3,827     -2,040
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        5.7       13.2       46.9       66.6       74.7       85.5:      25.3       14.5
Old  :     100.0:      30.5        5.4        1.7       40.9       71.8       73.0       78.9:      27.0       21.1
Other:     100.0:      14.3        8.7       12.6       48.1       65.6       75.0       86.9:      25.0       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       118:        37         17         28         48         44         98         82:
Old  :        82:        25          7          1         29         25         54         33:
Other:       112:        29         26         26         44         38         90         75:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.4       36.0       27.8       49.6       14.9       32.5       21.3       44.2
Old  :                 17.7       43.9       32.9       57.0       17.7       40.7       31.4       53.8
Other:                 21.3       39.1       30.0       52.1       19.1       35.1       26.2       47.2
 
                              SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                     Code-026603
Commitments of Traders - Futures Only, August 9, 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  :   108,509:    20,739      4,540     13,873     43,412     72,817     78,024     91,230:    30,485     17,279
Old  :    23,609:     7,829      1,063        826      8,047     16,489     16,702     18,378:     6,907      5,231
Other:    84,900:    16,938      7,505      9,019     35,365     56,328     61,322     72,852:    23,578     12,048
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -4,895:    -1,532      1,950     -4,099      1,353     -5,384     -4,278     -7,533:      -617      2,638
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        4.2       12.8       40.0       67.1       71.9       84.1:      28.1       15.9
Old  :     100.0:      33.2        4.5        3.5       34.1       69.8       70.7       77.8:      29.3       22.2
Other:     100.0:      20.0        8.8       10.6       41.7       66.3       72.2       85.8:      27.8       14.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        41         12         27         49         41        106         72:
Old  :        82:        23          8          4         32         26         57         38:
Other:       107:        37         18         22         43         33         93         61:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.9       39.5       24.9       52.2       14.8       35.2       21.0       47.5
Old  :                 17.7       45.1       29.6       57.0       17.7       45.1       29.2       56.8
Other:                 19.2       41.6       28.0       54.4       17.2       37.4       24.2       49.6
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, August 16, 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  :     7,018:     2,715      1,334        998      1,906      2,821      5,619      5,153:     1,399      1,865
Old  :     7,018:     2,715      1,334        998      1,906      2,821      5,619      5,153:     1,399      1,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -142:        -4         79        -38        -84       -215       -126       -174:       -16         32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.7       19.0       14.2       27.2       40.2       80.1       73.4:      19.9       26.6
Old  :     100.0:      38.7       19.0       14.2       27.2       40.2       80.1       73.4:      19.9       26.6
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  :        44:        12         12          9         13         12         33         26:
Old  :        44:        12         12          9         13         12         33         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  :                 37.3       32.9       53.2       51.3       36.8       32.6       49.9       44.4
Old  :                 37.3       32.9       53.2       51.3       36.8       32.6       49.9       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               ROUGH RICE - CHICAGO BOARD OF TRADE                                      Code-039601
Commitments of Traders - Futures Only, August 9, 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  :     7,160:     2,719      1,255      1,036      1,990      3,036      5,745      5,327:     1,415      1,833
Old  :     7,160:     2,719      1,255      1,036      1,990      3,036      5,745      5,327:     1,415      1,833
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -503:      -146        -22       -336        -98       -120       -580       -478:        77        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.0       17.5       14.5       27.8       42.4       80.2       74.4:      19.8       25.6
Old  :     100.0:      38.0       17.5       14.5       27.8       42.4       80.2       74.4:      19.8       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15          9          9         11         13         32         26:
Old  :        45:        15          9          9         11         13         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  :                 36.1       34.5       51.7       52.5       35.4       32.3       47.8       44.2
Old  :                 36.1       34.5       51.7       52.5       35.4       32.3       47.8       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, August 16, 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  :   372,247:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,419    110,022
Old  :   372,247:   104,227    101,663      1,131    215,470    159,431    320,828    262,225:    51,419    110,022
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,761:     1,277    -11,674       -304      6,669     14,340      7,642      2,362:    -3,881      1,399
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.2       70.4:      13.8       29.6
Old  :     100.0:      28.0       27.3        0.3       57.9       42.8       86.2       70.4:      13.8       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  :       105:        17         23          3         45         43         63         68:
Old  :       105:        17         23          3         45         43         63         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
Old  :                 28.1       15.9       43.9       25.2       28.1       14.8       43.9       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-042601
Commitments of Traders - Futures Only, August 9, 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  :   368,486:   102,950    113,337      1,435    208,801    145,091    313,186    259,863:    55,300    108,623
Old  :   368,486:   102,950    113,337      1,435    208,801    145,091    313,186    259,863:    55,300    108,623
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     7,837:    -2,945        624       -704      9,609      6,283      5,960      6,203:     1,877      1,634
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       30.8        0.4       56.7       39.4       85.0       70.5:      15.0       29.5
Old  :     100.0:      27.9       30.8        0.4       56.7       39.4       85.0       70.5:      15.0       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  :       105:        17         26          4         44         40         62         69:
Old  :       105:        17         26          4         44         40         62         69:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       16.2       44.0       24.9       28.1       15.4       44.0       23.8
Old  :                 28.1       16.2       44.0       24.9       28.1       15.4       44.0       23.8
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                              Code-043602
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,081,007:   487,471    389,062    143,145  1,216,569  1,125,995  1,847,185  1,658,202:   233,822    422,805
Old  : 2,081,007:   487,471    389,062    143,145  1,216,569  1,125,995  1,847,185  1,658,202:   233,822    422,805
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    63,399:   -29,079    -51,507     35,852     40,704     72,353     47,477     56,698:    15,922      6,701
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       18.7        6.9       58.5       54.1       88.8       79.7:      11.2       20.3
Old  :     100.0:      23.4       18.7        6.9       58.5       54.1       88.8       79.7:      11.2       20.3
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  :       254:        53         58         45         84        114        159        197:
Old  :       254:        53         58         45         84        114        159        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       22.7       53.6       32.8       35.1       19.6       44.9       27.3
Old  :                 37.4       22.7       53.6       32.8       35.1       19.6       44.9       27.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                              Code-043602
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF $100,000 FACE VALUE)                           :
     :          :                                                                            :
All  : 2,017,608:   516,550    440,569    107,293  1,175,865  1,053,642  1,799,708  1,601,504:   217,900    416,104
Old  : 2,017,608:   516,550    440,569    107,293  1,175,865  1,053,642  1,799,708  1,601,504:   217,900    416,104
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    10,921:    28,543     63,637    -14,396     -5,278     -1,353      8,869     47,888:     2,052    -36,967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       21.8        5.3       58.3       52.2       89.2       79.4:      10.8       20.6
Old  :     100.0:      25.6       21.8        5.3       58.3       52.2       89.2       79.4:      10.8       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       252:        49         61         41         87        115        157        196:
Old  :       252:        49         61         41         87        115        157        196:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       23.0       52.3       34.2       30.1       20.5       42.5       29.5
Old  :                 35.9       23.0       52.3       34.2       30.1       20.5       42.5       29.5
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                              Code-044601
Commitments of Traders - Futures Only, August 16, 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  : 1,484,748:   204,179    406,133     43,895  1,099,463    727,785  1,347,537  1,177,813:   137,211    306,935
Old  : 1,484,748:   204,179    406,133     43,895  1,099,463    727,785  1,347,537  1,177,813:   137,211    306,935
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -36,982:    17,287    -34,157     17,314    -72,053    -17,203    -37,452    -34,046:       470     -2,936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       27.4        3.0       74.1       49.0       90.8       79.3:       9.2       20.7
Old  :     100.0:      13.8       27.4        3.0       74.1       49.0       90.8       79.3:       9.2       20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        39         40         24         64         84        111        140:
Old  :       183:        39         40         24         64         84        111        140:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       21.9       49.9       31.7       34.1       21.4       46.1       30.8
Old  :                 36.6       21.9       49.9       31.7       34.1       21.4       46.1       30.8
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                              Code-044601
Commitments of Traders - Futures Only, August 9, 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  : 1,521,730:   186,892    440,290     26,581  1,171,516    744,988  1,384,989  1,211,859:   136,741    309,871
Old  : 1,521,730:   186,892    440,290     26,581  1,171,516    744,988  1,384,989  1,211,859:   136,741    309,871
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    71,485:   -25,181     35,751      4,802     87,516     26,410     67,137     66,963:     4,348      4,522
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       28.9        1.7       77.0       49.0       91.0       79.6:       9.0       20.4
Old  :     100.0:      12.3       28.9        1.7       77.0       49.0       91.0       79.6:       9.0       20.4
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  :       188:        33         47         25         71         82        116        142:
Old  :       188:        33         47         25         71         82        116        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.7       23.6       49.6       34.2       31.9       23.0       44.2       31.9
Old  :                 34.7       23.6       49.6       34.2       31.9       23.0       44.2       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, August 16, 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  :   380,274:   135,865     43,255     51,616    142,445    253,649    329,926    348,520:    50,348     31,754
Old  :   380,274:   135,865     43,255     51,616    142,445    253,649    329,926    348,520:    50,348     31,754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       184:    15,624     -6,613      6,720    -20,634     -1,974      1,710     -1,867:    -1,526      2,051
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.7       11.4       13.6       37.5       66.7       86.8       91.6:      13.2        8.4
Old  :     100.0:      35.7       11.4       13.6       37.5       66.7       86.8       91.6:      13.2        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        29         25         29         46         38         90         77:
Old  :       108:        29         25         29         46         38         90         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       34.9       45.4       47.1       28.3       32.1       36.2       42.0
Old  :                 34.0       34.9       45.4       47.1       28.3       32.1       36.2       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                 Code-045601
Commitments of Traders - Futures Only, August 9, 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  :   380,090:   120,241     49,868     44,896    163,079    255,623    328,216    350,387:    51,874     29,703
Old  :   380,090:   120,241     49,868     44,896    163,079    255,623    328,216    350,387:    51,874     29,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       382:     4,786     -4,682      6,180    -11,567      2,416       -601      3,914:       983     -3,532
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6       13.1       11.8       42.9       67.3       86.4       92.2:      13.6        7.8
Old  :     100.0:      31.6       13.1       11.8       42.9       67.3       86.4       92.2:      13.6        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  :       107:        30         24         31         43         40         87         81:
Old  :       107:        30         24         31         43         40         87         81:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       39.4       47.9       50.0       27.8       34.0       36.4       42.0
Old  :                 36.6       39.4       47.9       50.0       27.8       34.0       36.4       42.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                             Code-124601
Commitments of Traders - Futures Only, August 16, 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  :    31,470:     8,526      6,217          6     16,269     18,268     24,801     24,491:     6,669      6,979
Old  :    31,470:     8,526      6,217          6     16,269     18,268     24,801     24,491:     6,669      6,979
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       560:      -206        624          4        370        270        168        898:       392       -338
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       19.8        0.0       51.7       58.0       78.8       77.8:      21.2       22.2
Old  :     100.0:      27.1       19.8        0.0       51.7       58.0       78.8       77.8:      21.2       22.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:        14         12          2         20         11         36         23:
Old  :        56:        14         12          2         20         11         36         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  :                 31.7       45.4       46.9       61.4       31.7       45.4       46.9       61.3
Old  :                 31.7       45.4       46.9       61.4       31.7       45.4       46.9       61.3
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                             Code-124601
Commitments of Traders - Futures Only, August 9, 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  :    30,910:     8,732      5,593          2     15,899     17,998     24,633     23,593:     6,277      7,317
Old  :    30,910:     8,732      5,593          2     15,899     17,998     24,633     23,593:     6,277      7,317
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       187:       484        -56          2         11        -34        497        -88:      -310        275
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       18.1        0.0       51.4       58.2       79.7       76.3:      20.3       23.7
Old  :     100.0:      28.2       18.1        0.0       51.4       58.2       79.7       76.3:      20.3       23.7
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  :        53:        14         10          2         19         11         35         21:
Old  :        53:        14         10          2         19         11         35         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       45.4       47.6       61.6       31.9       44.2       47.6       60.4
Old  :                 31.9       45.4       47.6       61.6       31.9       44.2       47.6       60.4
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                            Code-124603
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                       ($5 X DJIA INDEX)                                    :
     :          :                                                                            :
All  :    63,998:    12,144     38,507        483     40,976     13,879     53,603     52,869:    10,395     11,129
Old  :    63,998:    12,144     38,507        483     40,976     13,879     53,603     52,869:    10,395     11,129
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,876:       904      2,399         81      4,377      3,694      5,362      6,174:      -486     -1,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       60.2        0.8       64.0       21.7       83.8       82.6:      16.2       17.4
Old  :     100.0:      19.0       60.2        0.8       64.0       21.7       83.8       82.6:      16.2       17.4
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  :        81:        22         29          5         20         14         44         46:
Old  :        81:        22         29          5         20         14         44         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  :                 51.1       33.2       60.5       46.0       51.1       33.2       60.3       45.8
Old  :                 51.1       33.2       60.5       46.0       51.1       33.2       60.3       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                            Code-124603
Commitments of Traders - Futures Only, August 9, 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  :    59,122:    11,240     36,108        402     36,599     10,185     48,241     46,695:    10,881     12,427
Old  :    59,122:    11,240     36,108        402     36,599     10,185     48,241     46,695:    10,881     12,427
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     4,595:    -1,316      5,904        -69      7,348     -2,205      5,963      3,630:    -1,368        965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       61.1        0.7       61.9       17.2       81.6       79.0:      18.4       21.0
Old  :     100.0:      19.0       61.1        0.7       61.9       17.2       81.6       79.0:      18.4       21.0
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  :        73:        19         27          5         18         12         40         41:
Old  :        73:        19         27          5         18         12         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  :                 48.7       32.4       58.3       44.2       48.7       32.4       57.8       44.2
Old  :                 48.7       32.4       58.3       44.2       48.7       32.4       57.8       44.2
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                            Code-246602
Commitments of Traders - Futures Only, August 16, 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  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Old  :    38,335:     2,254      4,712      1,273     34,499     31,576     38,026     37,561:       309        774
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,831:       291       -899        269      1,460      2,768      2,020      2,138:      -189       -307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        2.0
Old  :     100.0:       5.9       12.3        3.3       90.0       82.4       99.2       98.0:       0.8        2.0
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  :        59:         7         17          5         21         20         31         39:
Old  :        59:         7         17          5         21         20         31         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  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Old  :                 51.6       54.3       69.6       76.6       50.9       47.7       65.3       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE                            Code-246602
Commitments of Traders - Futures Only, August 9, 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  :    36,504:     1,963      5,611      1,004     33,039     28,808     36,006     35,423:       498      1,081
Old  :    36,504:     1,963      5,611      1,004     33,039     28,808     36,006     35,423:       498      1,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       245:       -90        565          0        172       -518         82         47:       163        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4       15.4        2.8       90.5       78.9       98.6       97.0:       1.4        3.0
Old  :     100.0:       5.4       15.4        2.8       90.5       78.9       98.6       97.0:       1.4        3.0
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  :        58:         6         18          4         21         19         30         38:
Old  :        58:         6         18          4         21         19         30         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       51.5       72.8       73.9       53.5       48.2       68.6       66.1
Old  :                 54.2       51.5       72.8       73.9       53.5       48.2       68.6       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, August 16, 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  :    20,212:     1,759      2,255        517     13,785     11,321     16,061     14,093:     4,151      6,119
Old  :    20,212:     1,759      2,255        517     13,785     11,321     16,061     14,093:     4,151      6,119
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       296:        78        222        -92        369        120        355        250:       -59         46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.7       11.2        2.6       68.2       56.0       79.5       69.7:      20.5       30.3
Old  :     100.0:       8.7       11.2        2.6       68.2       56.0       79.5       69.7:      20.5       30.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         8          9          9         22         16         35         29:
Old  :        42:         8          9          9         22         16         35         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  :                 43.8       31.7       60.8       52.3       43.8       29.2       59.2       46.1
Old  :                 43.8       31.7       60.8       52.3       43.8       29.2       59.2       46.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               MILK - CHICAGO MERCANTILE EXCHANGE                                       Code-052641
Commitments of Traders - Futures Only, August 9, 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  :    19,916:     1,681      2,033        609     13,416     11,201     15,706     13,843:     4,210      6,073
Old  :    19,916:     1,681      2,033        609     13,416     11,201     15,706     13,843:     4,210      6,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -2,992:      -687       -212         18     -1,960     -2,199     -2,629     -2,393:      -363       -599
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       10.2        3.1       67.4       56.2       78.9       69.5:      21.1       30.5
Old  :     100.0:       8.4       10.2        3.1       67.4       56.2       78.9       69.5:      21.1       30.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         7          8         10         22         16         34         29:
Old  :        40:         7          8         10         22         16         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       31.1       60.3       51.8       42.7       28.5       58.4       45.3
Old  :                 42.7       31.1       60.3       51.8       42.7       28.5       58.4       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, August 16, 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  :    90,144:    13,943     23,510     16,705     48,049     24,387     78,697     64,602:    11,447     25,542
Old  :    59,651:    12,671     36,402        184     41,490     10,007     54,345     46,593:     5,306     13,058
Other:    30,493:    15,988      1,824      1,805      6,559     14,380     24,352     18,009:     6,141     12,484
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -5,025:    -1,446        699     -1,313       -591     -1,527     -3,350     -2,141:    -1,675     -2,884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       26.1       18.5       53.3       27.1       87.3       71.7:      12.7       28.3
Old  :     100.0:      21.2       61.0        0.3       69.6       16.8       91.1       78.1:       8.9       21.9
Other:     100.0:      52.4        6.0        5.9       21.5       47.2       79.9       59.1:      20.1       40.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        36         44         38         21         31         84         94:
Old  :       130:        29         57          4         16         28         47         87:
Other:        82:        33         13          9         14         26         52         44:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       19.5       47.9       31.4       32.6       16.8       47.4       25.4
Old  :                 49.0       25.2       68.9       38.1       49.0       25.1       68.8       38.1
Other:                 33.5       25.5       50.8       34.9       30.3       24.8       47.5       32.4
 
                             LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                                    Code-054642
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 40,000 POUNDS)                              :
     :          :                                                                            :
All  :    95,169:    15,389     22,811     18,018     48,640     25,914     82,047     66,743:    13,122     28,426
Old  :    67,549:    14,380     34,105      2,954     42,171     13,095     59,505     50,154:     8,044     17,395
Other:    27,620:    14,132      1,829      1,941      6,469     12,819     22,542     16,589:     5,078     11,031
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -325:     1,654       -220     -2,641       -682      1,194     -1,669     -1,667:     1,344      1,342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       24.0       18.9       51.1       27.2       86.2       70.1:      13.8       29.9
Old  :     100.0:      21.3       50.5        4.4       62.4       19.4       88.1       74.2:      11.9       25.8
Other:     100.0:      51.2        6.6        7.0       23.4       46.4       81.6       60.1:      18.4       39.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       138:        33         54         37         23         34         86        100:
Old  :       138:        29         62         18         18         32         62         98:
Other:        74:        30         13          9         12         24         45         43:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       18.7       45.7       29.4       30.9       16.1       45.3       23.3
Old  :                 43.4       21.5       61.1       32.8       43.4       20.0       61.1       30.9
Other:                 35.2       25.0       53.0       36.0       33.1       24.1       50.8       33.0
 
                         FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE                                Code-056641
Commitments of Traders - Futures Only, August 9, 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  :     1,830:     1,040        692          7        341        405      1,388      1,104:       442        726
Old  :     1,830:     1,040        692          7        341        405      1,388      1,104:       442        726
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -224:       235       -115          2       -141        -57         96       -170:      -320        -54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.8       37.8        0.4       18.6       22.1       75.8       60.3:      24.2       39.7
Old  :     100.0:      56.8       37.8        0.4       18.6       22.1       75.8       60.3:      24.2       39.7
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  :        21:         6          8          2          4          3         11         12:
Old  :        21:         6          8          2          4          3         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       42.0       73.0       54.4       60.9       42.0       73.0       54.3
Old  :                 60.9       42.0       73.0       54.4       60.9       42.0       73.0       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, August 16, 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  :   132,570:    35,216     42,699     11,864     69,114     52,707    116,194    107,270:    16,376     25,300
Old  :   132,570:    35,216     42,699     11,864     69,114     52,707    116,194    107,270:    16,376     25,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,876:     1,257      4,647     -1,211        258     -1,030        304      2,406:     1,572       -530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       32.2        8.9       52.1       39.8       87.6       80.9:      12.4       19.1
Old  :     100.0:      26.6       32.2        8.9       52.1       39.8       87.6       80.9:      12.4       19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       210:        48         69         44         47         73        117        171:
Old  :       210:        48         69         44         47         73        117        171:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       14.3       42.1       24.1       26.6       14.0       41.9       23.6
Old  :                 26.6       14.3       42.1       24.1       26.6       14.0       41.9       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                                   Code-057642
Commitments of Traders - Futures Only, August 9, 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  :   130,694:    33,959     38,052     13,075     68,856     53,737    115,890    104,864:    14,804     25,830
Old  :   130,694:    33,959     38,052     13,075     68,856     53,737    115,890    104,864:    14,804     25,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -8,681:       -32      2,993     -3,873     -3,525     -7,218     -7,430     -8,098:    -1,251       -583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.0       29.1       10.0       52.7       41.1       88.7       80.2:      11.3       19.8
Old  :     100.0:      26.0       29.1       10.0       52.7       41.1       88.7       80.2:      11.3       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       207:        45         69         42         44         71        116        165:
Old  :       207:        45         69         42         44         71        116        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  :                 27.1       13.7       43.1       23.0       27.1       13.3       42.8       22.0
Old  :                 27.1       13.7       43.1       23.0       27.1       13.3       42.8       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,145:       978      1,350        234      1,136        633      2,348      2,217:     1,797      1,928
Old  :     4,145:       978      1,350        234      1,136        633      2,348      2,217:     1,797      1,928
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       -55:      -124        218        -51         73       -318       -102       -151:        47         96
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       32.6        5.6       27.4       15.3       56.6       53.5:      43.4       46.5
Old  :     100.0:      23.6       32.6        5.6       27.4       15.3       56.6       53.5:      43.4       46.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        11         18          5         15         11         28         32:
Old  :        47:        11         18          5         15         11         28         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  :                 20.6       20.0       34.6       30.2       19.9       18.6       29.5       26.6
Old  :                 20.6       20.0       34.6       30.2       19.9       18.6       29.5       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                               Code-058643
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 110,000 BOARD FEET)                            :
     :          :                                                                            :
All  :     4,200:     1,102      1,132        285      1,063        951      2,450      2,368:     1,750      1,832
Old  :     4,200:     1,102      1,132        285      1,063        951      2,450      2,368:     1,750      1,832
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        98:       -14        -96         11         -9        -67        -12       -152:       110        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2       27.0        6.8       25.3       22.6       58.3       56.4:      41.7       43.6
Old  :     100.0:      26.2       27.0        6.8       25.3       22.6       58.3       56.4:      41.7       43.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        13         17          5         14         13         29         33:
Old  :        49:        13         17          5         14         13         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       23.1       33.8       33.4       20.8       21.0       29.7       28.2
Old  :                 21.1       23.1       33.8       33.4       20.8       21.0       29.7       28.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, August 16, 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  :    29,459:    10,634      5,100      4,061      9,020      7,861     23,715     17,022:     5,744     12,437
Old  :    29,459:    10,634      5,100      4,061      9,020      7,861     23,715     17,022:     5,744     12,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,666:     1,415      1,182         32       -131        527      1,316      1,741:       350        -75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.1       17.3       13.8       30.6       26.7       80.5       57.8:      19.5       42.2
Old  :     100.0:      36.1       17.3       13.8       30.6       26.7       80.5       57.8:      19.5       42.2
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  :       133:        35         25         28         40         42         95         83:
Old  :       133:        35         25         28         40         42         95         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       22.2       26.8       29.2       15.6       18.8       25.7       23.2
Old  :                 15.9       22.2       26.8       29.2       15.6       18.8       25.7       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                                  Code-061641
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 50,000 POUNDS)                              :
     :          :                                                                            :
All  :    27,793:     9,219      3,918      4,029      9,151      7,334     22,399     15,281:     5,394     12,512
Old  :    27,793:     9,219      3,918      4,029      9,151      7,334     22,399     15,281:     5,394     12,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,656:     1,742        -60         17        403      1,526      2,162      1,483:       494      1,173
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       14.1       14.5       32.9       26.4       80.6       55.0:      19.4       45.0
Old  :     100.0:      33.2       14.1       14.5       32.9       26.4       80.6       55.0:      19.4       45.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        37         24         26         40         45         95         85:
Old  :       134:        37         24         26         40         45         95         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       17.9       26.8       25.3       13.9       13.8       23.8       18.8
Old  :                 16.3       17.9       26.8       25.3       13.9       13.8       23.8       18.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, August 16, 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  :   109,505:    44,042     17,995        540     30,837     76,307     75,419     94,842:    34,086     14,663
Old  :   109,505:    44,042     17,995        540     30,837     76,307     75,419     94,842:    34,086     14,663
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    16,920:    10,455     -1,378          0      2,859     17,646     13,314     16,268:     3,606        652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.2       16.4        0.5       28.2       69.7       68.9       86.6:      31.1       13.4
Old  :     100.0:      40.2       16.4        0.5       28.2       69.7       68.9       86.6:      31.1       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  :        80:        26         13          1         23         25         49         39:
Old  :        80:        26         13          1         23         25         49         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  :                 19.7       31.5       33.6       53.0       19.7       31.5       33.6       52.7
Old  :                 19.7       31.5       33.6       53.0       19.7       31.5       33.6       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                 Code-090741
Commitments of Traders - Futures Only, August 9, 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  :    92,585:    33,587     19,373        540     27,978     58,661     62,105     78,574:    30,480     14,011
Old  :    92,585:    33,587     19,373        540     27,978     58,661     62,105     78,574:    30,480     14,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     4,679:     4,621      2,571          0     -1,407      5,299      3,214      7,870:     1,465     -3,191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.3       20.9        0.6       30.2       63.4       67.1       84.9:      32.9       15.1
Old  :     100.0:      36.3       20.9        0.6       30.2       63.4       67.1       84.9:      32.9       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        74:        24         14          1         20         23         44         38:
Old  :        74:        24         14          1         20         23         44         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       30.4       35.1       49.7       19.1       30.4       33.9       49.5
Old  :                 19.3       30.4       35.1       49.7       19.1       30.4       33.9       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, August 16, 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  :    66,890:     6,485     34,107        407     48,828     15,343     55,720     49,857:    11,170     17,033
Old  :    66,890:     6,485     34,107        407     48,828     15,343     55,720     49,857:    11,170     17,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -4,387:       440     -4,149        373     -7,391      2,936     -6,578       -840:     2,191     -3,547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       51.0        0.6       73.0       22.9       83.3       74.5:      16.7       25.5
Old  :     100.0:       9.7       51.0        0.6       73.0       22.9       83.3       74.5:      16.7       25.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         4         16          2          7         11         13         27:
Old  :        35:         4         16          2          7         11         13         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  :                 66.0       33.8       80.1       48.3       66.0       33.6       76.3       47.1
Old  :                 66.0       33.8       80.1       48.3       66.0       33.6       76.3       47.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                                   Code-092741
Commitments of Traders - Futures Only, August 9, 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  :    71,277:     6,045     38,256         34     56,219     12,407     62,298     50,697:     8,979     20,580
Old  :    71,277:     6,045     38,256         34     56,219     12,407     62,298     50,697:     8,979     20,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       -50:     1,412      2,297         10     -2,660       -678     -1,238      1,629:     1,188     -1,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5       53.7        0.0       78.9       17.4       87.4       71.1:      12.6       28.9
Old  :     100.0:       8.5       53.7        0.0       78.9       17.4       87.4       71.1:      12.6       28.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3         19          1          9         11         13         30:
Old  :        39:         3         19          1          9         11         13         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       33.8       85.3       46.5       69.7       33.7       82.2       46.0
Old  :                 69.7       33.8       85.3       46.5       69.7       33.7       82.2       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF 500,000 MEXICAN PESOS)                          :
     :          :                                                                            :
All  :    98,820:    74,922        870        250     15,027     92,175     90,199     93,295:     8,621      5,525
Old  :    98,820:    74,922        870        250     15,027     92,175     90,199     93,295:     8,621      5,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,620:      -698       -541       -106      1,595      1,917        791      1,270:       829        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.8        0.9        0.3       15.2       93.3       91.3       94.4:       8.7        5.6
Old  :     100.0:      75.8        0.9        0.3       15.2       93.3       91.3       94.4:       8.7        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  :        94:        62          6          2         17         14         80         21:
Old  :        94:        62          6          2         17         14         80         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       74.3       43.0       90.1       26.6       73.9       43.0       89.6
Old  :                 26.6       74.3       43.0       90.1       26.6       73.9       43.0       89.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                                   Code-095741
Commitments of Traders - Futures Only, August 9, 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  :    97,200:    75,620      1,411        356     13,432     90,258     89,408     92,025:     7,792      5,175
Old  :    97,200:    75,620      1,411        356     13,432     90,258     89,408     92,025:     7,792      5,175
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,417:       882       -157        156      1,358      2,779      2,396      2,778:      -979     -1,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      77.8        1.5        0.4       13.8       92.9       92.0       94.7:       8.0        5.3
Old  :     100.0:      77.8        1.5        0.4       13.8       92.9       92.0       94.7:       8.0        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  :        96:        63          7          2         17         13         80         22:
Old  :        96:        63          7          2         17         13         80         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  :                 29.7       69.5       45.0       88.3       29.7       69.1       45.0       87.9
Old  :                 29.7       69.5       45.0       88.3       29.7       69.1       45.0       87.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, August 16, 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  :    72,786:    20,459     18,101         47     34,085     35,992     54,591     54,140:    18,195     18,646
Old  :    72,786:    20,459     18,101         47     34,085     35,992     54,591     54,140:    18,195     18,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       325:     9,369     -8,498        -66    -10,382     11,669     -1,079      3,105:     1,404     -2,780
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.1       24.9        0.1       46.8       49.4       75.0       74.4:      25.0       25.6
Old  :     100.0:      28.1       24.9        0.1       46.8       49.4       75.0       74.4:      25.0       25.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:        13         16          2         16         24         31         40:
Old  :        63:        13         16          2         16         24         31         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  :                 34.0       27.7       50.3       43.5       27.9       27.7       42.5       40.2
Old  :                 34.0       27.7       50.3       43.5       27.9       27.7       42.5       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                              Code-096742
Commitments of Traders - Futures Only, August 9, 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  :    72,461:    11,090     26,599        113     44,467     24,323     55,670     51,035:    16,791     21,426
Old  :    72,461:    11,090     26,599        113     44,467     24,323     55,670     51,035:    16,791     21,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -1,058:    -1,287     -2,757         24      1,011      1,374       -252     -1,359:      -806        301
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       36.7        0.2       61.4       33.6       76.8       70.4:      23.2       29.6
Old  :     100.0:      15.3       36.7        0.2       61.4       33.6       76.8       70.4:      23.2       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  :        57:        10         19          3         16         20         29         39:
Old  :        57:        10         19          3         16         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  :                 41.3       32.8       58.7       46.1       39.0       32.8       52.8       43.3
Old  :                 41.3       32.8       58.7       46.1       39.0       32.8       52.8       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, August 16, 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  :   166,923:    12,423     38,808        927    125,756    102,970    139,106    142,705:    27,817     24,218
Old  :   166,923:    12,423     38,808        927    125,756    102,970    139,106    142,705:    27,817     24,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -11,071:      -345    -22,620        158    -13,779     18,984    -13,966     -3,478:     2,895     -7,593
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       23.2        0.6       75.3       61.7       83.3       85.5:      16.7       14.5
Old  :     100.0:       7.4       23.2        0.6       75.3       61.7       83.3       85.5:      16.7       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        12         27          3         25         26         39         54:
Old  :        80:        12         27          3         25         26         39         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       45.6       64.9       56.4       40.6       34.4       55.3       43.8
Old  :                 46.6       45.6       64.9       56.4       40.6       34.4       55.3       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                                   Code-097741
Commitments of Traders - Futures Only, August 9, 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  :   177,994:    12,768     61,428        769    139,535     83,986    153,072    146,183:    24,922     31,811
Old  :   177,994:    12,768     61,428        769    139,535     83,986    153,072    146,183:    24,922     31,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    12,713:     3,431      8,940        333      9,065       -669     12,829      8,604:      -116      4,109
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2       34.5        0.4       78.4       47.2       86.0       82.1:      14.0       17.9
Old  :     100.0:       7.2       34.5        0.4       78.4       47.2       86.0       82.1:      14.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        87:        14         33          2         26         23         41         57:
Old  :        87:        14         33          2         26         23         41         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       37.4       68.0       49.1       40.3       27.6       54.6       38.0
Old  :                 45.0       37.4       68.0       49.1       40.3       27.6       54.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, August 16, 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  :   148,418:    27,289     26,705        911     73,571     77,537    101,771    105,153:    46,647     43,265
Old  :   148,418:    27,289     26,705        911     73,571     77,537    101,771    105,153:    46,647     43,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,659:    -1,218      2,429       -237      3,030      2,878      1,575      5,070:     1,084     -2,411
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       18.0        0.6       49.6       52.2       68.6       70.8:      31.4       29.2
Old  :     100.0:      18.4       18.0        0.6       49.6       52.2       68.6       70.8:      31.4       29.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        30         29          8         26         25         60         58:
Old  :        95:        30         29          8         26         25         60         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       35.3       43.9       45.6       24.1       23.7       35.6       34.0
Old  :                 30.2       35.3       43.9       45.6       24.1       23.7       35.6       34.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                              EURO FX - CHICAGO MERCANTILE EXCHANGE                                     Code-099741
Commitments of Traders - Futures Only, August 9, 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  :   145,759:    28,507     24,276      1,148     70,541     74,659    100,196    100,083:    45,563     45,676
Old  :   145,759:    28,507     24,276      1,148     70,541     74,659    100,196    100,083:    45,563     45,676
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,165:     4,099       -323        522     -2,242         58      2,379        257:      -214      1,908
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       16.7        0.8       48.4       51.2       68.7       68.7:      31.3       31.3
Old  :     100.0:      19.6       16.7        0.8       48.4       51.2       68.7       68.7:      31.3       31.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        89:        31         22         11         23         25         58         54:
Old  :        89:        31         22         11         23         25         58         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       33.0       43.5       44.0       24.4       22.8       36.0       33.0
Old  :                 30.0       33.0       43.5       44.0       24.4       22.8       36.0       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-112741
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (CONTRACTS OF NZ$ 100,000)                               :
     :          :                                                                            :
All  :     9,004:     4,581          0          0      3,125      8,020      7,706      8,020:     1,298        984
Old  :     9,004:     4,581          0          0      3,125      8,020      7,706      8,020:     1,298        984
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        0.0        0.0       34.7       89.1       85.6       89.1:      14.4       10.9
Old  :     100.0:      50.9        0.0        0.0       34.7       89.1       85.6       89.1:      14.4       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7          0          0          5         10         12         10:
Old  :        20:         7          0          0          5         10         12         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       69.7       81.1       85.4       64.8       69.6       76.6       83.3
Old  :                 69.2       69.7       81.1       85.4       64.8       69.6       76.6       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                                Code-032741
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :              (CONTRACTS OF $3,000,000 FACE VALUE)                          :
     :          :                                                                            :
All  :    74,357:     5,110      1,000        770     63,212     66,389     69,092     68,159:     5,265      6,198
Old  :    74,357:     5,110      1,000        770     63,212     66,389     69,092     68,159:     5,265      6,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,921:       226          0        -25      1,722      1,569      1,923      1,544:        -2        377
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        1.3        1.0       85.0       89.3       92.9       91.7:       7.1        8.3
Old  :     100.0:       6.9        1.3        1.0       85.0       89.3       92.9       91.7:       7.1        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         12         16         14         18:
Old  :        24:         2          1          1         12         16         14         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  :                 62.2       60.4       83.5       81.7       53.8       53.1       71.6       70.4
Old  :                 62.2       60.4       83.5       81.7       53.8       53.1       71.6       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, August 16, 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  : 8,020,359:   816,659  1,036,772    878,646  5,459,112  4,523,866  7,154,417  6,439,284:   865,942  1,581,075
Old  : 8,020,359:   816,659  1,036,772    878,646  5,459,112  4,523,866  7,154,417  6,439,284:   865,942  1,581,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   150,533:    17,263   -101,211     77,697    109,620    196,832    204,580    173,318:   -54,047    -22,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       12.9       11.0       68.1       56.4       89.2       80.3:      10.8       19.7
Old  :     100.0:      10.2       12.9       11.0       68.1       56.4       89.2       80.3:      10.8       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  :       272:        50         66         92        126        140        229        253:
Old  :       272:        50         66         92        126        140        229        253:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       11.6       49.0       21.7       31.7        9.8       41.7       16.4
Old  :                 32.5       11.6       49.0       21.7       31.7        9.8       41.7       16.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                               Code-132741
Commitments of Traders - Futures Only, August 9, 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  : 7,869,826:   799,396  1,137,983    800,949  5,349,492  4,327,034  6,949,837  6,265,966:   919,989  1,603,860
Old  : 7,869,826:   799,396  1,137,983    800,949  5,349,492  4,327,034  6,949,837  6,265,966:   919,989  1,603,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :   142,767:    29,640     91,010    -32,375    119,505      1,013    116,770     59,648:    25,997     83,119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       14.5       10.2       68.0       55.0       88.3       79.6:      11.7       20.4
Old  :     100.0:      10.2       14.5       10.2       68.0       55.0       88.3       79.6:      11.7       20.4
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  :       268:        50         66         85        126        138        220        249:
Old  :       268:        50         66         85        126        138        220        249:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       11.6       48.2       21.1       31.2        9.5       41.1       16.2
Old  :                 32.1       11.6       48.2       21.1       31.2        9.5       41.1       16.2
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                               Code-138741
Commitments of Traders - Futures Only, August 16, 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  :   655,230:    54,357     50,832      6,296    463,037    505,194    523,690    562,322:   131,540     92,908
Old  :   655,230:    54,357     50,832      6,296    463,037    505,194    523,690    562,322:   131,540     92,908
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,469:     1,653      2,285      1,372       -242      1,258      2,783      4,915:     1,686       -446
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        7.8        1.0       70.7       77.1       79.9       85.8:      20.1       14.2
Old  :     100.0:       8.3        7.8        1.0       70.7       77.1       79.9       85.8:      20.1       14.2
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  :       190:        35         33         20         88         65        136        106:
Old  :       190:        35         33         20         88         65        136        106:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.1       34.6       31.0       48.9       21.0       34.0       30.9       48.2
Old  :                 21.1       34.6       31.0       48.9       21.0       34.0       30.9       48.2
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                               Code-138741
Commitments of Traders - Futures Only, August 9, 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  :   650,761:    52,704     48,547      4,924    463,279    503,936    520,907    557,407:   129,854     93,354
Old  :   650,761:    52,704     48,547      4,924    463,279    503,936    520,907    557,407:   129,854     93,354
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,761:       766         12        -21     -1,286      1,865       -541      1,856:     3,302        905
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        7.5        0.8       71.2       77.4       80.0       85.7:      20.0       14.3
Old  :     100.0:       8.1        7.5        0.8       71.2       77.4       80.0       85.7:      20.0       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        32         33         18         85         64        129        104:
Old  :       183:        32         33         18         85         64        129        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  :                 20.9       35.3       30.9       49.7       20.9       34.4       30.8       48.8
Old  :                 20.9       35.3       30.9       49.7       20.9       34.4       30.8       48.8
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                            Code-13874A
Commitments of Traders - Futures Only, August 16, 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  : 1,045,387:   199,629    337,612     15,581    571,982    615,157    787,192    968,350:   258,195     77,037
Old  : 1,045,387:   199,629    337,612     15,581    571,982    615,157    787,192    968,350:   258,195     77,037
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    23,311:     7,340     53,024      2,327     50,361      9,058     60,028     64,409:   -36,717    -41,098
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       32.3        1.5       54.7       58.8       75.3       92.6:      24.7        7.4
Old  :     100.0:      19.1       32.3        1.5       54.7       58.8       75.3       92.6:      24.7        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  :       200:        44         61         19         60         61        114        131:
Old  :       200:        44         61         19         60         61        114        131:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       22.7       35.8       35.0       19.7       18.2       29.3       28.8
Old  :                 22.8       22.7       35.8       35.0       19.7       18.2       29.3       28.8
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                            Code-13874A
Commitments of Traders - Futures Only, August 9, 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  : 1,022,076:   192,289    284,588     13,254    521,621    606,099    727,164    903,941:   294,912    118,135
Old  : 1,022,076:   192,289    284,588     13,254    521,621    606,099    727,164    903,941:   294,912    118,135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    16,372:     5,467    -10,348      2,045     16,877     10,444     24,389      2,141:    -8,017     14,231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       27.8        1.3       51.0       59.3       71.1       88.4:      28.9       11.6
Old  :     100.0:      18.8       27.8        1.3       51.0       59.3       71.1       88.4:      28.9       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       187:        38         55         21         55         63        107        125:
Old  :       187:        38         55         21         55         63        107        125:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.3       24.2       35.3       35.7       20.5       19.5       30.0       30.4
Old  :                 24.3       24.2       35.3       35.7       20.5       19.5       30.0       30.4
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                            Code-338741
Commitments of Traders - Futures Only, August 16, 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  :    12,323:     1,053          0          0      6,439     10,551      7,492     10,551:     4,831      1,772
Old  :    12,323:     1,053          0          0      6,439     10,551      7,492     10,551:     4,831      1,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       125:         0          0          0       -491         -1       -491         -1:       616        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        0.0        0.0       52.3       85.6       60.8       85.6:      39.2       14.4
Old  :     100.0:       8.5        0.0        0.0       52.3       85.6       60.8       85.6:      39.2       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  :        27:         2          0          0         15         15         17         15:
Old  :        27:         2          0          0         15         15         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  :                 28.1       38.4       44.2       65.0       27.3       37.9       41.2       64.0
Old  :                 28.1       38.4       44.2       65.0       27.3       37.9       41.2       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                    S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                            Code-338741
Commitments of Traders - Futures Only, August 9, 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  :    12,198:     1,053          0          0      6,930     10,552      7,983     10,552:     4,215      1,646
Old  :    12,198:     1,053          0          0      6,930     10,552      7,983     10,552:     4,215      1,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -143:      -226       -452          0        -97       -375       -323       -827:       180        684
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        0.0        0.0       56.8       86.5       65.4       86.5:      34.6       13.5
Old  :     100.0:       8.6        0.0        0.0       56.8       86.5       65.4       86.5:      34.6       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          0          0         17         15         19         15:
Old  :        29:         2          0          0         17         15         19         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  :                 28.4       38.8       44.1       65.7       27.1       38.3       41.1       64.6
Old  :                 28.4       38.8       44.1       65.7       27.1       38.3       41.1       64.6
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                            Code-33874A
Commitments of Traders - Futures Only, August 16, 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  :    32,397:     7,266      1,604          0     18,671     27,737     25,937     29,341:     6,460      3,056
Old  :    32,397:     7,266      1,604          0     18,671     27,737     25,937     29,341:     6,460      3,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -640:       -58       -255         -5     -1,004       -434     -1,067       -694:       427         54
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4        5.0        0.0       57.6       85.6       80.1       90.6:      19.9        9.4
Old  :     100.0:      22.4        5.0        0.0       57.6       85.6       80.1       90.6:      19.9        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  :        36:         4          4          0         15         19         19         23:
Old  :        36:         4          4          0         15         19         19         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  :                 52.3       56.8       67.3       74.5       52.3       55.3       66.5       70.1
Old  :                 52.3       56.8       67.3       74.5       52.3       55.3       66.5       70.1
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                            Code-33874A
Commitments of Traders - Futures Only, August 9, 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  :    33,037:     7,324      1,859          5     19,675     28,171     27,004     30,035:     6,033      3,002
Old  :    33,037:     7,324      1,859          5     19,675     28,171     27,004     30,035:     6,033      3,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -406:    -1,754        441          5       -596     -1,906     -2,345     -1,460:     1,939      1,054
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2        5.6        0.0       59.6       85.3       81.7       90.9:      18.3        9.1
Old  :     100.0:      22.2        5.6        0.0       59.6       85.3       81.7       90.9:      18.3        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         5          5          1         16         18         21         24:
Old  :        37:         5          5          1         16         18         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  :                 54.2       56.4       67.9       72.9       54.2       55.1       67.3       68.7
Old  :                 54.2       56.4       67.9       72.9       54.2       55.1       67.3       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (NASDAQ 100 INDEX X $100)                                :
     :          :                                                                            :
All  :    53,953:     7,176     10,882          0     29,279     34,410     36,455     45,292:    17,498      8,661
Old  :    53,953:     7,176     10,882          0     29,279     34,410     36,455     45,292:    17,498      8,661
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     5,667:         8      2,258          0      2,216      2,681      2,224      4,939:     3,443        728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       20.2        0.0       54.3       63.8       67.6       83.9:      32.4       16.1
Old  :     100.0:      13.3       20.2        0.0       54.3       63.8       67.6       83.9:      32.4       16.1
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  :        78:        13         16          0         32         24         45         40:
Old  :        78:        13         16          0         32         24         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  :                 23.3       38.1       34.4       52.6       21.6       33.0       31.6       46.0
Old  :                 23.3       38.1       34.4       52.6       21.6       33.0       31.6       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                              Code-209741
Commitments of Traders - Futures Only, August 9, 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  :    48,286:     7,168      8,624          0     27,063     31,729     34,231     40,353:    14,055      7,933
Old  :    48,286:     7,168      8,624          0     27,063     31,729     34,231     40,353:    14,055      7,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -936:       488      1,072       -455       -398     -1,055       -365       -438:      -571       -498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       17.9        0.0       56.0       65.7       70.9       83.6:      29.1       16.4
Old  :     100.0:      14.8       17.9        0.0       56.0       65.7       70.9       83.6:      29.1       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  :        74:        13         15          0         30         22         43         37:
Old  :        74:        13         15          0         30         22         43         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  :                 24.3       39.6       36.3       55.7       22.4       34.0       33.3       48.4
Old  :                 24.3       39.6       36.3       55.7       22.4       34.0       33.3       48.4
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                          Code-209742
Commitments of Traders - Futures Only, August 16, 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  :   323,884:   116,728     75,160      2,582    184,681    194,681    303,991    272,423:    19,893     51,461
Old  :   323,884:   116,728     75,160      2,582    184,681    194,681    303,991    272,423:    19,893     51,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     5,294:   -16,555     10,868        662     24,836    -24,426      8,943    -12,896:    -3,649     18,190
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.0       23.2        0.8       57.0       60.1       93.9       84.1:       6.1       15.9
Old  :     100.0:      36.0       23.2        0.8       57.0       60.1       93.9       84.1:       6.1       15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        60         63         15         43         38        112        108:
Old  :       194:        60         63         15         43         38        112        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  :                 40.2       33.4       55.9       43.3       31.8       17.6       42.4       25.4
Old  :                 40.2       33.4       55.9       43.3       31.8       17.6       42.4       25.4
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                          Code-209742
Commitments of Traders - Futures Only, August 9, 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  :   318,590:   133,283     64,292      1,920    159,845    219,107    295,048    285,319:    23,542     33,271
Old  :   318,590:   133,283     64,292      1,920    159,845    219,107    295,048    285,319:    23,542     33,271
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    10,409:   -11,531        468         57     19,944      9,321      8,470      9,846:     1,939        563
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8       20.2        0.6       50.2       68.8       92.6       89.6:       7.4       10.4
Old  :     100.0:      41.8       20.2        0.6       50.2       68.8       92.6       89.6:       7.4       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       191:        69         54         11         36         41        114         97:
Old  :       191:        69         54         11         36         41        114         97:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       36.6       50.6       49.7       30.4       25.9       39.7       35.4
Old  :                 37.9       36.6       50.6       49.7       30.4       25.9       39.7       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, August 16, 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  :    73,801:    27,090        786          0     23,777     65,004     50,867     65,790:    22,934      8,011
Old  :    73,801:    27,090        786          0     23,777     65,004     50,867     65,790:    22,934      8,011
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,305:    -2,957     -1,243          0        881      3,859     -2,076      2,616:     3,381     -1,311
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.7        1.1        0.0       32.2       88.1       68.9       89.1:      31.1       10.9
Old  :     100.0:      36.7        1.1        0.0       32.2       88.1       68.9       89.1:      31.1       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        15          1          0         12         21         27         22:
Old  :        45:        15          1          0         12         21         27         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  :                 37.1       41.4       50.2       66.0       37.1       40.9       50.2       65.2
Old  :                 37.1       41.4       50.2       66.0       37.1       40.9       50.2       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                                Code-232741
Commitments of Traders - Futures Only, August 9, 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  :    72,496:    30,047      2,029          0     22,896     61,145     52,943     63,174:    19,553      9,322
Old  :    72,496:    30,047      2,029          0     22,896     61,145     52,943     63,174:    19,553      9,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    11,596:     9,498     -1,203          0      1,427     12,990     10,925     11,787:       671       -191
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        2.8        0.0       31.6       84.3       73.0       87.1:      27.0       12.9
Old  :     100.0:      41.4        2.8        0.0       31.6       84.3       73.0       87.1:      27.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:        15          2          0         12         18         27         20:
Old  :        43:        15          2          0         12         18         27         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  :                 42.5       37.7       55.4       63.0       42.5       37.4       55.4       62.4
Old  :                 42.5       37.7       55.4       63.0       42.5       37.4       55.4       62.4
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                          Code-239741
Commitments of Traders - Futures Only, August 16, 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  :    31,998:       220      4,338          0     27,735     22,213     27,955     26,551:     4,043      5,447
Old  :    31,998:       220      4,338          0     27,735     22,213     27,955     26,551:     4,043      5,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,187:      -232        209          0      2,350      1,630      2,118      1,839:      -931       -652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       13.6        0.0       86.7       69.4       87.4       83.0:      12.6       17.0
Old  :     100.0:       0.7       13.6        0.0       86.7       69.4       87.4       83.0:      12.6       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  :        56:         1         10          0         30         26         31         36:
Old  :        56:         1         10          0         30         26         31         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  :                 56.2       33.7       67.3       47.7       55.5       33.7       66.5       47.7
Old  :                 56.2       33.7       67.3       47.7       55.5       33.7       66.5       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE                          Code-239741
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                   (RUSSEL 2000 INDEX X $500)                               :
     :          :                                                                            :
All  :    30,811:       452      4,129          0     25,385     20,583     25,837     24,712:     4,974      6,099
Old  :    30,811:       452      4,129          0     25,385     20,583     25,837     24,712:     4,974      6,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        61:        -6         57          0        341        227        335        284:      -274       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       13.4        0.0       82.4       66.8       83.9       80.2:      16.1       19.8
Old  :     100.0:       1.5       13.4        0.0       82.4       66.8       83.9       80.2:      16.1       19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:         2          9          0         28         23         30         32:
Old  :        53:         2          9          0         28         23         30         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  :                 53.4       34.9       63.4       49.1       53.0       34.9       62.9       49.1
Old  :                 53.4       34.9       63.4       49.1       53.0       34.9       62.9       49.1
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                          Code-239742
Commitments of Traders - Futures Only, August 16, 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  :   227,123:    13,555     47,062        624    201,044    169,049    215,223    216,735:    11,900     10,388
Old  :   227,123:    13,555     47,062        624    201,044    169,049    215,223    216,735:    11,900     10,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,419:    -1,308      3,021         39     10,219      2,577      8,950      5,637:    -2,531        782
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.0       20.7        0.3       88.5       74.4       94.8       95.4:       5.2        4.6
Old  :     100.0:       6.0       20.7        0.3       88.5       74.4       94.8       95.4:       5.2        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  :       123:        17         41          6         34         50         54         94:
Old  :       123:        17         41          6         34         50         54         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       37.0       72.5       54.3       59.1       34.1       66.5       49.0
Old  :                 63.3       37.0       72.5       54.3       59.1       34.1       66.5       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE                          Code-239742
Commitments of Traders - Futures Only, August 9, 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  :   220,704:    14,863     44,041        585    190,825    166,472    206,273    211,098:    14,431      9,606
Old  :   220,704:    14,863     44,041        585    190,825    166,472    206,273    211,098:    14,431      9,606
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -5,443:   -10,204        -15         74      6,508     -4,700     -3,622     -4,641:    -1,821       -802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       20.0        0.3       86.5       75.4       93.5       95.6:       6.5        4.4
Old  :     100.0:       6.7       20.0        0.3       86.5       75.4       93.5       95.6:       6.5        4.4
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  :       117:        19         36          3         30         49         50         87:
Old  :       117:        19         36          3         30         49         50         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  :                 62.2       36.6       71.6       52.9       57.3       34.3       64.9       48.3
Old  :                 62.2       36.6       71.6       52.9       57.3       34.3       64.9       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, August 16, 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  :    50,026:    19,142      9,824        498     16,241     29,186     35,881     39,508:    14,145     10,518
Old  :    50,026:    19,142      9,824        498     16,241     29,186     35,881     39,508:    14,145     10,518
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     5,343:     3,864      2,811        -73      1,339      3,341      5,130      6,079:       213       -736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       19.6        1.0       32.5       58.3       71.7       79.0:      28.3       21.0
Old  :     100.0:      38.3       19.6        1.0       32.5       58.3       71.7       79.0:      28.3       21.0
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  :        82:        30         16          2         20         20         51         37:
Old  :        82:        30         16          2         20         20         51         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  :                 16.5       38.2       28.5       49.2       16.5       38.2       28.5       48.1
Old  :                 16.5       38.2       28.5       49.2       16.5       38.2       28.5       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                               Code-240741
Commitments of Traders - Futures Only, August 9, 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  :    44,683:    15,278      7,013        571     14,902     25,845     30,751     33,429:    13,932     11,254
Old  :    44,683:    15,278      7,013        571     14,902     25,845     30,751     33,429:    13,932     11,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :         4:      -832        286        153         68       -711       -611       -272:       615        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.2       15.7        1.3       33.4       57.8       68.8       74.8:      31.2       25.2
Old  :     100.0:      34.2       15.7        1.3       33.4       57.8       68.8       74.8:      31.2       25.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        75:        29         12          2         19         20         48         34:
Old  :        75:        29         12          2         19         20         48         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  :                 19.5       39.3       30.4       49.1       19.5       39.3       30.3       48.1
Old  :                 19.5       39.3       30.4       49.1       19.5       39.3       30.3       48.1
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                          Code-240743
Commitments of Traders - Futures Only, August 16, 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  :    28,589:     6,599        268          0     17,477      9,437     24,076      9,705:     4,513     18,884
Old  :    28,589:     6,599        268          0     17,477      9,437     24,076      9,705:     4,513     18,884
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,081:       276        -17          0      1,948        722      2,224        705:      -143      1,376
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1        0.9        0.0       61.1       33.0       84.2       33.9:      15.8       66.1
Old  :     100.0:      23.1        0.9        0.0       61.1       33.0       84.2       33.9:      15.8       66.1
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:         9          1          0          9          8         18          9:
Old  :        26:         9          1          0          9          8         18          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       27.9       70.1       33.0       56.5       25.3       67.6       29.9
Old  :                 57.6       27.9       70.1       33.0       56.5       25.3       67.6       29.9
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                          Code-240743
Commitments of Traders - Futures Only, August 9, 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  :    26,508:     6,323        285          0     15,529      8,715     21,852      9,000:     4,656     17,508
Old  :    26,508:     6,323        285          0     15,529      8,715     21,852      9,000:     4,656     17,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,157:      -182        285          0      1,030        674        848        959:       309        198
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9        1.1        0.0       58.6       32.9       82.4       34.0:      17.6       66.0
Old  :     100.0:      23.9        1.1        0.0       58.6       32.9       82.4       34.0:      17.6       66.0
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:        10          1          0          8          7         18          8:
Old  :        25:        10          1          0          8          7         18          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       29.5       70.1       34.0       56.2       26.5       65.8       29.6
Old  :                 59.7       29.5       70.1       34.0       56.2       26.5       65.8       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, August 16, 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  :    35,609:     2,218      2,502          0     16,425     24,240     18,643     26,742:    16,966      8,867
Old  :    35,609:     2,218      2,502          0     16,425     24,240     18,643     26,742:    16,966      8,867
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,131:       715       -494        -29        462       -356      1,148       -879:       983      3,010
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        7.0        0.0       46.1       68.1       52.4       75.1:      47.6       24.9
Old  :     100.0:       6.2        7.0        0.0       46.1       68.1       52.4       75.1:      47.6       24.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          9          0         15         20         18         29:
Old  :        36:         3          9          0         15         20         18         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  :                 25.6       33.5       37.8       56.7       16.0       29.3       24.0       40.1
Old  :                 25.6       33.5       37.8       56.7       16.0       29.3       24.0       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                               Code-597741
Commitments of Traders - Futures Only, August 9, 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  :    33,478:     1,503      2,996         29     15,963     24,596     17,495     27,621:    15,983      5,857
Old  :    33,478:     1,503      2,996         29     15,963     24,596     17,495     27,621:    15,983      5,857
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,672:      -112       -555          0        700      2,425        588      1,870:     2,084        802
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        8.9        0.1       47.7       73.5       52.3       82.5:      47.7       17.5
Old  :     100.0:       4.5        8.9        0.1       47.7       73.5       52.3       82.5:      47.7       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  :        39:         3         12          2         15         20         20         32:
Old  :        39:         3         12          2         15         20         20         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  :                 25.3       38.8       38.4       62.1       15.7       33.9       22.5       44.0
Old  :                 25.3       38.8       38.4       62.1       15.7       33.9       22.5       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, August 16, 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  :   121,306:    40,199     15,861     13,311     34,168     81,025     87,678    110,197:    33,628     11,109
Old  :   121,306:    40,199     15,861     13,311     34,168     81,025     87,678    110,197:    33,628     11,109
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -2,512:    -1,726      3,174     -1,356       -842     -4,526     -3,924     -2,708:     1,412        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       13.1       11.0       28.2       66.8       72.3       90.8:      27.7        9.2
Old  :     100.0:      33.1       13.1       11.0       28.2       66.8       72.3       90.8:      27.7        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  :       162:        90         30         24         22         31        116         83:
Old  :       162:        90         30         24         22         31        116         83:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.0       32.4       35.1       51.2       14.1       28.7       19.5       42.2
Old  :                 25.0       32.4       35.1       51.2       14.1       28.7       19.5       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                SILVER - COMMODITY EXCHANGE INC.                                        Code-084691
Commitments of Traders - Futures Only, August 9, 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  :   123,818:    41,925     12,687     14,667     35,010     85,551     91,602    112,905:    32,216     10,913
Old  :   123,818:    41,925     12,687     14,667     35,010     85,551     91,602    112,905:    32,216     10,913
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,798:    -1,118      3,047        877      2,286     -1,520      2,045      2,404:      -247       -606
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.9       10.2       11.8       28.3       69.1       74.0       91.2:      26.0        8.8
Old  :     100.0:      33.9       10.2       11.8       28.3       69.1       74.0       91.2:      26.0        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       162:        92         30         27         20         30        122         78:
Old  :       162:        92         30         27         20         30        122         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  :                 25.8       32.8       36.8       52.3       15.3       29.4       21.5       43.5
Old  :                 25.8       32.8       36.8       52.3       15.3       29.4       21.5       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, August 16, 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  :   105,061:    41,269     26,506     11,162     39,324     55,100     91,755     92,768:    13,306     12,293
Old  :   105,061:    41,269     26,506     11,162     39,324     55,100     91,755     92,768:    13,306     12,293
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -8,378:    -3,170     -1,569     -3,920        348        428     -6,742     -5,061:    -1,636     -3,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3       25.2       10.6       37.4       52.4       87.3       88.3:      12.7       11.7
Old  :     100.0:      39.3       25.2       10.6       37.4       52.4       87.3       88.3:      12.7       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       195:        69         68         43         43         42        146        125:
Old  :       195:        69         68         43         43         42        146        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       36.1       36.7       48.4       24.3       33.6       35.8       45.8
Old  :                 24.8       36.1       36.7       48.4       24.3       33.6       35.8       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                                   Code-085692
Commitments of Traders - Futures Only, August 9, 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  :   113,439:    44,439     28,075     15,082     38,976     54,672     98,497     97,829:    14,942     15,610
Old  :   113,439:    44,439     28,075     15,082     38,976     54,672     98,497     97,829:    14,942     15,610
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -4,456:    -1,771         59     -2,967        613     -2,278     -4,125     -5,186:      -331        730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.2       24.7       13.3       34.4       48.2       86.8       86.2:      13.2       13.8
Old  :     100.0:      39.2       24.7       13.3       34.4       48.2       86.8       86.2:      13.2       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  :       203:        65         74         56         44         43        155        139:
Old  :       203:        65         74         56         44         43        155        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.4       35.0       35.7       46.4       23.2       32.0       34.9       43.4
Old  :                 23.4       35.0       35.7       46.4       23.2       32.0       34.9       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, August 16, 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  :   331,633:   208,558     50,951     22,514     46,115    239,481    277,187    312,946:    54,446     18,687
Old  :   331,633:   208,558     50,951     22,514     46,115    239,481    277,187    312,946:    54,446     18,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    43,794:    39,945         37      2,641     -2,461     40,075     40,125     42,753:     3,669      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.9       15.4        6.8       13.9       72.2       83.6       94.4:      16.4        5.6
Old  :     100.0:      62.9       15.4        6.8       13.9       72.2       83.6       94.4:      16.4        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  :       266:       140         60         31         29         52        192        124:
Old  :       266:       140         60         31         29         52        192        124:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       36.2       42.5       55.1       30.6       35.0       37.3       49.6
Old  :                 32.1       36.2       42.5       55.1       30.6       35.0       37.3       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                                 GOLD - COMMODITY EXCHANGE INC.                                         Code-088691
Commitments of Traders - Futures Only, August 9, 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  :   287,839:   168,613     50,914     19,873     48,576    199,406    237,062    270,193:    50,777     17,646
Old  :   287,839:   168,613     50,914     19,873     48,576    199,406    237,062    270,193:    50,777     17,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    43,351:    49,672     -2,458      1,411     -6,758     44,265     44,325     43,218:      -974        133
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.6       17.7        6.9       16.9       69.3       82.4       93.9:      17.6        6.1
Old  :     100.0:      58.6       17.7        6.9       16.9       69.3       82.4       93.9:      17.6        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  :       249:       128         61         28         33         45        181        119:
Old  :       249:       128         61         28         33         45        181        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       37.0       44.7       56.3       31.9       36.4       38.9       49.5
Old  :                 33.4       37.0       44.7       56.3       31.9       36.4       38.9       49.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, August 16, 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  :    14,417:     5,689      2,238        490      4,015      9,156     10,194     11,884:     4,223      2,533
Old  :    14,417:     5,689      2,238        490      4,015      9,156     10,194     11,884:     4,223      2,533
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,193:       193        -46        -74        730        376        849        256:     1,344      1,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.5       15.5        3.4       27.8       63.5       70.7       82.4:      29.3       17.6
Old  :     100.0:      39.5       15.5        3.4       27.8       63.5       70.7       82.4:      29.3       17.6
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  :        44:        24          4         10          6          5         40         17:
Old  :        44:        24          4         10          6          5         40         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  :                 44.4       73.3       55.4       79.3       36.9       58.3       42.0       62.7
Old  :                 44.4       73.3       55.4       79.3       36.9       58.3       42.0       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               VIX FUTURES - CBOE FUTURES EXCHANGE                                      Code-1170E1
Commitments of Traders - Futures Only, August 9, 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  :    12,224:     5,496      2,284        564      3,285      8,780      9,345     11,628:     2,879        596
Old  :    12,224:     5,496      2,284        564      3,285      8,780      9,345     11,628:     2,879        596
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        46:       163       -240        -25        182        694        320        429:      -274       -383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0       18.7        4.6       26.9       71.8       76.4       95.1:      23.6        4.9
Old  :     100.0:      45.0       18.7        4.6       26.9       71.8       76.4       95.1:      23.6        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  :        43:        24          3          9          6          6         38         17:
Old  :        43:        24          3          9          6          6         38         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  :                 48.7       82.2       59.5       91.1       44.8       70.6       51.4       78.6
Old  :                 48.7       82.2       59.5       91.1       44.8       70.6       51.4       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, August 16, 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  :    93,719:    23,098      8,379      3,195     50,085     61,269     76,378     72,843:    17,341     20,876
Old  :    88,029:    23,710      8,559      1,341     46,355     59,483     71,406     69,383:    16,623     18,646
Other:     5,690:     1,242      1,674          0      3,730      1,786      4,972      3,460:       718      2,230
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,414:     1,172       -101       -955      1,917      3,003      2,134      1,947:      -720       -533
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        8.9        3.4       53.4       65.4       81.5       77.7:      18.5       22.3
Old  :     100.0:      26.9        9.7        1.5       52.7       67.6       81.1       78.8:      18.9       21.2
Other:     100.0:      21.8       29.4        0.0       65.6       31.4       87.4       60.8:      12.6       39.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        39         15         17         52         53        101         78:
Old  :       132:        40         14         13         52         52         99         74:
Other:        40:         6          6          0          4         25         10         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  :                 28.6       32.8       36.9       44.7       21.6       28.7       29.6       36.0
Old  :                 26.7       34.2       35.6       46.7       20.5       30.5       28.7       38.2
Other:                 81.5       38.8       87.2       53.4       81.5       38.8       86.5       52.6
 
                               WHEAT - KANSAS CITY BOARD OF TRADE                                       Code-001612
Commitments of Traders - Futures Only, August 9, 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  :    92,305:    21,926      8,480      4,150     48,168     58,266     74,244     70,896:    18,061     21,409
Old  :    88,175:    22,324      8,509      2,942     45,221     57,207     70,487     68,658:    17,688     19,517
Other:     4,130:       796      1,165         14      2,947      1,059      3,757      2,238:       373      1,892
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,458:      -635      1,343        790       -471     -3,118       -316       -985:     1,774      2,443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8        9.2        4.5       52.2       63.1       80.4       76.8:      19.6       23.2
Old  :     100.0:      25.3        9.7        3.3       51.3       64.9       79.9       77.9:      20.1       22.1
Other:     100.0:      19.3       28.2        0.3       71.4       25.6       91.0       54.2:       9.0       45.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       135:        40         17         18         46         49         97         77:
Old  :       135:        42         16         17         46         49         97         76:
Other:        35:         5          6          1          4         21          9         28:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       32.8       36.8       44.3       23.4       29.9       31.0       37.0
Old  :                 27.6       33.8       35.5       45.6       22.1       31.2       30.0       38.6
Other:                 85.2       39.4       90.8       46.9       85.2       39.4       89.6       46.2
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 5,000 BUSHELS)                              :
     :          :                                                                            :
All  :    32,749:     2,409      3,682        483     21,350     20,010     24,242     24,175:     8,507      8,574
Old  :    32,660:     2,403      3,680        483     21,346     19,982     24,232     24,145:     8,428      8,515
Other:        89:         6          2          0          4         28         10         30:        79         59
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,793:      -803      1,204         62      2,450      1,734      1,709      3,000:     1,084       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       11.2        1.5       65.2       61.1       74.0       73.8:      26.0       26.2
Old  :     100.0:       7.4       11.3        1.5       65.4       61.2       74.2       73.9:      25.8       26.1
Other:     100.0:       6.7        2.2        0.0        4.5       31.5       11.2       33.7:      88.8       66.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         9          8          3         25         15         35         25:
Old  :        44:         9          8          3         24         15         34         25:
Other:         8:         1          1          0          1          5          2          6:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       55.5       48.2       63.2       25.8       38.6       34.6       44.5
Old  :                 36.3       55.6       48.4       63.3       25.9       38.7       34.7       44.5
Other:                 11.2       31.5       11.2       33.7       11.2       31.5       11.2       33.7
 
                               WHEAT - MINNEAPOLIS GRAIN EXCHANGE                                       Code-001626
Commitments of Traders - Futures Only, August 9, 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  :    29,956:     3,212      2,478        421     18,900     18,276     22,533     21,175:     7,423      8,781
Old  :    29,863:     3,212      2,478        421     18,900     18,263     22,533     21,162:     7,330      8,701
Other:        93:         0          0          0          0         13          0         13:        93         80
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,540:       740        475       -161      1,012      1,609      1,591      1,923:       949        617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        8.3        1.4       63.1       61.0       75.2       70.7:      24.8       29.3
Old  :     100.0:      10.8        8.3        1.4       63.3       61.2       75.5       70.9:      24.5       29.1
Other:     100.0:       0.0        0.0        0.0        0.0       14.0        0.0       14.0:     100.0       86.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:        10          7          2         24         14         35         22:
Old  :        44:        10          7          2         24         13         35         21:
Other:         4:         0          0          0          0          4          0          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  :                 34.7       55.6       47.5       61.7       25.8       41.4       34.8       45.7
Old  :                 34.8       55.8       47.7       61.8       25.9       41.5       34.9       45.8
Other:                  0.0       14.0        0.0       14.0        0.0       14.0        0.0       14.0
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, August 16, 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  :   101,777:    20,615     40,353      3,616     66,236     45,404     90,467     89,373:    11,310     12,404
Old  :   101,098:    20,815     40,485      3,283     65,730     45,173     89,828     88,941:    11,270     12,157
Other:       679:       132        200          1        506        231        639        432:        40        247
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,853:       598     10,638         75      4,754     -5,989      5,427      4,724:     1,426      2,129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       39.6        3.6       65.1       44.6       88.9       87.8:      11.1       12.2
Old  :     100.0:      20.6       40.0        3.2       65.0       44.7       88.9       88.0:      11.1       12.0
Other:     100.0:      19.4       29.5        0.1       74.5       34.0       94.1       63.6:       5.9       36.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       204:        56         73         43         50         46        134        142:
Old  :       204:        57         74         41         50         46        133        141:
Other:        14:         2          2          1          5          5          7          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  :                 25.7       29.1       40.4       38.2       25.4       28.5       39.2       36.7
Old  :                 25.8       29.2       40.6       38.5       25.6       28.7       39.6       36.9
Other:                 80.3       56.1       94.1       63.6       80.3       56.1       94.0       63.5
 
                             COTTON NO. 2 - NEW YORK BOARD OF TRADE                                     Code-033661
Commitments of Traders - Futures Only, August 9, 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  :    94,924:    20,017     29,715      3,541     61,482     51,393     85,040     84,649:     9,884     10,275
Old  :    94,458:    20,105     29,845      3,323     61,179     51,145     84,607     84,313:     9,851     10,145
Other:       466:       130         88          0        303        248        433        336:        33        130
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       785:       -97      3,435        524      2,104     -2,579      2,531      1,380:    -1,746       -595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1       31.3        3.7       64.8       54.1       89.6       89.2:      10.4       10.8
Old  :     100.0:      21.3       31.6        3.5       64.8       54.1       89.6       89.3:      10.4       10.7
Other:     100.0:      27.9       18.9        0.0       65.0       53.2       92.9       72.1:       7.1       27.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       190:        45         68         39         53         47        126        133:
Old  :       190:        45         68         37         53         47        125        132:
Other:        13:         2          1          0          4          6          6          7:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       33.8       41.6       44.4       26.9       31.2       40.9       40.2
Old  :                 27.1       33.9       41.8       44.6       27.1       31.4       41.3       40.4
Other:                 85.8       62.0       92.9       72.1       85.8       62.0       92.9       72.1
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, August 16, 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  :    30,122:    10,898      3,231      2,297     13,119     22,923     26,314     28,451:     3,808      1,671
Old  :    27,748:    10,813      3,450      1,402     11,992     21,356     24,207     26,208:     3,541      1,540
Other:     2,374:       789        485        191      1,127      1,567      2,107      2,243:       267        131
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -1,242:    -2,166        758        667        395     -2,460     -1,104     -1,035:      -138       -207
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.2       10.7        7.6       43.6       76.1       87.4       94.5:      12.6        5.5
Old  :     100.0:      39.0       12.4        5.1       43.2       77.0       87.2       94.5:      12.8        5.5
Other:     100.0:      33.2       20.4        8.0       47.5       66.0       88.8       94.5:      11.2        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        45         19         19         25         19         76         52:
Old  :        97:        44         21         14         24         18         72         49:
Other:        30:        12          7          8          8          4         25         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       57.2       42.1       71.8       26.5       50.2       36.7       62.4
Old  :                 29.9       59.5       42.5       72.4       26.3       51.9       37.2       64.7
Other:                 52.4       73.1       72.2       85.6       49.6       72.6       68.9       82.9
 
                    FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE                            Code-040701
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (CONTRACTS OF 15,000 POUNDS)                              :
     :          :                                                                            :
All  :    31,364:    13,064      2,473      1,630     12,724     25,383     27,418     29,486:     3,946      1,878
Old  :    29,504:    12,659      2,789        960     12,117     23,912     25,736     27,661:     3,768      1,843
Other:     1,860:       842        121        233        607      1,471      1,682      1,825:       178         35
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       173:      -242        203         -7        597       -206        348        -10:      -175        183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.7        7.9        5.2       40.6       80.9       87.4       94.0:      12.6        6.0
Old  :     100.0:      42.9        9.5        3.3       41.1       81.0       87.2       93.8:      12.8        6.2
Other:     100.0:      45.3        6.5       12.5       32.6       79.1       90.4       98.1:       9.6        1.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        95:        46         15         17         23         17         77         44:
Old  :        94:        47         17         12         22         15         72         41:
Other:        31:        13          7          6          7          5         24         14:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       60.4       42.0       76.6       24.1       51.7       35.8       66.2
Old  :                 30.3       62.1       43.0       76.7       24.5       52.9       36.4       67.0
Other:                 46.6       81.6       68.6       92.7       43.6       77.8       63.8       83.3
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, August 16, 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  :   132,584:    26,194     37,566      2,856     93,901     84,566    122,951    124,988:     9,633      7,596
Old  :     5,617:     1,337        367          0      2,640      4,547      3,977      4,914:     1,640        703
Other:   126,967:    24,919     37,261      2,794     91,261     80,019    118,974    120,074:     7,993      6,893
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,575:     3,425     15,418        512      2,059    -10,914      5,996      5,016:       579      1,559
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       28.3        2.2       70.8       63.8       92.7       94.3:       7.3        5.7
Old  :     100.0:      23.8        6.5        0.0       47.0       81.0       70.8       87.5:      29.2       12.5
Other:     100.0:      19.6       29.3        2.2       71.9       63.0       93.7       94.6:       6.3        5.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       163:        50         52         15         50         35        109         98:
Old  :        41:        11          4          0         19          9         30         13:
Other:       161:        48         53         14         47         32        104         94:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.5       30.6       51.8       45.7       25.1       22.4       37.8       32.1
Old  :                 31.5       77.4       46.6       85.1       30.6       77.4       45.7       85.1
Other:                 35.8       30.3       53.8       45.3       25.9       21.8       39.2       32.0
 
                                 COCOA - NEW YORK BOARD OF TRADE                                        Code-073732
Commitments of Traders - Futures Only, August 9, 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  :   126,009:    22,769     22,148      2,344     91,842     95,480    116,955    119,972:     9,054      6,037
Old  :    28,057:     5,342     13,698        179     18,163     11,232     23,684     25,109:     4,373      2,948
Other:    97,952:    18,125      9,148      1,467     73,679     84,248     93,271     94,863:     4,681      3,089
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -665:        35     -1,191        366     -1,467     -1,516     -1,066     -2,341:       401      1,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.6        1.9       72.9       75.8       92.8       95.2:       7.2        4.8
Old  :     100.0:      19.0       48.8        0.6       64.7       40.0       84.4       89.5:      15.6       10.5
Other:     100.0:      18.5        9.3        1.5       75.2       86.0       95.2       96.8:       4.8        3.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        49         42         15         51         38        109         90:
Old  :       111:        32         26          2         40         19         73         47:
Other:       119:        35         26         10         43         37         83         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       33.7       51.0       49.4       22.4       22.8       34.7       31.8
Old  :                 31.9       35.7       42.2       51.0       27.4       35.6       37.7       48.9
Other:                 40.8       39.9       57.1       57.1       27.2       26.5       36.8       37.5
 
                             SUGAR NO. 11 - NEW YORK BOARD OF TRADE                                     Code-080732
Commitments of Traders - Futures Only, August 16, 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  :   472,883:   165,801     51,640     33,777    201,579    346,888    401,157    432,305:    71,726     40,578
Old  :   472,883:   165,801     51,640     33,777    201,579    346,888    401,157    432,305:    71,726     40,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :   -16,693:    -8,314        531     -2,457       -556    -10,505    -11,327    -12,431:    -5,366     -4,262
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       10.9        7.1       42.6       73.4       84.8       91.4:      15.2        8.6
Old  :     100.0:      35.1       10.9        7.1       42.6       73.4       84.8       91.4:      15.2        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       180:        66         36         39         57         54        151        109:
Old  :       180:        66         36         39         57         54        151        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  :                 14.5       28.4       25.5       48.8       14.5       24.5       23.9       38.7
Old  :                 14.5       28.4       25.5       48.8       14.5       24.5       23.9       38.7
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                                     Code-080732
Commitments of Traders - Futures Only, August 9, 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  :   489,576:   174,115     51,109     36,234    202,135    357,393    412,484    444,736:    77,092     44,840
Old  :   489,576:   174,115     51,109     36,234    202,135    357,393    412,484    444,736:    77,092     44,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    36,721:    19,368      9,048      7,081     11,998     16,911     38,447     33,040:    -1,726      3,681
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.6       10.4        7.4       41.3       73.0       84.3       90.8:      15.7        9.2
Old  :     100.0:      35.6       10.4        7.4       41.3       73.0       84.3       90.8:      15.7        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  :       184:        65         41         43         54         54        153        111:
Old  :       184:        65         41         43         54         54        153        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  :                 14.0       29.7       24.5       49.1       14.0       24.4       23.6       38.8
Old  :                 14.0       29.7       24.5       49.1       14.0       24.4       23.6       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, August 16, 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  :    91,538:    24,192     18,032      5,949     53,053     61,268     83,194     85,249:     8,344      6,289
Old  :    22,880:     7,924      4,971         94     10,903     15,064     18,921     20,129:     3,959      2,751
Other:    68,658:    18,050     14,843      4,073     42,150     46,204     64,273     65,120:     4,385      3,538
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -1,639:    -3,006      1,293     -1,639      2,297     -2,059     -2,348     -2,405:       709        766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.4       19.7        6.5       58.0       66.9       90.9       93.1:       9.1        6.9
Old  :     100.0:      34.6       21.7        0.4       47.7       65.8       82.7       88.0:      17.3       12.0
Other:     100.0:      26.3       21.6        5.9       61.4       67.3       93.6       94.8:       6.4        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        88         69         38         86         86        195        179:
Old  :       161:        40         35          4         50         48         92         85:
Other:       251:        79         62         26         73         80        165        157:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       23.8       34.1       36.6       18.9       16.7       30.1       26.3
Old  :                 34.4       44.9       45.4       54.4       30.7       39.6       40.5       47.9
Other:                 24.3       24.7       39.7       38.3       24.3       16.7       38.4       27.9
 
                               COFFEE C - NEW YORK BOARD OF TRADE                                       Code-083731
Commitments of Traders - Futures Only, August 9, 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  :    93,177:    27,198     16,739      7,588     50,756     63,327     85,542     87,654:     7,635      5,523
Old  :    41,806:    19,600     15,185        166     16,759     22,774     36,525     38,125:     5,281      3,681
Other:    51,371:    12,389      6,345      2,631     33,997     40,553     49,017     49,529:     2,354      1,842
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -512:       380         52        186        574        131      1,140        369:    -1,652       -881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.2       18.0        8.1       54.5       68.0       91.8       94.1:       8.2        5.9
Old  :     100.0:      46.9       36.3        0.4       40.1       54.5       87.4       91.2:      12.6        8.8
Other:     100.0:      24.1       12.4        5.1       66.2       78.9       95.4       96.4:       4.6        3.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        91         74         55         91         90        214        200:
Old  :       260:        83         72          6         60         59        144        136:
Other:       220:        65         43         26         71         84        150        142:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.0       23.7       33.8       35.0       18.7       17.3       30.6       27.4
Old  :                 20.3       31.7       31.8       44.1       20.2       29.1       31.7       41.5
Other:                 28.5       27.8       44.6       42.8       26.2       20.7       40.0       30.7
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                  (U.S. DOLLAR INDEX X $1000)                               :
     :          :                                                                            :
All  :    19,267:     5,227      3,099      2,453      9,579     11,055     17,259     16,607:     2,008      2,660
Old  :    19,267:     5,227      3,099      2,453      9,579     11,055     17,259     16,607:     2,008      2,660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -7,183:    -7,888        438       -199      1,235     -8,183     -6,852     -7,944:      -331        761
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       16.1       12.7       49.7       57.4       89.6       86.2:      10.4       13.8
Old  :     100.0:      27.1       16.1       12.7       49.7       57.4       89.6       86.2:      10.4       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  :        36:         8         16          8          7          4         21         24:
Old  :        36:         8         16          8          7          4         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  :                 62.2       69.7       81.4       80.2       61.4       61.1       72.5       68.3
Old  :                 62.2       69.7       81.4       80.2       61.4       61.1       72.5       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                                  Code-098662
Commitments of Traders - Futures Only, August 9, 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  :    26,450:    13,115      2,661      2,652      8,344     19,238     24,111     24,551:     2,339      1,899
Old  :    26,450:    13,115      2,661      2,652      8,344     19,238     24,111     24,551:     2,339      1,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       718:     1,475        256        458       -551        278      1,382        992:      -664       -274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.6       10.1       10.0       31.5       72.7       91.2       92.8:       8.8        7.2
Old  :     100.0:      49.6       10.1       10.0       31.5       72.7       91.2       92.8:       8.8        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:        14         15          9          7          6         29         24:
Old  :        42:        14         15          9          7          6         29         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  :                 39.3       77.9       65.1       85.6       39.3       67.6       62.1       74.0
Old  :                 39.3       77.9       65.1       85.6       39.3       67.6       62.1       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-022651
Commitments of Traders - Futures Only, August 16, 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  :   192,223:    40,862     22,656     23,584     91,145    121,233    155,591    167,473:    36,632     24,750
Old  :   192,223:    40,862     22,656     23,584     91,145    121,233    155,591    167,473:    36,632     24,750
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    10,479:     5,312      1,170      1,295      3,303      8,829      9,910     11,294:       569       -815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       11.8       12.3       47.4       63.1       80.9       87.1:      19.1       12.9
Old  :     100.0:      21.3       11.8       12.3       47.4       63.1       80.9       87.1:      19.1       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        36         28         30         63         57        121         96:
Old  :       133:        36         28         30         63         57        121         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  :                 15.0       21.6       26.1       32.7       12.2       14.4       19.5       20.1
Old  :                 15.0       21.6       26.1       32.7       12.2       14.4       19.5       20.1
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                         Code-022651
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   181,744:    35,550     21,486     22,289     87,842    112,404    145,681    156,179:    36,063     25,565
Old  :   181,744:    35,550     21,486     22,289     87,842    112,404    145,681    156,179:    36,063     25,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     5,062:     2,353       -220        600      1,263      3,641      4,216      4,021:       846      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       11.8       12.3       48.3       61.8       80.2       85.9:      19.8       14.1
Old  :     100.0:      19.6       11.8       12.3       48.3       61.8       80.2       85.9:      19.8       14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       128:        30         32         33         59         57        114        100:
Old  :       128:        30         32         33         59         57        114        100:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.8       20.2       25.9       31.9       12.9       13.7       20.4       19.8
Old  :                 14.8       20.2       25.9       31.9       12.9       13.7       20.4       19.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, August 16, 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  :   542,558:    75,959     76,789    173,241    221,867    253,356    471,067    503,386:    71,491     39,172
Old  :   542,558:    75,959     76,789    173,241    221,867    253,356    471,067    503,386:    71,491     39,172
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    14,754:    11,071      1,325     -4,348      8,229      7,615     14,952      4,592:      -198     10,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       14.2       31.9       40.9       46.7       86.8       92.8:      13.2        7.2
Old  :     100.0:      14.0       14.2       31.9       40.9       46.7       86.8       92.8:      13.2        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       216:        60         50         69         98         85        201        165:
Old  :       216:        60         50         69         98         85        201        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  :                 18.9       24.4       28.1       36.7        6.9       11.7       11.0       18.6
Old  :                 18.9       24.4       28.1       36.7        6.9       11.7       11.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                           NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                   Code-023651
Commitments of Traders - Futures Only, August 9, 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  :   527,804:    64,888     75,464    177,589    213,638    245,741    456,115    498,794:    71,689     29,010
Old  :   527,804:    64,888     75,464    177,589    213,638    245,741    456,115    498,794:    71,689     29,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    25,710:    11,959      6,738      9,119      5,058      7,569     26,136     23,426:      -426      2,284
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       14.3       33.6       40.5       46.6       86.4       94.5:      13.6        5.5
Old  :     100.0:      12.3       14.3       33.6       40.5       46.6       86.4       94.5:      13.6        5.5
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  :       209:        57         44         64        100         85        194        161:
Old  :       209:        57         44         64        100         85        194        161:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       26.0       29.9       38.3        7.6       11.5       11.7       17.6
Old  :                 20.3       26.0       29.9       38.3        7.6       11.5       11.7       17.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    37,939:     3,436      4,837      1,764     28,658     23,503     33,858     30,104:     4,081      7,835
Old  :    37,939:     3,436      4,837      1,764     28,658     23,503     33,858     30,104:     4,081      7,835
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,564:    -1,814        366      1,024      2,994         40      2,204      1,430:       360      1,134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1       12.7        4.6       75.5       61.9       89.2       79.3:      10.8       20.7
Old  :     100.0:       9.1       12.7        4.6       75.5       61.9       89.2       79.3:      10.8       20.7
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  :        25:         2          3          2         17         12         20         16:
Old  :        25:         2          3          2         17         12         20         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  :                 44.9       40.3       68.2       63.2       39.3       36.3       59.0       58.0
Old  :                 44.9       40.3       68.2       63.2       39.3       36.3       59.0       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365B
Commitments of Traders - Futures Only, August 9, 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  :    35,375:     5,250      4,471        740     25,664     23,463     31,654     28,674:     3,721      6,701
Old  :    35,375:     5,250      4,471        740     25,664     23,463     31,654     28,674:     3,721      6,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -1,049:     1,300        578       -599     -1,444       -684       -743       -705:      -306       -344
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       12.6        2.1       72.5       66.3       89.5       81.1:      10.5       18.9
Old  :     100.0:      14.8       12.6        2.1       72.5       66.3       89.5       81.1:      10.5       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  :        24:         2          3          1         16         12         18         16:
Old  :        24:         2          3          1         16         12         18         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  :                 47.8       41.7       70.7       65.3       42.0       38.5       64.1       61.7
Old  :                 47.8       41.7       70.7       65.3       42.0       38.5       64.1       61.7
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                                 Code-02365C
Commitments of Traders - Futures Only, August 16, 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  :   127,255:    12,451     16,004     12,776     90,618     93,817    115,845    122,597:    11,410      4,658
Old  :   127,255:    12,451     16,004     12,776     90,618     93,817    115,845    122,597:    11,410      4,658
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       844:     6,098     -3,200     -1,828     -2,394      5,804      1,876        776:    -1,032         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       12.6       10.0       71.2       73.7       91.0       96.3:       9.0        3.7
Old  :     100.0:       9.8       12.6       10.0       71.2       73.7       91.0       96.3:       9.0        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          2          4         24         27         28         32:
Old  :        36:         3          2          4         24         27         28         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  :                 61.3       32.5       75.1       57.8       50.8       30.7       60.9       51.6
Old  :                 61.3       32.5       75.1       57.8       50.8       30.7       60.9       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365C
Commitments of Traders - Futures Only, August 9, 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  :   126,411:     6,353     19,204     14,604     93,012     88,013    113,969    121,821:    12,442      4,590
Old  :   126,411:     6,353     19,204     14,604     93,012     88,013    113,969    121,821:    12,442      4,590
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     3,498:     3,442     -6,244     -1,904       -687      9,608        851      1,460:     2,647      2,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0       15.2       11.6       73.6       69.6       90.2       96.4:       9.8        3.6
Old  :     100.0:       5.0       15.2       11.6       73.6       69.6       90.2       96.4:       9.8        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         2          3          4         24         28         28         33:
Old  :        36:         2          3          4         24         28         28         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.0       38.2       73.4       60.3       52.1       31.1       58.3       49.7
Old  :                 62.0       38.2       73.4       60.3       52.1       31.1       58.3       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, August 16, 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  :    75,760:    24,117     13,157      2,684     45,184     51,587     71,985     67,428:     3,775      8,332
Old  :    75,760:    24,117     13,157      2,684     45,184     51,587     71,985     67,428:     3,775      8,332
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,848:   -12,703      3,020          0     14,455        594      1,752      3,614:        96     -1,766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       17.4        3.5       59.6       68.1       95.0       89.0:       5.0       11.0
Old  :     100.0:      31.8       17.4        3.5       59.6       68.1       95.0       89.0:       5.0       11.0
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  :        27:         2          3          1         18         14         20         18:
Old  :        27:         2          3          1         18         14         20         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  :                 67.8       38.7       83.3       65.9       58.4       34.0       69.9       58.6
Old  :                 67.8       38.7       83.3       65.9       58.4       34.0       69.9       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                          TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365D
Commitments of Traders - Futures Only, August 9, 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  :    73,912:    36,820     10,137      2,684     30,729     50,993     70,233     63,814:     3,679     10,098
Old  :    73,912:    36,820     10,137      2,684     30,729     50,993     70,233     63,814:     3,679     10,098
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       706:     2,568      1,208          0     -2,196       -743        372        465:       334        241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.8       13.7        3.6       41.6       69.0       95.0       86.3:       5.0       13.7
Old  :     100.0:      49.8       13.7        3.6       41.6       69.0       95.0       86.3:       5.0       13.7
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:         2          3          1         14         13         16         17:
Old  :        23:         2          3          1         14         13         16         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  :                 71.8       41.1       87.8       65.7       65.5       33.6       75.9       56.8
Old  :                 71.8       41.1       87.8       65.7       65.5       33.6       75.9       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, August 16, 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  :    60,009:         0     19,006      3,140     51,060     37,203     54,200     59,349:     5,809        660
Old  :    60,009:         0     19,006      3,140     51,060     37,203     54,200     59,349:     5,809        660
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,972:      -550      5,236     -1,431      6,530      2,903      4,549      6,708:       423     -1,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       31.7        5.2       85.1       62.0       90.3       98.9:       9.7        1.1
Old  :     100.0:       0.0       31.7        5.2       85.1       62.0       90.3       98.9:       9.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          4          4         18         19         22         23:
Old  :        26:         0          4          4         18         19         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       45.8       61.8       71.3       26.2       41.0       37.5       50.9
Old  :                 40.6       45.8       61.8       71.3       26.2       41.0       37.5       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365E
Commitments of Traders - Futures Only, August 9, 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  :    55,037:       550     13,770      4,571     44,530     34,300     49,651     52,641:     5,386      2,396
Old  :    55,037:       550     13,770      4,571     44,530     34,300     49,651     52,641:     5,386      2,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     5,303:       550        920      1,890      1,707      3,339      4,147      6,149:     1,156       -846
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       25.0        8.3       80.9       62.3       90.2       95.6:       9.8        4.4
Old  :     100.0:       1.0       25.0        8.3       80.9       62.3       90.2       95.6:       9.8        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          3         18         17         21         21:
Old  :        25:         1          3          3         18         17         21         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       49.3       59.1       71.8       28.1       37.8       40.6       50.5
Old  :                 35.7       49.3       59.1       71.8       28.1       37.8       40.6       50.5
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                            Code-02365F
Commitments of Traders - Futures Only, August 16, 2005                 
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    62,010:    11,990     12,075      3,655     41,565     40,334     57,210     56,064:     4,800      5,946
Old  :    62,010:    11,990     12,075      3,655     41,565     40,334     57,210     56,064:     4,800      5,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     4,013:     1,558      2,324      1,001      2,800        -19      5,359      3,306:    -1,346        707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       19.5        5.9       67.0       65.0       92.3       90.4:       7.7        9.6
Old  :     100.0:      19.3       19.5        5.9       67.0       65.0       92.3       90.4:       7.7        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          6         21         21         27         28:
Old  :        31:         3          4          6         21         21         27         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  :                 48.9       32.4       68.5       53.4       42.0       30.2       53.4       44.8
Old  :                 48.9       32.4       68.5       53.4       42.0       30.2       53.4       44.8
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                            Code-02365F
Commitments of Traders - Futures Only, August 9, 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  :    57,997:    10,432      9,751      2,654     38,765     40,353     51,851     52,758:     6,146      5,239
Old  :    57,997:    10,432      9,751      2,654     38,765     40,353     51,851     52,758:     6,146      5,239
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     2,837:     2,729        293       -697     -1,394      1,662        638      1,258:     2,199      1,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       16.8        4.6       66.8       69.6       89.4       91.0:      10.6        9.0
Old  :     100.0:      18.0       16.8        4.6       66.8       69.6       89.4       91.0:      10.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          3          4         21         21         25         25:
Old  :        29:         1          3          4         21         21         25         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  :                 46.4       34.1       68.1       54.5       39.6       31.7       50.5       45.1
Old  :                 46.4       34.1       68.1       54.5       39.6       31.7       50.5       45.1
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                              Code-02365G
Commitments of Traders - Futures Only, August 16, 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  :    56,533:       397          0      1,801     53,709     49,844     55,907     51,645:       626      4,888
Old  :    56,533:       397          0      1,801     53,709     49,844     55,907     51,645:       626      4,888
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,459:      -666          0        610      1,577        971      1,521      1,581:       -62       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        3.2       95.0       88.2       98.9       91.4:       1.1        8.6
Old  :     100.0:       0.7        0.0        3.2       95.0       88.2       98.9       91.4:       1.1        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          0          1         22         22         23         23:
Old  :        25:         1          0          1         22         22         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  :                 59.9       42.5       78.6       65.5       55.1       38.2       66.5       56.0
Old  :                 59.9       42.5       78.6       65.5       55.1       38.2       66.5       56.0
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                              Code-02365G
Commitments of Traders - Futures Only, August 9, 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  :    55,074:     1,063          0      1,191     52,132     48,873     54,386     50,064:       688      5,010
Old  :    55,074:     1,063          0      1,191     52,132     48,873     54,386     50,064:       688      5,010
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -182:        -6          0         -2       -296         62       -304         60:       122       -242
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.0        2.2       94.7       88.7       98.8       90.9:       1.2        9.1
Old  :     100.0:       1.9        0.0        2.2       94.7       88.7       98.8       90.9:       1.2        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  :        25:         1          0          1         20         21         21         22:
Old  :        25:         1          0          1         20         21         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       42.5       81.1       66.1       57.6       38.9       68.8       57.3
Old  :                 61.9       42.5       81.1       66.1       57.6       38.9       68.8       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, August 16, 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  :    64,816:         0     15,995        240     56,065     43,716     56,305     59,951:     8,511      4,865
Old  :    64,816:         0     15,995        240     56,065     43,716     56,305     59,951:     8,511      4,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,656:         0      2,674       -213      1,829        373      1,616      2,834:     1,040       -178
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       24.7        0.4       86.5       67.4       86.9       92.5:      13.1        7.5
Old  :     100.0:       0.0       24.7        0.4       86.5       67.4       86.9       92.5:      13.1        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  :        29:         0          2          1         24         20         25         22:
Old  :        29:         0          2          1         24         20         25         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  :                 34.6       52.0       56.1       77.2       28.9       47.4       47.0       67.2
Old  :                 34.6       52.0       56.1       77.2       28.9       47.4       47.0       67.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                Code-02365J
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :                        (2,500 MMBTU'S)                                     :
     :          :                                                                            :
All  :    62,160:         0     13,321        453     54,236     43,343     54,689     57,117:     7,471      5,043
Old  :    62,160:         0     13,321        453     54,236     43,343     54,689     57,117:     7,471      5,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -219:         0     -1,091        123       -404        844       -281       -124:        62        -95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       21.4        0.7       87.3       69.7       88.0       91.9:      12.0        8.1
Old  :     100.0:       0.0       21.4        0.7       87.3       69.7       88.0       91.9:      12.0        8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          1         24         20         25         22:
Old  :        29:         0          2          1         24         20         25         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  :                 38.0       54.6       58.6       76.3       32.5       51.6       49.1       68.2
Old  :                 38.0       54.6       58.6       76.3       32.5       51.6       49.1       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, August 16, 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  :    82,538:    23,745     10,801      5,463     49,794     61,424     79,002     77,688:     3,536      4,850
Old  :    82,538:    23,745     10,801      5,463     49,794     61,424     79,002     77,688:     3,536      4,850
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    -8,732:    -3,066    -30,876          0     -5,392     21,465     -8,458     -9,411:      -274        679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.8       13.1        6.6       60.3       74.4       95.7       94.1:       4.3        5.9
Old  :     100.0:      28.8       13.1        6.6       60.3       74.4       95.7       94.1:       4.3        5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          3         19         21         22         25:
Old  :        27:         3          1          3         19         21         22         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  :                 59.1       50.9       80.5       69.4       50.7       36.0       59.4       49.2
Old  :                 59.1       50.9       80.5       69.4       50.7       36.0       59.4       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                       DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-02365N
Commitments of Traders - Futures Only, August 9, 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  :    91,270:    26,811     41,677      5,463     55,186     39,959     87,460     87,099:     3,810      4,171
Old  :    91,270:    26,811     41,677      5,463     55,186     39,959     87,460     87,099:     3,810      4,171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -2,445:    -9,362     -5,444      1,272      6,433      1,609     -1,657     -2,563:      -788        118
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       45.7        6.0       60.5       43.8       95.8       95.4:       4.2        4.6
Old  :     100.0:      29.4       45.7        6.0       60.5       43.8       95.8       95.4:       4.2        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  :        26:         3          1          3         19         20         22         24:
Old  :        26:         3          1          3         19         20         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  :                 63.2       66.1       82.1       78.8       57.2       60.6       71.4       67.4
Old  :                 63.2       66.1       82.1       78.8       57.2       60.6       71.4       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, August 16, 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  :    38,007:     3,013      1,023      2,061     30,060     25,786     35,134     28,870:     2,873      9,137
Old  :    38,007:     3,013      1,023      2,061     30,060     25,786     35,134     28,870:     2,873      9,137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,795:      -638        -42      1,116      3,487      1,470      3,965      2,544:      -170      1,251
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9        2.7        5.4       79.1       67.8       92.4       76.0:       7.6       24.0
Old  :     100.0:       7.9        2.7        5.4       79.1       67.8       92.4       76.0:       7.6       24.0
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  :        24:         3          1          2         16         17         20         19:
Old  :        24:         3          1          2         16         17         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       37.9       71.8       57.3       38.3       26.6       60.2       40.8
Old  :                 46.1       37.9       71.8       57.3       38.3       26.6       60.2       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                         WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                 Code-02365O
Commitments of Traders - Futures Only, August 9, 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  :    34,212:     3,651      1,065        945     26,573     24,316     31,169     26,326:     3,043      7,886
Old  :    34,212:     3,651      1,065        945     26,573     24,316     31,169     26,326:     3,043      7,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,393:       236        865       -351        904        396        789        910:       604        483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7        3.1        2.8       77.7       71.1       91.1       76.9:       8.9       23.1
Old  :     100.0:      10.7        3.1        2.8       77.7       71.1       91.1       76.9:       8.9       23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          1          1         16         18         20         19:
Old  :        24:         3          1          1         16         18         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       41.9       69.6       61.3       39.0       29.6       62.5       44.7
Old  :                 42.2       41.9       69.6       61.3       39.0       29.6       62.5       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                        HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE                               Code-03565B
Commitments of Traders - Futures Only, August 16, 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  : 1,212,777:   326,100     68,268    230,994    633,989    899,984  1,191,083  1,199,246:    21,694     13,531
Old  : 1,212,777:   326,100     68,268    230,994    633,989    899,984  1,191,083  1,199,246:    21,694     13,531
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    34,513:    12,510      1,276     10,270      8,615     19,881     31,395     31,427:     3,118      3,086
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.9        5.6       19.0       52.3       74.2       98.2       98.9:       1.8        1.1
Old  :     100.0:      26.9        5.6       19.0       52.3       74.2       98.2       98.9:       1.8        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        22         17         36         86         80        123        118:
Old  :       130:        22         17         36         86         80        123        118:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       24.8       43.6       39.9       22.4       16.5       32.2       28.5
Old  :                 28.4       24.8       43.6       39.9       22.4       16.5       32.2       28.5
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                               Code-03565B
Commitments of Traders - Futures Only, August 9, 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  : 1,178,264:   313,590     66,992    220,724    625,374    880,103  1,159,688  1,167,819:    18,576     10,445
Old  : 1,178,264:   313,590     66,992    220,724    625,374    880,103  1,159,688  1,167,819:    18,576     10,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    58,760:     7,442      5,899     24,287     27,789     30,158     59,518     60,344:      -758     -1,584
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        5.7       18.7       53.1       74.7       98.4       99.1:       1.6        0.9
Old  :     100.0:      26.6        5.7       18.7       53.1       74.7       98.4       99.1:       1.6        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       130:        22         18         35         85         82        121        121:
Old  :       130:        22         18         35         85         82        121        121:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       24.8       43.6       40.4       23.1       16.9       32.8       28.9
Old  :                 28.4       24.8       43.6       40.4       23.1       16.9       32.8       28.9
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                         Code-03565C
Commitments of Traders - Futures Only, August 16, 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  :   190,499:    25,419     38,607     63,439    100,125     86,060    188,983    188,106:     1,516      2,393
Old  :   190,499:    25,419     38,607     63,439    100,125     86,060    188,983    188,106:     1,516      2,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     6,847:     2,231     -6,948      5,259        597      8,086      8,087      6,397:    -1,240        450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.3       20.3       33.3       52.6       45.2       99.2       98.7:       0.8        1.3
Old  :     100.0:      13.3       20.3       33.3       52.6       45.2       99.2       98.7:       0.8        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  :        53:        12         10         19         30         29         51         49:
Old  :        53:        12         10         19         30         29         51         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  :                 37.9       38.7       55.2       61.9       20.6       17.8       28.6       27.6
Old  :                 37.9       38.7       55.2       61.9       20.6       17.8       28.6       27.6
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                         Code-03565C
Commitments of Traders - Futures Only, August 9, 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  :   183,652:    23,188     45,555     58,180     99,528     77,974    180,896    181,709:     2,756      1,943
Old  :   183,652:    23,188     45,555     58,180     99,528     77,974    180,896    181,709:     2,756      1,943
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     4,674:    -4,160      2,461      2,000      7,254        451      5,094      4,912:      -420       -238
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       24.8       31.7       54.2       42.5       98.5       98.9:       1.5        1.1
Old  :     100.0:      12.6       24.8       31.7       54.2       42.5       98.5       98.9:       1.5        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         9         12         17         28         28         47         47:
Old  :        50:         9         12         17         28         28         47         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  :                 41.1       42.9       57.6       63.3       24.3       25.3       32.2       34.1
Old  :                 41.1       42.9       57.6       63.3       24.3       25.3       32.2       34.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, August 16, 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  :    79,822:    22,202      2,800     19,202     38,070     57,520     79,474     79,522:       348        300
Old  :    79,822:    22,202      2,800     19,202     38,070     57,520     79,474     79,522:       348        300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,644:       180     -1,380       -280      1,644      3,104      1,544      1,444:       100        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        3.5       24.1       47.7       72.1       99.6       99.6:       0.4        0.4
Old  :     100.0:      27.8        3.5       24.1       47.7       72.1       99.6       99.6:       0.4        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  :        54:         8          4          9         39         36         50         46:
Old  :        54:         8          4          9         39         36         50         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  :                 53.0       48.9       66.3       69.5       34.6       41.8       41.9       48.1
Old  :                 53.0       48.9       66.3       69.5       34.6       41.8       41.9       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                             Code-064657
Commitments of Traders - Futures Only, August 9, 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  :    78,178:    22,022      4,180     19,482     36,426     54,416     77,930     78,078:       248        100
Old  :    78,178:    22,022      4,180     19,482     36,426     54,416     77,930     78,078:       248        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     5,358:     2,690        100      1,860        908      4,078      5,458      6,038:      -100       -680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2        5.3       24.9       46.6       69.6       99.7       99.9:       0.3        0.1
Old  :     100.0:      28.2        5.3       24.9       46.6       69.6       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:         7          3          9         37         35         47         44:
Old  :        51:         7          3          9         37         35         47         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  :                 52.7       48.6       67.2       68.7       36.2       41.7       43.6       49.3
Old  :                 52.7       48.6       67.2       68.7       36.2       41.7       43.6       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE                             Code-064658
Commitments of Traders - Futures Only, August 9, 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  :       780:       280        140         20        360        520        660        680:       120        100
Old  :       780:       280        140         20        360        520        660        680:       120        100
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.9       17.9        2.6       46.2       66.7       84.6       87.2:      15.4       12.8
Old  :     100.0:      35.9       17.9        2.6       46.2       66.7       84.6       87.2:      15.4       12.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          1          7          9         10         12:
Old  :        20:         2          3          1          7          9         10         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       38.5       76.9       69.2       56.4       38.5       76.9       66.7
Old  :                 56.4       38.5       76.9       69.2       56.4       38.5       76.9       66.7
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                             Code-06465A
Commitments of Traders - Futures Only, August 16, 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  :    25,582:     2,666      3,064      4,136     18,738     17,621     25,540     24,821:        42        761
Old  :    25,582:     2,666      3,064      4,136     18,738     17,621     25,540     24,821:        42        761
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,531:        65        991        124      1,342        206      1,531      1,321:         0        210
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       12.0       16.2       73.2       68.9       99.8       97.0:       0.2        3.0
Old  :     100.0:      10.4       12.0       16.2       73.2       68.9       99.8       97.0:       0.2        3.0
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  :        33:         1          5          4         19         24         24         29:
Old  :        33:         1          5          4         19         24         24         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  :                 60.6       46.9       81.7       65.1       54.8       36.3       62.4       47.8
Old  :                 60.6       46.9       81.7       65.1       54.8       36.3       62.4       47.8
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                             Code-06465A
Commitments of Traders - Futures Only, August 9, 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  :    24,051:     2,601      2,073      4,012     17,396     17,415     24,009     23,500:        42        551
Old  :    24,051:     2,601      2,073      4,012     17,396     17,415     24,009     23,500:        42        551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :      -741:         0        210        -36       -623       -325       -659       -151:       -82       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.8        8.6       16.7       72.3       72.4       99.8       97.7:       0.2        2.3
Old  :     100.0:      10.8        8.6       16.7       72.3       72.4       99.8       97.7:       0.2        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         2          4          4         19         24         24         29:
Old  :        33:         2          4          4         19         24         24         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  :                 63.3       46.8       81.2       64.5       55.3       35.4       60.0       47.8
Old  :                 63.3       46.8       81.2       64.5       55.3       35.4       60.0       47.8
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                             Code-06465B
Commitments of Traders - Futures Only, August 16, 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  :    12,257:       540      3,354      2,842      7,605      5,003     10,987     11,199:     1,270      1,058
Old  :    12,257:       540      3,354      2,842      7,605      5,003     10,987     11,199:     1,270      1,058
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,627:         0       -124        252        699      1,033        951      1,161:       676        466
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       27.4       23.2       62.0       40.8       89.6       91.4:      10.4        8.6
Old  :     100.0:       4.4       27.4       23.2       62.0       40.8       89.6       91.4:      10.4        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          3         17         14         22         17:
Old  :        28:         3          2          3         17         14         22         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       59.6       65.8       79.2       30.7       43.0       47.4       58.1
Old  :                 46.4       59.6       65.8       79.2       30.7       43.0       47.4       58.1
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                             Code-06465B
Commitments of Traders - Futures Only, August 9, 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  :    10,630:       540      3,478      2,590      6,906      3,970     10,036     10,038:       594        592
Old  :    10,630:       540      3,478      2,590      6,906      3,970     10,036     10,038:       594        592
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       426:       -42        -84         63        363        405        384        384:        42         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       32.7       24.4       65.0       37.3       94.4       94.4:       5.6        5.6
Old  :     100.0:       5.1       32.7       24.4       65.0       37.3       94.4       94.4:       5.6        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  :        28:         3          2          3         17         12         22         15:
Old  :        28:         3          2          3         17         12         22         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  :                 46.6       67.5       68.9       84.8       31.2       49.5       49.7       59.8
Old  :                 46.6       67.5       68.9       84.8       31.2       49.5       49.7       59.8
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                             Code-06465C
Commitments of Traders - Futures Only, August 16, 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  :    11,866:     2,151      2,913        567      8,617      7,744     11,335     11,224:       531        642
Old  :    11,866:     2,151      2,913        567      8,617      7,744     11,335     11,224:       531        642
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,018:         2          0          0        508        510        510        510:       508        508
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.5        4.8       72.6       65.3       95.5       94.6:       4.5        5.4
Old  :     100.0:      18.1       24.5        4.8       72.6       65.3       95.5       94.6:       4.5        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  :        20:         2          3          3         11          6         14         11:
Old  :        20:         2          3          3         11          6         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       84.6       92.5       93.5       75.1       78.8       80.9       81.5
Old  :                 77.4       84.6       92.5       93.5       75.1       78.8       80.9       81.5
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                             Code-06465C
Commitments of Traders - Futures Only, August 9, 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  :    10,848:     2,149      2,913        567      8,109      7,234     10,825     10,714:        23        134
Old  :    10,848:     2,149      2,913        567      8,109      7,234     10,825     10,714:        23        134
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    -1,091:       261        -58         21       -843       -972       -561     -1,009:      -530        -82
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       26.9        5.2       74.8       66.7       99.8       98.8:       0.2        1.2
Old  :     100.0:      19.8       26.9        5.2       74.8       66.7       99.8       98.8:       0.2        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          3         11          6         14         11:
Old  :        20:         2          3          3         11          6         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.3       87.8       96.5       97.5       72.8       81.5       83.8       84.4
Old  :                 75.3       87.8       96.5       97.5       72.8       81.5       83.8       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                     ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                            Code-06465H
Commitments of Traders - Futures Only, August 16, 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  :    15,302:     3,100      3,414      3,120      8,922      8,508     15,142     15,042:       160        260
Old  :    15,302:     3,100      3,414      3,120      8,922      8,508     15,142     15,042:       160        260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     1,948:      -180      1,000        260      1,888        888      1,968      2,148:       -20       -200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       22.3       20.4       58.3       55.6       99.0       98.3:       1.0        1.7
Old  :     100.0:      20.3       22.3       20.4       58.3       55.6       99.0       98.3:       1.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          2          6         17         19         23         25:
Old  :        26:         4          2          6         17         19         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       60.6       75.6       76.8       40.3       43.1       51.3       51.9
Old  :                 48.5       60.6       75.6       76.8       40.3       43.1       51.3       51.9
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                            Code-06465H
Commitments of Traders - Futures Only, August 9, 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  :    13,354:     3,280      2,414      2,860      7,034      7,620     13,174     12,894:       180        460
Old  :    13,354:     3,280      2,414      2,860      7,034      7,620     13,174     12,894:       180        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :       428:      -240        720        -80        768       -232        448        408:       -20         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       18.1       21.4       52.7       57.1       98.7       96.6:       1.3        3.4
Old  :     100.0:      24.6       18.1       21.4       52.7       57.1       98.7       96.6:       1.3        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  :        23:         4          2          5         16         16         22         21:
Old  :        23:         4          2          5         16         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  :                 44.6       60.6       72.5       77.6       34.3       42.0       47.9       49.8
Old  :                 44.6       60.6       72.5       77.6       34.3       42.0       47.9       49.8
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                          Code-06465M
Commitments of Traders - Futures Only, August 16, 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  :    25,076:    12,390        280      2,010     10,200     22,434     24,600     24,724:       476        352
Old  :    25,076:    12,390        280      2,010     10,200     22,434     24,600     24,724:       476        352
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     2,770:     1,270          0        810        550      1,980      2,630      2,790:       140        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        1.1        8.0       40.7       89.5       98.1       98.6:       1.9        1.4
Old  :     100.0:      49.4        1.1        8.0       40.7       89.5       98.1       98.6:       1.9        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  :        31:         4          1          4         22         23         26         28:
Old  :        31:         4          1          4         22         23         26         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  :                 70.1       53.9       82.1       78.1       60.3       49.3       71.1       69.0
Old  :                 70.1       53.9       82.1       78.1       60.3       49.3       71.1       69.0
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                          Code-06465M
Commitments of Traders - Futures Only, August 9, 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  :    22,306:    11,120        280      1,200      9,650     20,454     21,970     21,934:       336        372
Old  :    22,306:    11,120        280      1,200      9,650     20,454     21,970     21,934:       336        372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,794:     1,320          0        -40        550      1,834      1,830      1,794:       -36          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9        1.3        5.4       43.3       91.7       98.5       98.3:       1.5        1.7
Old  :     100.0:      49.9        1.3        5.4       43.3       91.7       98.5       98.3:       1.5        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          1          4         21         22         25         27:
Old  :        30:         4          1          4         21         22         25         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  :                 69.5       59.8       82.1       82.9       62.3       55.7       73.1       73.6
Old  :                 69.5       59.8       82.1       82.9       62.3       55.7       73.1       73.6
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                             Code-067651
Commitments of Traders - Futures Only, August 16, 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  :   957,767:   154,463    114,068    181,002    552,971    578,683    888,436    873,753:    69,331     84,014
Old  :   957,767:   154,463    114,068    181,002    552,971    578,683    888,436    873,753:    69,331     84,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :    70,252:    15,063      9,656     18,557     43,712     45,034     77,332     73,247:    -7,080     -2,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.9       18.9       57.7       60.4       92.8       91.2:       7.2        8.8
Old  :     100.0:      16.1       11.9       18.9       57.7       60.4       92.8       91.2:       7.2        8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        88         84        102         82         90        238        224:
Old  :       286:        88         84        102         82         90        238        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  :                 19.9       17.5       30.6       27.8       15.6       11.6       21.8       18.5
Old  :                 19.9       17.5       30.6       27.8       15.6       11.6       21.8       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                      CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE                             Code-067651
Commitments of Traders - Futures Only, August 9, 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  :   887,515:   139,400    104,412    162,445    509,259    533,649    811,104    800,506:    76,411     87,009
Old  :   887,515:   139,400    104,412    162,445    509,259    533,649    811,104    800,506:    76,411     87,009
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :    47,336:    18,339      9,421      1,707     18,808     25,321     38,854     36,449:     8,482     10,887
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       11.8       18.3       57.4       60.1       91.4       90.2:       8.6        9.8
Old  :     100.0:      15.7       11.8       18.3       57.4       60.1       91.4       90.2:       8.6        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  :       293:        86         97        104         80         91        232        238:
Old  :       293:        86         97        104         80         91        232        238:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.9       15.5       31.1       25.9       16.7       11.5       23.4       18.0
Old  :                 19.9       15.5       31.1       25.9       16.7       11.5       23.4       18.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, August 16, 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  :    14,444:     8,598      5,063        572      2,568      8,189     11,738     13,824:     2,706        620
Old  :    14,444:     8,598      5,063        572      2,568      8,189     11,738     13,824:     2,706        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :       134:      -192        717        295        100       -831        203        181:       -69        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.5       35.1        4.0       17.8       56.7       81.3       95.7:      18.7        4.3
Old  :     100.0:      59.5       35.1        4.0       17.8       56.7       81.3       95.7:      18.7        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  :       112:        57         18          5         12         25         72         46:
Old  :       112:        57         18          5         12         25         72         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  :                 23.8       41.0       38.2       58.0       23.8       41.0       37.8       57.6
Old  :                 23.8       41.0       38.2       58.0       23.8       41.0       37.8       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                            PALLADIUM - NEW YORK MERCANTILE EXCHANGE                                    Code-075651
Commitments of Traders - Futures Only, August 9, 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  :    14,310:     8,790      4,346        277      2,468      9,020     11,535     13,643:     2,775        667
Old  :    14,310:     8,790      4,346        277      2,468      9,020     11,535     13,643:     2,775        667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :        11:       -57        106         -8         67       -204          2       -106:         9        117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.4       30.4        1.9       17.2       63.0       80.6       95.3:      19.4        4.7
Old  :     100.0:      61.4       30.4        1.9       17.2       63.0       80.6       95.3:      19.4        4.7
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  :       111:        57         16          2         12         26         71         43:
Old  :       111:        57         16          2         12         26         71         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  :                 24.1       37.7       37.9       55.3       24.1       37.7       37.9       55.3
Old  :                 24.1       37.7       37.9       55.3       24.1       37.7       37.9       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, August 16, 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  :    11,659:     8,117        641          8      1,020     10,005      9,145     10,654:     2,514      1,005
Old  :    11,659:     8,117        641          8      1,020     10,005      9,145     10,654:     2,514      1,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :      -675:      -538        -83          0       -150       -368       -688       -451:        13       -224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6        5.5        0.1        8.7       85.8       78.4       91.4:      21.6        8.6
Old  :     100.0:      69.6        5.5        0.1        8.7       85.8       78.4       91.4:      21.6        8.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        28          6          1          7         22         35         29:
Old  :        58:        28          6          1          7         22         35         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  :                 32.4       52.1       46.4       71.2       32.4       51.7       45.8       70.8
Old  :                 32.4       52.1       46.4       71.2       32.4       51.7       45.8       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                             PLATINUM - NEW YORK MERCANTILE EXCHANGE                                    Code-076651
Commitments of Traders - Futures Only, August 9, 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  :    12,334:     8,655        724          8      1,170     10,373      9,833     11,105:     2,501      1,229
Old  :    12,334:     8,655        724          8      1,170     10,373      9,833     11,105:     2,501      1,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     1,402:     1,077       -102          0        212      1,280      1,289      1,178:       113        224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2        5.9        0.1        9.5       84.1       79.7       90.0:      20.3       10.0
Old  :     100.0:      70.2        5.9        0.1        9.5       84.1       79.7       90.0:      20.3       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  :        57:        27          7          1          7         20         34         28:
Old  :        57:        27          7          1          7         20         34         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  :                 33.5       48.0       46.9       68.9       33.5       47.7       46.6       68.5
Old  :                 33.5       48.0       46.9       68.9       33.5       47.7       46.6       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
                  UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE                         Code-111652
Commitments of Traders - Futures Only, August 16, 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  :   160,920:    51,164      7,259      9,301     82,513    133,897    142,978    150,457:    17,942     10,463
Old  :   160,920:    51,164      7,259      9,301     82,513    133,897    142,978    150,457:    17,942     10,463
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 9, 2005                       :
     :     3,849:     1,862     -1,974      1,795       -915      3,425      2,742      3,246:     1,107        603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8        4.5        5.8       51.3       83.2       88.9       93.5:      11.1        6.5
Old  :     100.0:      31.8        4.5        5.8       51.3       83.2       88.9       93.5:      11.1        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       169:        61         17         33         73         78        148        117:
Old  :       169:        61         17         33         73         78        148        117:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.2       25.4       35.8       40.6       15.5       18.9       25.2       28.7
Old  :                 21.2       25.4       35.8       40.6       15.5       18.9       25.2       28.7
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                         Code-111652
Commitments of Traders - Futures Only, August 9, 2005                  
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          :               (CONTRACTS OF 42,000 U.S. GALLONS)                           :
     :          :                                                                            :
All  :   157,071:    49,302      9,233      7,506     83,428    130,472    140,236    147,211:    16,835      9,860
Old  :   157,071:    49,302      9,233      7,506     83,428    130,472    140,236    147,211:    16,835      9,860
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 2, 2005                       :
     :     4,214:     4,453     -2,642        372       -695      4,429      4,130      2,159:        84      2,055
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.4        5.9        4.8       53.1       83.1       89.3       93.7:      10.7        6.3
Old  :     100.0:      31.4        5.9        4.8       53.1       83.1       89.3       93.7:      10.7        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  :       169:        60         17         32         72         74        148        110:
Old  :       169:        60         17         32         72         74        148        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  :                 21.4       22.9       36.4       38.8       16.0       16.9       26.1       28.4
Old  :                 21.4       22.9       36.4       38.8       16.0       16.9       26.1       28.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated August 26, 2005